NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.249 |
3.917 |
-0.332 |
-7.8% |
3.759 |
| High |
4.278 |
4.030 |
-0.248 |
-5.8% |
4.229 |
| Low |
3.860 |
3.710 |
-0.150 |
-3.9% |
3.627 |
| Close |
3.916 |
3.970 |
0.054 |
1.4% |
3.958 |
| Range |
0.418 |
0.320 |
-0.098 |
-23.4% |
0.602 |
| ATR |
0.255 |
0.260 |
0.005 |
1.8% |
0.000 |
| Volume |
24,700 |
24,941 |
241 |
1.0% |
60,815 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.863 |
4.737 |
4.146 |
|
| R3 |
4.543 |
4.417 |
4.058 |
|
| R2 |
4.223 |
4.223 |
4.029 |
|
| R1 |
4.097 |
4.097 |
3.999 |
4.160 |
| PP |
3.903 |
3.903 |
3.903 |
3.935 |
| S1 |
3.777 |
3.777 |
3.941 |
3.840 |
| S2 |
3.583 |
3.583 |
3.911 |
|
| S3 |
3.263 |
3.457 |
3.882 |
|
| S4 |
2.943 |
3.137 |
3.794 |
|
|
| 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 |
3.710 |
0.698 |
17.6% |
0.329 |
8.3% |
37% |
False |
True |
22,082 |
| 10 |
4.408 |
3.627 |
0.781 |
19.7% |
0.293 |
7.4% |
44% |
False |
False |
16,675 |
| 20 |
4.789 |
3.627 |
1.162 |
29.3% |
0.268 |
6.8% |
30% |
False |
False |
14,033 |
| 40 |
4.789 |
3.520 |
1.269 |
32.0% |
0.215 |
5.4% |
35% |
False |
False |
9,427 |
| 60 |
4.820 |
3.520 |
1.300 |
32.7% |
0.205 |
5.2% |
35% |
False |
False |
7,276 |
| 80 |
5.316 |
3.520 |
1.796 |
45.2% |
0.200 |
5.0% |
25% |
False |
False |
5,927 |
| 100 |
6.030 |
3.520 |
2.510 |
63.2% |
0.200 |
5.0% |
18% |
False |
False |
4,993 |
| 120 |
6.619 |
3.520 |
3.099 |
78.1% |
0.200 |
5.0% |
15% |
False |
False |
4,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.390 |
|
2.618 |
4.868 |
|
1.618 |
4.548 |
|
1.000 |
4.350 |
|
0.618 |
4.228 |
|
HIGH |
4.030 |
|
0.618 |
3.908 |
|
0.500 |
3.870 |
|
0.382 |
3.832 |
|
LOW |
3.710 |
|
0.618 |
3.512 |
|
1.000 |
3.390 |
|
1.618 |
3.192 |
|
2.618 |
2.872 |
|
4.250 |
2.350 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.937 |
4.059 |
| PP |
3.903 |
4.029 |
| S1 |
3.870 |
4.000 |
|