NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.080 |
4.040 |
-0.040 |
-1.0% |
3.859 |
| High |
4.159 |
4.105 |
-0.054 |
-1.3% |
4.387 |
| Low |
4.014 |
3.860 |
-0.154 |
-3.8% |
3.825 |
| Close |
4.032 |
3.933 |
-0.099 |
-2.5% |
4.032 |
| Range |
0.145 |
0.245 |
0.100 |
69.0% |
0.562 |
| ATR |
0.262 |
0.261 |
-0.001 |
-0.5% |
0.000 |
| Volume |
101,294 |
69,266 |
-32,028 |
-31.6% |
631,261 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.701 |
4.562 |
4.068 |
|
| R3 |
4.456 |
4.317 |
4.000 |
|
| R2 |
4.211 |
4.211 |
3.978 |
|
| R1 |
4.072 |
4.072 |
3.955 |
4.019 |
| PP |
3.966 |
3.966 |
3.966 |
3.940 |
| S1 |
3.827 |
3.827 |
3.911 |
3.774 |
| S2 |
3.721 |
3.721 |
3.888 |
|
| S3 |
3.476 |
3.582 |
3.866 |
|
| S4 |
3.231 |
3.337 |
3.798 |
|
|
| 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 |
3.860 |
0.527 |
13.4% |
0.246 |
6.3% |
14% |
False |
True |
114,211 |
| 10 |
4.387 |
3.656 |
0.731 |
18.6% |
0.260 |
6.6% |
38% |
False |
False |
120,601 |
| 20 |
4.387 |
3.500 |
0.887 |
22.6% |
0.272 |
6.9% |
49% |
False |
False |
109,300 |
| 40 |
4.690 |
3.395 |
1.295 |
32.9% |
0.256 |
6.5% |
42% |
False |
False |
68,452 |
| 60 |
4.690 |
3.395 |
1.295 |
32.9% |
0.225 |
5.7% |
42% |
False |
False |
48,975 |
| 80 |
4.721 |
3.395 |
1.326 |
33.7% |
0.220 |
5.6% |
41% |
False |
False |
38,206 |
| 100 |
5.280 |
3.395 |
1.885 |
47.9% |
0.216 |
5.5% |
29% |
False |
False |
31,448 |
| 120 |
6.521 |
3.395 |
3.126 |
79.5% |
0.216 |
5.5% |
17% |
False |
False |
26,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.146 |
|
2.618 |
4.746 |
|
1.618 |
4.501 |
|
1.000 |
4.350 |
|
0.618 |
4.256 |
|
HIGH |
4.105 |
|
0.618 |
4.011 |
|
0.500 |
3.983 |
|
0.382 |
3.954 |
|
LOW |
3.860 |
|
0.618 |
3.709 |
|
1.000 |
3.615 |
|
1.618 |
3.464 |
|
2.618 |
3.219 |
|
4.250 |
2.819 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.983 |
4.094 |
| PP |
3.966 |
4.040 |
| S1 |
3.950 |
3.987 |
|