NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.950 |
6.033 |
0.083 |
1.4% |
5.622 |
| High |
6.030 |
6.034 |
0.004 |
0.1% |
5.688 |
| Low |
5.917 |
5.736 |
-0.181 |
-3.1% |
5.377 |
| Close |
6.003 |
5.744 |
-0.259 |
-4.3% |
5.643 |
| Range |
0.113 |
0.298 |
0.185 |
163.7% |
0.311 |
| ATR |
0.186 |
0.194 |
0.008 |
4.3% |
0.000 |
| Volume |
9,125 |
6,929 |
-2,196 |
-24.1% |
29,629 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.732 |
6.536 |
5.908 |
|
| R3 |
6.434 |
6.238 |
5.826 |
|
| R2 |
6.136 |
6.136 |
5.799 |
|
| R1 |
5.940 |
5.940 |
5.771 |
5.889 |
| PP |
5.838 |
5.838 |
5.838 |
5.813 |
| S1 |
5.642 |
5.642 |
5.717 |
5.591 |
| S2 |
5.540 |
5.540 |
5.689 |
|
| S3 |
5.242 |
5.344 |
5.662 |
|
| S4 |
4.944 |
5.046 |
5.580 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.502 |
6.384 |
5.814 |
|
| R3 |
6.191 |
6.073 |
5.729 |
|
| R2 |
5.880 |
5.880 |
5.700 |
|
| R1 |
5.762 |
5.762 |
5.672 |
5.821 |
| PP |
5.569 |
5.569 |
5.569 |
5.599 |
| S1 |
5.451 |
5.451 |
5.614 |
5.510 |
| S2 |
5.258 |
5.258 |
5.586 |
|
| S3 |
4.947 |
5.140 |
5.557 |
|
| S4 |
4.636 |
4.829 |
5.472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.127 |
5.540 |
0.587 |
10.2% |
0.243 |
4.2% |
35% |
False |
False |
9,344 |
| 10 |
6.127 |
5.377 |
0.750 |
13.1% |
0.201 |
3.5% |
49% |
False |
False |
7,626 |
| 20 |
6.127 |
5.240 |
0.887 |
15.4% |
0.184 |
3.2% |
57% |
False |
False |
7,460 |
| 40 |
6.462 |
5.240 |
1.222 |
21.3% |
0.166 |
2.9% |
41% |
False |
False |
6,428 |
| 60 |
6.462 |
5.240 |
1.222 |
21.3% |
0.174 |
3.0% |
41% |
False |
False |
6,025 |
| 80 |
6.462 |
5.240 |
1.222 |
21.3% |
0.166 |
2.9% |
41% |
False |
False |
5,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.301 |
|
2.618 |
6.814 |
|
1.618 |
6.516 |
|
1.000 |
6.332 |
|
0.618 |
6.218 |
|
HIGH |
6.034 |
|
0.618 |
5.920 |
|
0.500 |
5.885 |
|
0.382 |
5.850 |
|
LOW |
5.736 |
|
0.618 |
5.552 |
|
1.000 |
5.438 |
|
1.618 |
5.254 |
|
2.618 |
4.956 |
|
4.250 |
4.470 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.885 |
5.885 |
| PP |
5.838 |
5.838 |
| S1 |
5.791 |
5.791 |
|