NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.933 |
3.871 |
-0.062 |
-1.6% |
3.859 |
| High |
4.000 |
3.910 |
-0.090 |
-2.3% |
4.387 |
| Low |
3.827 |
3.717 |
-0.110 |
-2.9% |
3.825 |
| Close |
3.879 |
3.761 |
-0.118 |
-3.0% |
4.032 |
| Range |
0.173 |
0.193 |
0.020 |
11.6% |
0.562 |
| ATR |
0.255 |
0.250 |
-0.004 |
-1.7% |
0.000 |
| Volume |
88,591 |
84,044 |
-4,547 |
-5.1% |
631,261 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.375 |
4.261 |
3.867 |
|
| R3 |
4.182 |
4.068 |
3.814 |
|
| R2 |
3.989 |
3.989 |
3.796 |
|
| R1 |
3.875 |
3.875 |
3.779 |
3.836 |
| PP |
3.796 |
3.796 |
3.796 |
3.776 |
| S1 |
3.682 |
3.682 |
3.743 |
3.643 |
| S2 |
3.603 |
3.603 |
3.726 |
|
| S3 |
3.410 |
3.489 |
3.708 |
|
| S4 |
3.217 |
3.296 |
3.655 |
|
|
| 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 |
4.328 |
3.717 |
0.611 |
16.2% |
0.205 |
5.4% |
7% |
False |
True |
92,166 |
| 10 |
4.387 |
3.663 |
0.724 |
19.3% |
0.261 |
6.9% |
14% |
False |
False |
117,666 |
| 20 |
4.387 |
3.550 |
0.837 |
22.3% |
0.274 |
7.3% |
25% |
False |
False |
111,886 |
| 40 |
4.690 |
3.395 |
1.295 |
34.4% |
0.257 |
6.8% |
28% |
False |
False |
72,336 |
| 60 |
4.690 |
3.395 |
1.295 |
34.4% |
0.224 |
6.0% |
28% |
False |
False |
51,587 |
| 80 |
4.721 |
3.395 |
1.326 |
35.3% |
0.218 |
5.8% |
28% |
False |
False |
40,245 |
| 100 |
5.280 |
3.395 |
1.885 |
50.1% |
0.215 |
5.7% |
19% |
False |
False |
33,118 |
| 120 |
6.521 |
3.395 |
3.126 |
83.1% |
0.216 |
5.7% |
12% |
False |
False |
27,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.730 |
|
2.618 |
4.415 |
|
1.618 |
4.222 |
|
1.000 |
4.103 |
|
0.618 |
4.029 |
|
HIGH |
3.910 |
|
0.618 |
3.836 |
|
0.500 |
3.814 |
|
0.382 |
3.791 |
|
LOW |
3.717 |
|
0.618 |
3.598 |
|
1.000 |
3.524 |
|
1.618 |
3.405 |
|
2.618 |
3.212 |
|
4.250 |
2.897 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.814 |
3.911 |
| PP |
3.796 |
3.861 |
| S1 |
3.779 |
3.811 |
|