All seven days of the week are named after the classical planets, or the Germanic/Norse equivalent of the Roman gods: Mercury (Wednesday, Woden/Odin's day), Venus (Friday, Frig's day), Mars (Tuesday, Tiw's day), Jupiter (Thursday, Thor's day), Saturn (Saturday), the Sun (Sunday), and the Moon (Monday). Some make more sense in other languages, e.g. French has Lundi (Lune/Moon), mardi (Mars), mercredi (Mercury), jôdi (Jupiter), vendredi (Venus) (samedi refers to the Sabbath and dimanche to God, though).
The naming of the days of the week after the planets isn't obvious. The English
names of days are taken from the old norse gods, as you say, but the association
with the planets goes back to Roman times and it's rather obscure.
Here are the names of the days of the week and their associated planets (and the
old norse gods that give them their English names, as you list them too):
Why are the days associated with celestial bodies in that order? Mars is not
between the moon and mercury, in the sky. Saturn is furthest, not closes to the
sun! But this was not exactly known in ancient times. Rather, the luminaries
(the sun, the moon and five planets) are ordered, in the Ptolemaic universe,
according to their apparent speed in the night sky, from slowest to fastest,
which the ancients took to mean corresponded to a planet's distance from the
Earth (since the farthest-away planet had to make a longer orbit):
Saturn
Jupiter
Mars
the Sun
Venus
Mercury
the Moon
But this is still not the order in which the days of the week are ordered,
according to their association with a luminary. Saturn's day, Saturday, is not
before Jupiter's day, Thursday, in the week!
The hidden detail is that the ancients regarded the luminaries as "ruling over"
an hour of the day. Each day took the name of the luminary that ruled over its
first day. So the first luminary, Saturn, the furthest from the Earth, ruled
over the first hour of the first day of the week, which for the ancients was
Saturday. The second luminary, Jupiter, ruled over the second hour and so on,
for all 24 hours in a day, in a repeating cycle.
Since there were 7 luminaries, the cycle repeated three times in each 24-hour
day, with 3 hours left over. When a new day began, the luminary that ruled over
its first hour was the luminary three over from the one that ruled over the
first hour of the previous day. So the day ruled over by the first luminary,
Saturn, Saturday, is followed by the day ruled over by the luminary three over
from Saturn, the Sun: Sunday.
To mess things up even more, the ancients had a second, "dark" day, and a dark
week, where the days were named by the luminary that ruled over the first hour
of nighttime (where the ordinary days were named after the luminary ruling over
the first hour of daylight). So for instance, when the "light day" was Thursday,
the "dark" day was Monday. The dark week starts on the 13th hour of each day
(the 13th hour from sunrise). I have no idea how the ancients managed daylight
savings time :P
Anyway our days of the week have a tinge of ancient astrological magic to them.
Remember that to the ancients, astrology and astronomy were still the same
thing. Our knowledge became more practical as time went by and less magickal.
Or, like I like to say, we finally found a magic that works.
