NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 01-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.083 |
3.980 |
-0.103 |
-2.5% |
3.759 |
High |
4.229 |
4.383 |
0.154 |
3.6% |
4.229 |
Low |
3.925 |
3.978 |
0.053 |
1.4% |
3.627 |
Close |
3.958 |
4.373 |
0.415 |
10.5% |
3.958 |
Range |
0.304 |
0.405 |
0.101 |
33.2% |
0.602 |
ATR |
0.232 |
0.246 |
0.014 |
5.9% |
0.000 |
Volume |
23,772 |
17,104 |
-6,668 |
-28.0% |
60,815 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.460 |
5.321 |
4.596 |
|
R3 |
5.055 |
4.916 |
4.484 |
|
R2 |
4.650 |
4.650 |
4.447 |
|
R1 |
4.511 |
4.511 |
4.410 |
4.581 |
PP |
4.245 |
4.245 |
4.245 |
4.279 |
S1 |
4.106 |
4.106 |
4.336 |
4.176 |
S2 |
3.840 |
3.840 |
4.299 |
|
S3 |
3.435 |
3.701 |
4.262 |
|
S4 |
3.030 |
3.296 |
4.150 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.744 |
5.453 |
4.289 |
|
R3 |
5.142 |
4.851 |
4.124 |
|
R2 |
4.540 |
4.540 |
4.068 |
|
R1 |
4.249 |
4.249 |
4.013 |
4.395 |
PP |
3.938 |
3.938 |
3.938 |
4.011 |
S1 |
3.647 |
3.647 |
3.903 |
3.793 |
S2 |
3.336 |
3.336 |
3.848 |
|
S3 |
2.734 |
3.045 |
3.792 |
|
S4 |
2.132 |
2.443 |
3.627 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.383 |
3.627 |
0.756 |
17.3% |
0.289 |
6.6% |
99% |
True |
False |
15,583 |
10 |
4.464 |
3.627 |
0.837 |
19.1% |
0.271 |
6.2% |
89% |
False |
False |
12,257 |
20 |
4.789 |
3.627 |
1.162 |
26.6% |
0.256 |
5.9% |
64% |
False |
False |
11,667 |
40 |
4.789 |
3.520 |
1.269 |
29.0% |
0.201 |
4.6% |
67% |
False |
False |
7,924 |
60 |
4.820 |
3.520 |
1.300 |
29.7% |
0.197 |
4.5% |
66% |
False |
False |
6,232 |
80 |
5.350 |
3.520 |
1.830 |
41.8% |
0.196 |
4.5% |
47% |
False |
False |
5,130 |
100 |
6.430 |
3.520 |
2.910 |
66.5% |
0.198 |
4.5% |
29% |
False |
False |
4,322 |
120 |
6.619 |
3.520 |
3.099 |
70.9% |
0.196 |
4.5% |
28% |
False |
False |
3,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.104 |
2.618 |
5.443 |
1.618 |
5.038 |
1.000 |
4.788 |
0.618 |
4.633 |
HIGH |
4.383 |
0.618 |
4.228 |
0.500 |
4.181 |
0.382 |
4.133 |
LOW |
3.978 |
0.618 |
3.728 |
1.000 |
3.573 |
1.618 |
3.323 |
2.618 |
2.918 |
4.250 |
2.257 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.309 |
4.261 |
PP |
4.245 |
4.149 |
S1 |
4.181 |
4.038 |
|