NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 02-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3.980 |
4.326 |
0.346 |
8.7% |
3.759 |
High |
4.383 |
4.408 |
0.025 |
0.6% |
4.229 |
Low |
3.978 |
4.208 |
0.230 |
5.8% |
3.627 |
Close |
4.373 |
4.258 |
-0.115 |
-2.6% |
3.958 |
Range |
0.405 |
0.200 |
-0.205 |
-50.6% |
0.602 |
ATR |
0.246 |
0.242 |
-0.003 |
-1.3% |
0.000 |
Volume |
17,104 |
19,893 |
2,789 |
16.3% |
60,815 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.891 |
4.775 |
4.368 |
|
R3 |
4.691 |
4.575 |
4.313 |
|
R2 |
4.491 |
4.491 |
4.295 |
|
R1 |
4.375 |
4.375 |
4.276 |
4.333 |
PP |
4.291 |
4.291 |
4.291 |
4.271 |
S1 |
4.175 |
4.175 |
4.240 |
4.133 |
S2 |
4.091 |
4.091 |
4.221 |
|
S3 |
3.891 |
3.975 |
4.203 |
|
S4 |
3.691 |
3.775 |
4.148 |
|
|
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 |
4.408 |
3.672 |
0.736 |
17.3% |
0.291 |
6.8% |
80% |
True |
False |
17,165 |
10 |
4.435 |
3.627 |
0.808 |
19.0% |
0.271 |
6.4% |
78% |
False |
False |
13,603 |
20 |
4.789 |
3.627 |
1.162 |
27.3% |
0.253 |
5.9% |
54% |
False |
False |
12,372 |
40 |
4.789 |
3.520 |
1.269 |
29.8% |
0.204 |
4.8% |
58% |
False |
False |
8,343 |
60 |
4.820 |
3.520 |
1.300 |
30.5% |
0.197 |
4.6% |
57% |
False |
False |
6,517 |
80 |
5.350 |
3.520 |
1.830 |
43.0% |
0.196 |
4.6% |
40% |
False |
False |
5,365 |
100 |
6.344 |
3.520 |
2.824 |
66.3% |
0.199 |
4.7% |
26% |
False |
False |
4,515 |
120 |
6.619 |
3.520 |
3.099 |
72.8% |
0.197 |
4.6% |
24% |
False |
False |
3,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.258 |
2.618 |
4.932 |
1.618 |
4.732 |
1.000 |
4.608 |
0.618 |
4.532 |
HIGH |
4.408 |
0.618 |
4.332 |
0.500 |
4.308 |
0.382 |
4.284 |
LOW |
4.208 |
0.618 |
4.084 |
1.000 |
4.008 |
1.618 |
3.884 |
2.618 |
3.684 |
4.250 |
3.358 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.308 |
4.228 |
PP |
4.291 |
4.197 |
S1 |
4.275 |
4.167 |
|