NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 08-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3.840 |
3.814 |
-0.026 |
-0.7% |
3.869 |
High |
3.986 |
3.814 |
-0.172 |
-4.3% |
4.284 |
Low |
3.714 |
3.679 |
-0.035 |
-0.9% |
3.550 |
Close |
3.868 |
3.731 |
-0.137 |
-3.5% |
3.868 |
Range |
0.272 |
0.135 |
-0.137 |
-50.4% |
0.734 |
ATR |
0.270 |
0.264 |
-0.006 |
-2.1% |
0.000 |
Volume |
135,773 |
106,074 |
-29,699 |
-21.9% |
547,106 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.146 |
4.074 |
3.805 |
|
R3 |
4.011 |
3.939 |
3.768 |
|
R2 |
3.876 |
3.876 |
3.756 |
|
R1 |
3.804 |
3.804 |
3.743 |
3.773 |
PP |
3.741 |
3.741 |
3.741 |
3.726 |
S1 |
3.669 |
3.669 |
3.719 |
3.638 |
S2 |
3.606 |
3.606 |
3.706 |
|
S3 |
3.471 |
3.534 |
3.694 |
|
S4 |
3.336 |
3.399 |
3.657 |
|
|
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 |
19.7% |
0.277 |
7.4% |
25% |
False |
False |
109,849 |
10 |
4.284 |
3.500 |
0.784 |
21.0% |
0.285 |
7.6% |
29% |
False |
False |
97,999 |
20 |
4.690 |
3.500 |
1.190 |
31.9% |
0.273 |
7.3% |
19% |
False |
False |
68,632 |
40 |
4.690 |
3.395 |
1.295 |
34.7% |
0.229 |
6.1% |
26% |
False |
False |
40,964 |
60 |
4.721 |
3.395 |
1.326 |
35.5% |
0.218 |
5.8% |
25% |
False |
False |
29,694 |
80 |
5.032 |
3.395 |
1.637 |
43.9% |
0.207 |
5.6% |
21% |
False |
False |
23,791 |
100 |
5.600 |
3.395 |
2.205 |
59.1% |
0.207 |
5.6% |
15% |
False |
False |
19,570 |
120 |
6.521 |
3.395 |
3.126 |
83.8% |
0.210 |
5.6% |
11% |
False |
False |
16,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.388 |
2.618 |
4.167 |
1.618 |
4.032 |
1.000 |
3.949 |
0.618 |
3.897 |
HIGH |
3.814 |
0.618 |
3.762 |
0.500 |
3.747 |
0.382 |
3.731 |
LOW |
3.679 |
0.618 |
3.596 |
1.000 |
3.544 |
1.618 |
3.461 |
2.618 |
3.326 |
4.250 |
3.105 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3.747 |
3.768 |
PP |
3.741 |
3.756 |
S1 |
3.736 |
3.743 |
|