NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.263 |
4.080 |
-0.183 |
-4.3% |
3.859 |
High |
4.328 |
4.159 |
-0.169 |
-3.9% |
4.387 |
Low |
4.061 |
4.014 |
-0.047 |
-1.2% |
3.825 |
Close |
4.093 |
4.032 |
-0.061 |
-1.5% |
4.032 |
Range |
0.267 |
0.145 |
-0.122 |
-45.7% |
0.562 |
ATR |
0.271 |
0.262 |
-0.009 |
-3.3% |
0.000 |
Volume |
117,637 |
101,294 |
-16,343 |
-13.9% |
631,261 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.503 |
4.413 |
4.112 |
|
R3 |
4.358 |
4.268 |
4.072 |
|
R2 |
4.213 |
4.213 |
4.059 |
|
R1 |
4.123 |
4.123 |
4.045 |
4.096 |
PP |
4.068 |
4.068 |
4.068 |
4.055 |
S1 |
3.978 |
3.978 |
4.019 |
3.951 |
S2 |
3.923 |
3.923 |
4.005 |
|
S3 |
3.778 |
3.833 |
3.992 |
|
S4 |
3.633 |
3.688 |
3.952 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.767 |
5.462 |
4.341 |
|
R3 |
5.205 |
4.900 |
4.187 |
|
R2 |
4.643 |
4.643 |
4.135 |
|
R1 |
4.338 |
4.338 |
4.084 |
4.491 |
PP |
4.081 |
4.081 |
4.081 |
4.158 |
S1 |
3.776 |
3.776 |
3.980 |
3.929 |
S2 |
3.519 |
3.519 |
3.929 |
|
S3 |
2.957 |
3.214 |
3.877 |
|
S4 |
2.395 |
2.652 |
3.723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.387 |
3.825 |
0.562 |
13.9% |
0.272 |
6.7% |
37% |
False |
False |
126,252 |
10 |
4.387 |
3.656 |
0.731 |
18.1% |
0.249 |
6.2% |
51% |
False |
False |
124,282 |
20 |
4.387 |
3.500 |
0.887 |
22.0% |
0.269 |
6.7% |
60% |
False |
False |
108,743 |
40 |
4.690 |
3.395 |
1.295 |
32.1% |
0.254 |
6.3% |
49% |
False |
False |
66,951 |
60 |
4.720 |
3.395 |
1.325 |
32.9% |
0.228 |
5.7% |
48% |
False |
False |
47,900 |
80 |
4.721 |
3.395 |
1.326 |
32.9% |
0.218 |
5.4% |
48% |
False |
False |
37,516 |
100 |
5.280 |
3.395 |
1.885 |
46.8% |
0.216 |
5.4% |
34% |
False |
False |
30,775 |
120 |
6.521 |
3.395 |
3.126 |
77.5% |
0.215 |
5.3% |
20% |
False |
False |
25,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.775 |
2.618 |
4.539 |
1.618 |
4.394 |
1.000 |
4.304 |
0.618 |
4.249 |
HIGH |
4.159 |
0.618 |
4.104 |
0.500 |
4.087 |
0.382 |
4.069 |
LOW |
4.014 |
0.618 |
3.924 |
1.000 |
3.869 |
1.618 |
3.779 |
2.618 |
3.634 |
4.250 |
3.398 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.087 |
4.171 |
PP |
4.068 |
4.125 |
S1 |
4.050 |
4.078 |
|