NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 05-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3.917 |
3.985 |
0.068 |
1.7% |
3.980 |
High |
4.030 |
4.143 |
0.113 |
2.8% |
4.408 |
Low |
3.710 |
3.884 |
0.174 |
4.7% |
3.710 |
Close |
3.970 |
4.042 |
0.072 |
1.8% |
4.042 |
Range |
0.320 |
0.259 |
-0.061 |
-19.1% |
0.698 |
ATR |
0.260 |
0.260 |
0.000 |
0.0% |
0.000 |
Volume |
24,941 |
26,430 |
1,489 |
6.0% |
113,068 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.800 |
4.680 |
4.184 |
|
R3 |
4.541 |
4.421 |
4.113 |
|
R2 |
4.282 |
4.282 |
4.089 |
|
R1 |
4.162 |
4.162 |
4.066 |
4.222 |
PP |
4.023 |
4.023 |
4.023 |
4.053 |
S1 |
3.903 |
3.903 |
4.018 |
3.963 |
S2 |
3.764 |
3.764 |
3.995 |
|
S3 |
3.505 |
3.644 |
3.971 |
|
S4 |
3.246 |
3.385 |
3.900 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.147 |
5.793 |
4.426 |
|
R3 |
5.449 |
5.095 |
4.234 |
|
R2 |
4.751 |
4.751 |
4.170 |
|
R1 |
4.397 |
4.397 |
4.106 |
4.574 |
PP |
4.053 |
4.053 |
4.053 |
4.142 |
S1 |
3.699 |
3.699 |
3.978 |
3.876 |
S2 |
3.355 |
3.355 |
3.914 |
|
S3 |
2.657 |
3.001 |
3.850 |
|
S4 |
1.959 |
2.303 |
3.658 |
|
|
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 |
17.3% |
0.320 |
7.9% |
48% |
False |
False |
22,613 |
10 |
4.408 |
3.627 |
0.781 |
19.3% |
0.279 |
6.9% |
53% |
False |
False |
18,609 |
20 |
4.789 |
3.627 |
1.162 |
28.7% |
0.266 |
6.6% |
36% |
False |
False |
14,815 |
40 |
4.789 |
3.520 |
1.269 |
31.4% |
0.218 |
5.4% |
41% |
False |
False |
9,940 |
60 |
4.820 |
3.520 |
1.300 |
32.2% |
0.208 |
5.1% |
40% |
False |
False |
7,609 |
80 |
5.201 |
3.520 |
1.681 |
41.6% |
0.200 |
4.9% |
31% |
False |
False |
6,241 |
100 |
5.895 |
3.520 |
2.375 |
58.8% |
0.201 |
5.0% |
22% |
False |
False |
5,247 |
120 |
6.619 |
3.520 |
3.099 |
76.7% |
0.200 |
5.0% |
17% |
False |
False |
4,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.244 |
2.618 |
4.821 |
1.618 |
4.562 |
1.000 |
4.402 |
0.618 |
4.303 |
HIGH |
4.143 |
0.618 |
4.044 |
0.500 |
4.014 |
0.382 |
3.983 |
LOW |
3.884 |
0.618 |
3.724 |
1.000 |
3.625 |
1.618 |
3.465 |
2.618 |
3.206 |
4.250 |
2.783 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.033 |
4.026 |
PP |
4.023 |
4.010 |
S1 |
4.014 |
3.994 |
|