NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.765 |
3.840 |
0.075 |
2.0% |
3.869 |
| High |
3.872 |
3.986 |
0.114 |
2.9% |
4.284 |
| Low |
3.550 |
3.714 |
0.164 |
4.6% |
3.550 |
| Close |
3.810 |
3.868 |
0.058 |
1.5% |
3.868 |
| Range |
0.322 |
0.272 |
-0.050 |
-15.5% |
0.734 |
| ATR |
0.270 |
0.270 |
0.000 |
0.0% |
0.000 |
| Volume |
115,357 |
135,773 |
20,416 |
17.7% |
547,106 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.672 |
4.542 |
4.018 |
|
| R3 |
4.400 |
4.270 |
3.943 |
|
| R2 |
4.128 |
4.128 |
3.918 |
|
| R1 |
3.998 |
3.998 |
3.893 |
4.063 |
| PP |
3.856 |
3.856 |
3.856 |
3.889 |
| S1 |
3.726 |
3.726 |
3.843 |
3.791 |
| S2 |
3.584 |
3.584 |
3.818 |
|
| S3 |
3.312 |
3.454 |
3.793 |
|
| S4 |
3.040 |
3.182 |
3.718 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.103 |
5.719 |
4.272 |
|
| R3 |
5.369 |
4.985 |
4.070 |
|
| R2 |
4.635 |
4.635 |
4.003 |
|
| R1 |
4.251 |
4.251 |
3.935 |
4.076 |
| PP |
3.901 |
3.901 |
3.901 |
3.813 |
| S1 |
3.517 |
3.517 |
3.801 |
3.342 |
| S2 |
3.167 |
3.167 |
3.733 |
|
| S3 |
2.433 |
2.783 |
3.666 |
|
| S4 |
1.699 |
2.049 |
3.464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.284 |
3.550 |
0.734 |
19.0% |
0.333 |
8.6% |
43% |
False |
False |
109,421 |
| 10 |
4.284 |
3.500 |
0.784 |
20.3% |
0.288 |
7.5% |
47% |
False |
False |
93,205 |
| 20 |
4.690 |
3.500 |
1.190 |
30.8% |
0.278 |
7.2% |
31% |
False |
False |
64,875 |
| 40 |
4.690 |
3.395 |
1.295 |
33.5% |
0.230 |
5.9% |
37% |
False |
False |
38,729 |
| 60 |
4.721 |
3.395 |
1.326 |
34.3% |
0.219 |
5.7% |
36% |
False |
False |
28,128 |
| 80 |
5.126 |
3.395 |
1.731 |
44.8% |
0.209 |
5.4% |
27% |
False |
False |
22,502 |
| 100 |
5.800 |
3.395 |
2.405 |
62.2% |
0.209 |
5.4% |
20% |
False |
False |
18,526 |
| 120 |
6.521 |
3.395 |
3.126 |
80.8% |
0.210 |
5.4% |
15% |
False |
False |
15,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.142 |
|
2.618 |
4.698 |
|
1.618 |
4.426 |
|
1.000 |
4.258 |
|
0.618 |
4.154 |
|
HIGH |
3.986 |
|
0.618 |
3.882 |
|
0.500 |
3.850 |
|
0.382 |
3.818 |
|
LOW |
3.714 |
|
0.618 |
3.546 |
|
1.000 |
3.442 |
|
1.618 |
3.274 |
|
2.618 |
3.002 |
|
4.250 |
2.558 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.862 |
3.862 |
| PP |
3.856 |
3.856 |
| S1 |
3.850 |
3.850 |
|