NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3.876 |
4.170 |
0.294 |
7.6% |
4.060 |
High |
4.247 |
4.176 |
-0.071 |
-1.7% |
4.247 |
Low |
3.855 |
3.967 |
0.112 |
2.9% |
3.854 |
Close |
4.147 |
4.071 |
-0.076 |
-1.8% |
4.071 |
Range |
0.392 |
0.209 |
-0.183 |
-46.7% |
0.393 |
ATR |
0.257 |
0.253 |
-0.003 |
-1.3% |
0.000 |
Volume |
48,012 |
84,413 |
36,401 |
75.8% |
233,089 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.698 |
4.594 |
4.186 |
|
R3 |
4.489 |
4.385 |
4.128 |
|
R2 |
4.280 |
4.280 |
4.109 |
|
R1 |
4.176 |
4.176 |
4.090 |
4.124 |
PP |
4.071 |
4.071 |
4.071 |
4.045 |
S1 |
3.967 |
3.967 |
4.052 |
3.915 |
S2 |
3.862 |
3.862 |
4.033 |
|
S3 |
3.653 |
3.758 |
4.014 |
|
S4 |
3.444 |
3.549 |
3.956 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.236 |
5.047 |
4.287 |
|
R3 |
4.843 |
4.654 |
4.179 |
|
R2 |
4.450 |
4.450 |
4.143 |
|
R1 |
4.261 |
4.261 |
4.107 |
4.356 |
PP |
4.057 |
4.057 |
4.057 |
4.105 |
S1 |
3.868 |
3.868 |
4.035 |
3.963 |
S2 |
3.664 |
3.664 |
3.999 |
|
S3 |
3.271 |
3.475 |
3.963 |
|
S4 |
2.878 |
3.082 |
3.855 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.247 |
3.854 |
0.393 |
9.7% |
0.235 |
5.8% |
55% |
False |
False |
46,617 |
10 |
4.408 |
3.710 |
0.698 |
17.1% |
0.278 |
6.8% |
52% |
False |
False |
34,615 |
20 |
4.517 |
3.627 |
0.890 |
21.9% |
0.264 |
6.5% |
50% |
False |
False |
23,081 |
40 |
4.789 |
3.520 |
1.269 |
31.2% |
0.228 |
5.6% |
43% |
False |
False |
15,342 |
60 |
4.820 |
3.520 |
1.300 |
31.9% |
0.215 |
5.3% |
42% |
False |
False |
11,289 |
80 |
4.820 |
3.520 |
1.300 |
31.9% |
0.203 |
5.0% |
42% |
False |
False |
9,066 |
100 |
5.350 |
3.520 |
1.830 |
45.0% |
0.202 |
5.0% |
30% |
False |
False |
7,527 |
120 |
6.619 |
3.520 |
3.099 |
76.1% |
0.205 |
5.0% |
18% |
False |
False |
6,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.064 |
2.618 |
4.723 |
1.618 |
4.514 |
1.000 |
4.385 |
0.618 |
4.305 |
HIGH |
4.176 |
0.618 |
4.096 |
0.500 |
4.072 |
0.382 |
4.047 |
LOW |
3.967 |
0.618 |
3.838 |
1.000 |
3.758 |
1.618 |
3.629 |
2.618 |
3.420 |
4.250 |
3.079 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.072 |
4.064 |
PP |
4.071 |
4.058 |
S1 |
4.071 |
4.051 |
|