NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.727 |
3.777 |
0.050 |
1.3% |
3.869 |
| High |
3.820 |
3.860 |
0.040 |
1.0% |
4.284 |
| Low |
3.656 |
3.665 |
0.009 |
0.2% |
3.550 |
| Close |
3.731 |
3.708 |
-0.023 |
-0.6% |
3.868 |
| Range |
0.164 |
0.195 |
0.031 |
18.9% |
0.734 |
| ATR |
0.257 |
0.253 |
-0.004 |
-1.7% |
0.000 |
| Volume |
101,495 |
100,485 |
-1,010 |
-1.0% |
547,106 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.329 |
4.214 |
3.815 |
|
| R3 |
4.134 |
4.019 |
3.762 |
|
| R2 |
3.939 |
3.939 |
3.744 |
|
| R1 |
3.824 |
3.824 |
3.726 |
3.784 |
| PP |
3.744 |
3.744 |
3.744 |
3.725 |
| S1 |
3.629 |
3.629 |
3.690 |
3.589 |
| S2 |
3.549 |
3.549 |
3.672 |
|
| S3 |
3.354 |
3.434 |
3.654 |
|
| S4 |
3.159 |
3.239 |
3.601 |
|
|
| 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 |
3.986 |
3.550 |
0.436 |
11.8% |
0.218 |
5.9% |
36% |
False |
False |
111,836 |
| 10 |
4.284 |
3.550 |
0.734 |
19.8% |
0.287 |
7.7% |
22% |
False |
False |
106,106 |
| 20 |
4.690 |
3.500 |
1.190 |
32.1% |
0.269 |
7.3% |
17% |
False |
False |
76,069 |
| 40 |
4.690 |
3.395 |
1.295 |
34.9% |
0.231 |
6.2% |
24% |
False |
False |
45,292 |
| 60 |
4.721 |
3.395 |
1.326 |
35.8% |
0.219 |
5.9% |
24% |
False |
False |
32,855 |
| 80 |
4.721 |
3.395 |
1.326 |
35.8% |
0.208 |
5.6% |
24% |
False |
False |
26,229 |
| 100 |
5.280 |
3.395 |
1.885 |
50.8% |
0.206 |
5.6% |
17% |
False |
False |
21,533 |
| 120 |
6.521 |
3.395 |
3.126 |
84.3% |
0.210 |
5.7% |
10% |
False |
False |
18,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.689 |
|
2.618 |
4.371 |
|
1.618 |
4.176 |
|
1.000 |
4.055 |
|
0.618 |
3.981 |
|
HIGH |
3.860 |
|
0.618 |
3.786 |
|
0.500 |
3.763 |
|
0.382 |
3.739 |
|
LOW |
3.665 |
|
0.618 |
3.544 |
|
1.000 |
3.470 |
|
1.618 |
3.349 |
|
2.618 |
3.154 |
|
4.250 |
2.836 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.763 |
3.758 |
| PP |
3.744 |
3.741 |
| S1 |
3.726 |
3.725 |
|