NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3.931 |
3.985 |
0.054 |
1.4% |
3.980 |
High |
4.020 |
4.071 |
0.051 |
1.3% |
4.408 |
Low |
3.854 |
3.856 |
0.002 |
0.1% |
3.710 |
Close |
3.933 |
3.898 |
-0.035 |
-0.9% |
4.042 |
Range |
0.166 |
0.215 |
0.049 |
29.5% |
0.698 |
ATR |
0.249 |
0.246 |
-0.002 |
-1.0% |
0.000 |
Volume |
30,281 |
39,173 |
8,892 |
29.4% |
113,068 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.587 |
4.457 |
4.016 |
|
R3 |
4.372 |
4.242 |
3.957 |
|
R2 |
4.157 |
4.157 |
3.937 |
|
R1 |
4.027 |
4.027 |
3.918 |
3.985 |
PP |
3.942 |
3.942 |
3.942 |
3.920 |
S1 |
3.812 |
3.812 |
3.878 |
3.770 |
S2 |
3.727 |
3.727 |
3.859 |
|
S3 |
3.512 |
3.597 |
3.839 |
|
S4 |
3.297 |
3.382 |
3.780 |
|
|
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 |
4.143 |
3.710 |
0.433 |
11.1% |
0.231 |
5.9% |
43% |
False |
False |
30,407 |
10 |
4.408 |
3.692 |
0.716 |
18.4% |
0.289 |
7.4% |
29% |
False |
False |
25,088 |
20 |
4.789 |
3.627 |
1.162 |
29.8% |
0.262 |
6.7% |
23% |
False |
False |
18,100 |
40 |
4.789 |
3.520 |
1.269 |
32.6% |
0.219 |
5.6% |
30% |
False |
False |
12,179 |
60 |
4.820 |
3.520 |
1.300 |
33.4% |
0.209 |
5.4% |
29% |
False |
False |
9,145 |
80 |
4.850 |
3.520 |
1.330 |
34.1% |
0.200 |
5.1% |
28% |
False |
False |
7,437 |
100 |
5.420 |
3.520 |
1.900 |
48.7% |
0.200 |
5.1% |
20% |
False |
False |
6,217 |
120 |
6.619 |
3.520 |
3.099 |
79.5% |
0.202 |
5.2% |
12% |
False |
False |
5,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.985 |
2.618 |
4.634 |
1.618 |
4.419 |
1.000 |
4.286 |
0.618 |
4.204 |
HIGH |
4.071 |
0.618 |
3.989 |
0.500 |
3.964 |
0.382 |
3.938 |
LOW |
3.856 |
0.618 |
3.723 |
1.000 |
3.641 |
1.618 |
3.508 |
2.618 |
3.293 |
4.250 |
2.942 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3.964 |
3.963 |
PP |
3.942 |
3.941 |
S1 |
3.920 |
3.920 |
|