NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.060 |
3.931 |
-0.129 |
-3.2% |
3.980 |
| High |
4.060 |
4.020 |
-0.040 |
-1.0% |
4.408 |
| Low |
3.866 |
3.854 |
-0.012 |
-0.3% |
3.710 |
| Close |
3.930 |
3.933 |
0.003 |
0.1% |
4.042 |
| Range |
0.194 |
0.166 |
-0.028 |
-14.4% |
0.698 |
| ATR |
0.255 |
0.249 |
-0.006 |
-2.5% |
0.000 |
| Volume |
31,210 |
30,281 |
-929 |
-3.0% |
113,068 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.434 |
4.349 |
4.024 |
|
| R3 |
4.268 |
4.183 |
3.979 |
|
| R2 |
4.102 |
4.102 |
3.963 |
|
| R1 |
4.017 |
4.017 |
3.948 |
4.060 |
| PP |
3.936 |
3.936 |
3.936 |
3.957 |
| S1 |
3.851 |
3.851 |
3.918 |
3.894 |
| S2 |
3.770 |
3.770 |
3.903 |
|
| S3 |
3.604 |
3.685 |
3.887 |
|
| S4 |
3.438 |
3.519 |
3.842 |
|
|
| 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 |
4.278 |
3.710 |
0.568 |
14.4% |
0.271 |
6.9% |
39% |
False |
False |
27,512 |
| 10 |
4.408 |
3.672 |
0.736 |
18.7% |
0.281 |
7.1% |
35% |
False |
False |
22,339 |
| 20 |
4.789 |
3.627 |
1.162 |
29.5% |
0.265 |
6.7% |
26% |
False |
False |
16,633 |
| 40 |
4.789 |
3.520 |
1.269 |
32.3% |
0.217 |
5.5% |
33% |
False |
False |
11,299 |
| 60 |
4.820 |
3.520 |
1.300 |
33.1% |
0.208 |
5.3% |
32% |
False |
False |
8,521 |
| 80 |
4.992 |
3.520 |
1.472 |
37.4% |
0.199 |
5.0% |
28% |
False |
False |
6,975 |
| 100 |
5.470 |
3.520 |
1.950 |
49.6% |
0.200 |
5.1% |
21% |
False |
False |
5,846 |
| 120 |
6.619 |
3.520 |
3.099 |
78.8% |
0.201 |
5.1% |
13% |
False |
False |
5,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.726 |
|
2.618 |
4.455 |
|
1.618 |
4.289 |
|
1.000 |
4.186 |
|
0.618 |
4.123 |
|
HIGH |
4.020 |
|
0.618 |
3.957 |
|
0.500 |
3.937 |
|
0.382 |
3.917 |
|
LOW |
3.854 |
|
0.618 |
3.751 |
|
1.000 |
3.688 |
|
1.618 |
3.585 |
|
2.618 |
3.419 |
|
4.250 |
3.149 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.937 |
3.999 |
| PP |
3.936 |
3.977 |
| S1 |
3.934 |
3.955 |
|