NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 08-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3.985 |
4.060 |
0.075 |
1.9% |
3.980 |
High |
4.143 |
4.060 |
-0.083 |
-2.0% |
4.408 |
Low |
3.884 |
3.866 |
-0.018 |
-0.5% |
3.710 |
Close |
4.042 |
3.930 |
-0.112 |
-2.8% |
4.042 |
Range |
0.259 |
0.194 |
-0.065 |
-25.1% |
0.698 |
ATR |
0.260 |
0.255 |
-0.005 |
-1.8% |
0.000 |
Volume |
26,430 |
31,210 |
4,780 |
18.1% |
113,068 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.534 |
4.426 |
4.037 |
|
R3 |
4.340 |
4.232 |
3.983 |
|
R2 |
4.146 |
4.146 |
3.966 |
|
R1 |
4.038 |
4.038 |
3.948 |
3.995 |
PP |
3.952 |
3.952 |
3.952 |
3.931 |
S1 |
3.844 |
3.844 |
3.912 |
3.801 |
S2 |
3.758 |
3.758 |
3.894 |
|
S3 |
3.564 |
3.650 |
3.877 |
|
S4 |
3.370 |
3.456 |
3.823 |
|
|
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 |
17.8% |
0.278 |
7.1% |
32% |
False |
False |
25,434 |
10 |
4.408 |
3.627 |
0.781 |
19.9% |
0.284 |
7.2% |
39% |
False |
False |
20,509 |
20 |
4.789 |
3.627 |
1.162 |
29.6% |
0.264 |
6.7% |
26% |
False |
False |
15,648 |
40 |
4.789 |
3.520 |
1.269 |
32.3% |
0.217 |
5.5% |
32% |
False |
False |
10,628 |
60 |
4.820 |
3.520 |
1.300 |
33.1% |
0.207 |
5.3% |
32% |
False |
False |
8,066 |
80 |
5.102 |
3.520 |
1.582 |
40.3% |
0.199 |
5.1% |
26% |
False |
False |
6,613 |
100 |
5.648 |
3.520 |
2.128 |
54.1% |
0.200 |
5.1% |
19% |
False |
False |
5,552 |
120 |
6.619 |
3.520 |
3.099 |
78.9% |
0.201 |
5.1% |
13% |
False |
False |
4,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.885 |
2.618 |
4.568 |
1.618 |
4.374 |
1.000 |
4.254 |
0.618 |
4.180 |
HIGH |
4.060 |
0.618 |
3.986 |
0.500 |
3.963 |
0.382 |
3.940 |
LOW |
3.866 |
0.618 |
3.746 |
1.000 |
3.672 |
1.618 |
3.552 |
2.618 |
3.358 |
4.250 |
3.042 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3.963 |
3.929 |
PP |
3.952 |
3.928 |
S1 |
3.941 |
3.927 |
|