NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.687 |
3.911 |
0.224 |
6.1% |
3.814 |
| High |
4.067 |
3.973 |
-0.094 |
-2.3% |
4.067 |
| Low |
3.663 |
3.741 |
0.078 |
2.1% |
3.656 |
| Close |
3.933 |
3.857 |
-0.076 |
-1.9% |
3.857 |
| Range |
0.404 |
0.232 |
-0.172 |
-42.6% |
0.411 |
| ATR |
0.264 |
0.261 |
-0.002 |
-0.9% |
0.000 |
| Volume |
109,998 |
193,507 |
83,509 |
75.9% |
611,559 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.553 |
4.437 |
3.985 |
|
| R3 |
4.321 |
4.205 |
3.921 |
|
| R2 |
4.089 |
4.089 |
3.900 |
|
| R1 |
3.973 |
3.973 |
3.878 |
3.915 |
| PP |
3.857 |
3.857 |
3.857 |
3.828 |
| S1 |
3.741 |
3.741 |
3.836 |
3.683 |
| S2 |
3.625 |
3.625 |
3.814 |
|
| S3 |
3.393 |
3.509 |
3.793 |
|
| S4 |
3.161 |
3.277 |
3.729 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.093 |
4.886 |
4.083 |
|
| R3 |
4.682 |
4.475 |
3.970 |
|
| R2 |
4.271 |
4.271 |
3.932 |
|
| R1 |
4.064 |
4.064 |
3.895 |
4.168 |
| PP |
3.860 |
3.860 |
3.860 |
3.912 |
| S1 |
3.653 |
3.653 |
3.819 |
3.757 |
| S2 |
3.449 |
3.449 |
3.782 |
|
| S3 |
3.038 |
3.242 |
3.744 |
|
| S4 |
2.627 |
2.831 |
3.631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.067 |
3.656 |
0.411 |
10.7% |
0.226 |
5.9% |
49% |
False |
False |
122,311 |
| 10 |
4.284 |
3.550 |
0.734 |
19.0% |
0.280 |
7.2% |
42% |
False |
False |
115,866 |
| 20 |
4.412 |
3.500 |
0.912 |
23.6% |
0.272 |
7.1% |
39% |
False |
False |
86,772 |
| 40 |
4.690 |
3.395 |
1.295 |
33.6% |
0.239 |
6.2% |
36% |
False |
False |
52,159 |
| 60 |
4.721 |
3.395 |
1.326 |
34.4% |
0.225 |
5.8% |
35% |
False |
False |
37,792 |
| 80 |
4.721 |
3.395 |
1.326 |
34.4% |
0.212 |
5.5% |
35% |
False |
False |
29,960 |
| 100 |
5.280 |
3.395 |
1.885 |
48.9% |
0.211 |
5.5% |
25% |
False |
False |
24,543 |
| 120 |
6.521 |
3.395 |
3.126 |
81.0% |
0.213 |
5.5% |
15% |
False |
False |
20,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.959 |
|
2.618 |
4.580 |
|
1.618 |
4.348 |
|
1.000 |
4.205 |
|
0.618 |
4.116 |
|
HIGH |
3.973 |
|
0.618 |
3.884 |
|
0.500 |
3.857 |
|
0.382 |
3.830 |
|
LOW |
3.741 |
|
0.618 |
3.598 |
|
1.000 |
3.509 |
|
1.618 |
3.366 |
|
2.618 |
3.134 |
|
4.250 |
2.755 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.857 |
3.865 |
| PP |
3.857 |
3.862 |
| S1 |
3.857 |
3.860 |
|