NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.095 |
4.382 |
0.287 |
7.0% |
4.060 |
High |
4.393 |
4.574 |
0.181 |
4.1% |
4.247 |
Low |
4.030 |
4.250 |
0.220 |
5.5% |
3.854 |
Close |
4.382 |
4.312 |
-0.070 |
-1.6% |
4.071 |
Range |
0.363 |
0.324 |
-0.039 |
-10.7% |
0.393 |
ATR |
0.261 |
0.266 |
0.004 |
1.7% |
0.000 |
Volume |
62,818 |
72,644 |
9,826 |
15.6% |
233,089 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.351 |
5.155 |
4.490 |
|
R3 |
5.027 |
4.831 |
4.401 |
|
R2 |
4.703 |
4.703 |
4.371 |
|
R1 |
4.507 |
4.507 |
4.342 |
4.443 |
PP |
4.379 |
4.379 |
4.379 |
4.347 |
S1 |
4.183 |
4.183 |
4.282 |
4.119 |
S2 |
4.055 |
4.055 |
4.253 |
|
S3 |
3.731 |
3.859 |
4.223 |
|
S4 |
3.407 |
3.535 |
4.134 |
|
|
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 |
4.574 |
3.855 |
0.719 |
16.7% |
0.301 |
7.0% |
64% |
True |
False |
61,412 |
10 |
4.574 |
3.710 |
0.864 |
20.0% |
0.286 |
6.6% |
70% |
True |
False |
44,462 |
20 |
4.574 |
3.627 |
0.947 |
22.0% |
0.278 |
6.5% |
72% |
True |
False |
29,032 |
40 |
4.789 |
3.520 |
1.269 |
29.4% |
0.235 |
5.5% |
62% |
False |
False |
18,510 |
60 |
4.820 |
3.520 |
1.300 |
30.1% |
0.213 |
4.9% |
61% |
False |
False |
13,462 |
80 |
4.820 |
3.520 |
1.300 |
30.1% |
0.208 |
4.8% |
61% |
False |
False |
10,715 |
100 |
5.350 |
3.520 |
1.830 |
42.4% |
0.206 |
4.8% |
43% |
False |
False |
8,868 |
120 |
6.619 |
3.520 |
3.099 |
71.9% |
0.208 |
4.8% |
26% |
False |
False |
7,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.951 |
2.618 |
5.422 |
1.618 |
5.098 |
1.000 |
4.898 |
0.618 |
4.774 |
HIGH |
4.574 |
0.618 |
4.450 |
0.500 |
4.412 |
0.382 |
4.374 |
LOW |
4.250 |
0.618 |
4.050 |
1.000 |
3.926 |
1.618 |
3.726 |
2.618 |
3.402 |
4.250 |
2.873 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.412 |
4.298 |
PP |
4.379 |
4.284 |
S1 |
4.345 |
4.271 |
|