NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 22-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.253 |
4.193 |
-0.060 |
-1.4% |
4.095 |
High |
4.341 |
4.245 |
-0.096 |
-2.2% |
4.574 |
Low |
4.174 |
3.996 |
-0.178 |
-4.3% |
4.030 |
Close |
4.193 |
4.071 |
-0.122 |
-2.9% |
4.193 |
Range |
0.167 |
0.249 |
0.082 |
49.1% |
0.544 |
ATR |
0.256 |
0.255 |
0.000 |
-0.2% |
0.000 |
Volume |
45,558 |
36,193 |
-9,365 |
-20.6% |
312,217 |
|
Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.851 |
4.710 |
4.208 |
|
R3 |
4.602 |
4.461 |
4.139 |
|
R2 |
4.353 |
4.353 |
4.117 |
|
R1 |
4.212 |
4.212 |
4.094 |
4.158 |
PP |
4.104 |
4.104 |
4.104 |
4.077 |
S1 |
3.963 |
3.963 |
4.048 |
3.909 |
S2 |
3.855 |
3.855 |
4.025 |
|
S3 |
3.606 |
3.714 |
4.003 |
|
S4 |
3.357 |
3.465 |
3.934 |
|
|
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 |
3.996 |
0.578 |
14.2% |
0.245 |
6.0% |
13% |
False |
True |
57,118 |
10 |
4.574 |
3.854 |
0.720 |
17.7% |
0.257 |
6.3% |
30% |
False |
False |
55,028 |
20 |
4.574 |
3.627 |
0.947 |
23.3% |
0.270 |
6.6% |
47% |
False |
False |
37,769 |
40 |
4.789 |
3.520 |
1.269 |
31.2% |
0.247 |
6.1% |
43% |
False |
False |
23,369 |
60 |
4.789 |
3.520 |
1.269 |
31.2% |
0.214 |
5.3% |
43% |
False |
False |
16,837 |
80 |
4.820 |
3.520 |
1.300 |
31.9% |
0.212 |
5.2% |
42% |
False |
False |
13,310 |
100 |
5.350 |
3.520 |
1.830 |
45.0% |
0.208 |
5.1% |
30% |
False |
False |
10,960 |
120 |
6.619 |
3.520 |
3.099 |
76.1% |
0.209 |
5.1% |
18% |
False |
False |
9,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.303 |
2.618 |
4.897 |
1.618 |
4.648 |
1.000 |
4.494 |
0.618 |
4.399 |
HIGH |
4.245 |
0.618 |
4.150 |
0.500 |
4.121 |
0.382 |
4.091 |
LOW |
3.996 |
0.618 |
3.842 |
1.000 |
3.747 |
1.618 |
3.593 |
2.618 |
3.344 |
4.250 |
2.938 |
|
|
Fisher Pivots for day following 22-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.121 |
4.250 |
PP |
4.104 |
4.190 |
S1 |
4.088 |
4.131 |
|