NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 03-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.326 |
4.249 |
-0.077 |
-1.8% |
3.759 |
High |
4.408 |
4.278 |
-0.130 |
-2.9% |
4.229 |
Low |
4.208 |
3.860 |
-0.348 |
-8.3% |
3.627 |
Close |
4.258 |
3.916 |
-0.342 |
-8.0% |
3.958 |
Range |
0.200 |
0.418 |
0.218 |
109.0% |
0.602 |
ATR |
0.242 |
0.255 |
0.013 |
5.2% |
0.000 |
Volume |
19,893 |
24,700 |
4,807 |
24.2% |
60,815 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.272 |
5.012 |
4.146 |
|
R3 |
4.854 |
4.594 |
4.031 |
|
R2 |
4.436 |
4.436 |
3.993 |
|
R1 |
4.176 |
4.176 |
3.954 |
4.097 |
PP |
4.018 |
4.018 |
4.018 |
3.979 |
S1 |
3.758 |
3.758 |
3.878 |
3.679 |
S2 |
3.600 |
3.600 |
3.839 |
|
S3 |
3.182 |
3.340 |
3.801 |
|
S4 |
2.764 |
2.922 |
3.686 |
|
|
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 |
3.692 |
0.716 |
18.3% |
0.347 |
8.9% |
31% |
False |
False |
19,770 |
10 |
4.408 |
3.627 |
0.781 |
19.9% |
0.280 |
7.1% |
37% |
False |
False |
15,356 |
20 |
4.789 |
3.627 |
1.162 |
29.7% |
0.266 |
6.8% |
25% |
False |
False |
13,207 |
40 |
4.789 |
3.520 |
1.269 |
32.4% |
0.210 |
5.4% |
31% |
False |
False |
8,874 |
60 |
4.820 |
3.520 |
1.300 |
33.2% |
0.202 |
5.2% |
30% |
False |
False |
6,890 |
80 |
5.350 |
3.520 |
1.830 |
46.7% |
0.198 |
5.1% |
22% |
False |
False |
5,641 |
100 |
6.077 |
3.520 |
2.557 |
65.3% |
0.199 |
5.1% |
15% |
False |
False |
4,755 |
120 |
6.619 |
3.520 |
3.099 |
79.1% |
0.199 |
5.1% |
13% |
False |
False |
4,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.055 |
2.618 |
5.372 |
1.618 |
4.954 |
1.000 |
4.696 |
0.618 |
4.536 |
HIGH |
4.278 |
0.618 |
4.118 |
0.500 |
4.069 |
0.382 |
4.020 |
LOW |
3.860 |
0.618 |
3.602 |
1.000 |
3.442 |
1.618 |
3.184 |
2.618 |
2.766 |
4.250 |
2.084 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.069 |
4.134 |
PP |
4.018 |
4.061 |
S1 |
3.967 |
3.989 |
|