NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.779 |
3.873 |
0.094 |
2.5% |
4.040 |
| High |
3.950 |
4.000 |
0.050 |
1.3% |
4.105 |
| Low |
3.743 |
3.770 |
0.027 |
0.7% |
3.717 |
| Close |
3.844 |
3.949 |
0.105 |
2.7% |
3.949 |
| Range |
0.207 |
0.230 |
0.023 |
11.1% |
0.388 |
| ATR |
0.247 |
0.246 |
-0.001 |
-0.5% |
0.000 |
| Volume |
71,703 |
79,686 |
7,983 |
11.1% |
393,290 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.596 |
4.503 |
4.076 |
|
| R3 |
4.366 |
4.273 |
4.012 |
|
| R2 |
4.136 |
4.136 |
3.991 |
|
| R1 |
4.043 |
4.043 |
3.970 |
4.090 |
| PP |
3.906 |
3.906 |
3.906 |
3.930 |
| S1 |
3.813 |
3.813 |
3.928 |
3.860 |
| S2 |
3.676 |
3.676 |
3.907 |
|
| S3 |
3.446 |
3.583 |
3.886 |
|
| S4 |
3.216 |
3.353 |
3.823 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.088 |
4.906 |
4.162 |
|
| R3 |
4.700 |
4.518 |
4.056 |
|
| R2 |
4.312 |
4.312 |
4.020 |
|
| R1 |
4.130 |
4.130 |
3.985 |
4.027 |
| PP |
3.924 |
3.924 |
3.924 |
3.872 |
| S1 |
3.742 |
3.742 |
3.913 |
3.639 |
| S2 |
3.536 |
3.536 |
3.878 |
|
| S3 |
3.148 |
3.354 |
3.842 |
|
| S4 |
2.760 |
2.966 |
3.736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.105 |
3.717 |
0.388 |
9.8% |
0.210 |
5.3% |
60% |
False |
False |
78,658 |
| 10 |
4.387 |
3.717 |
0.670 |
17.0% |
0.241 |
6.1% |
35% |
False |
False |
102,455 |
| 20 |
4.387 |
3.550 |
0.837 |
21.2% |
0.260 |
6.6% |
48% |
False |
False |
109,160 |
| 40 |
4.690 |
3.500 |
1.190 |
30.1% |
0.259 |
6.6% |
38% |
False |
False |
75,384 |
| 60 |
4.690 |
3.395 |
1.295 |
32.8% |
0.226 |
5.7% |
43% |
False |
False |
53,841 |
| 80 |
4.721 |
3.395 |
1.326 |
33.6% |
0.219 |
5.5% |
42% |
False |
False |
42,011 |
| 100 |
5.280 |
3.395 |
1.885 |
47.7% |
0.214 |
5.4% |
29% |
False |
False |
34,541 |
| 120 |
6.521 |
3.395 |
3.126 |
79.2% |
0.215 |
5.4% |
18% |
False |
False |
29,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.978 |
|
2.618 |
4.602 |
|
1.618 |
4.372 |
|
1.000 |
4.230 |
|
0.618 |
4.142 |
|
HIGH |
4.000 |
|
0.618 |
3.912 |
|
0.500 |
3.885 |
|
0.382 |
3.858 |
|
LOW |
3.770 |
|
0.618 |
3.628 |
|
1.000 |
3.540 |
|
1.618 |
3.398 |
|
2.618 |
3.168 |
|
4.250 |
2.793 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.928 |
3.919 |
| PP |
3.906 |
3.889 |
| S1 |
3.885 |
3.859 |
|