NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.435 |
4.253 |
-0.182 |
-4.1% |
4.095 |
High |
4.504 |
4.341 |
-0.163 |
-3.6% |
4.574 |
Low |
4.249 |
4.174 |
-0.075 |
-1.8% |
4.030 |
Close |
4.278 |
4.193 |
-0.085 |
-2.0% |
4.193 |
Range |
0.255 |
0.167 |
-0.088 |
-34.5% |
0.544 |
ATR |
0.262 |
0.256 |
-0.007 |
-2.6% |
0.000 |
Volume |
67,118 |
45,558 |
-21,560 |
-32.1% |
312,217 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.737 |
4.632 |
4.285 |
|
R3 |
4.570 |
4.465 |
4.239 |
|
R2 |
4.403 |
4.403 |
4.224 |
|
R1 |
4.298 |
4.298 |
4.208 |
4.267 |
PP |
4.236 |
4.236 |
4.236 |
4.221 |
S1 |
4.131 |
4.131 |
4.178 |
4.100 |
S2 |
4.069 |
4.069 |
4.162 |
|
S3 |
3.902 |
3.964 |
4.147 |
|
S4 |
3.735 |
3.797 |
4.101 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.898 |
5.589 |
4.492 |
|
R3 |
5.354 |
5.045 |
4.343 |
|
R2 |
4.810 |
4.810 |
4.293 |
|
R1 |
4.501 |
4.501 |
4.243 |
4.656 |
PP |
4.266 |
4.266 |
4.266 |
4.343 |
S1 |
3.957 |
3.957 |
4.143 |
4.112 |
S2 |
3.722 |
3.722 |
4.093 |
|
S3 |
3.178 |
3.413 |
4.043 |
|
S4 |
2.634 |
2.869 |
3.894 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.574 |
4.030 |
0.544 |
13.0% |
0.268 |
6.4% |
30% |
False |
False |
62,443 |
10 |
4.574 |
3.854 |
0.720 |
17.2% |
0.252 |
6.0% |
47% |
False |
False |
54,530 |
20 |
4.574 |
3.627 |
0.947 |
22.6% |
0.265 |
6.3% |
60% |
False |
False |
36,569 |
40 |
4.789 |
3.520 |
1.269 |
30.3% |
0.245 |
5.8% |
53% |
False |
False |
22,624 |
60 |
4.805 |
3.520 |
1.285 |
30.6% |
0.217 |
5.2% |
52% |
False |
False |
16,268 |
80 |
4.820 |
3.520 |
1.300 |
31.0% |
0.210 |
5.0% |
52% |
False |
False |
12,879 |
100 |
5.350 |
3.520 |
1.830 |
43.6% |
0.207 |
4.9% |
37% |
False |
False |
10,613 |
120 |
6.619 |
3.520 |
3.099 |
73.9% |
0.207 |
4.9% |
22% |
False |
False |
8,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.051 |
2.618 |
4.778 |
1.618 |
4.611 |
1.000 |
4.508 |
0.618 |
4.444 |
HIGH |
4.341 |
0.618 |
4.277 |
0.500 |
4.258 |
0.382 |
4.238 |
LOW |
4.174 |
0.618 |
4.071 |
1.000 |
4.007 |
1.618 |
3.904 |
2.618 |
3.737 |
4.250 |
3.464 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.258 |
4.339 |
PP |
4.236 |
4.290 |
S1 |
4.215 |
4.242 |
|