NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.193 |
4.049 |
-0.144 |
-3.4% |
4.095 |
High |
4.245 |
4.132 |
-0.113 |
-2.7% |
4.574 |
Low |
3.996 |
3.952 |
-0.044 |
-1.1% |
4.030 |
Close |
4.071 |
4.007 |
-0.064 |
-1.6% |
4.193 |
Range |
0.249 |
0.180 |
-0.069 |
-27.7% |
0.544 |
ATR |
0.255 |
0.250 |
-0.005 |
-2.1% |
0.000 |
Volume |
36,193 |
57,251 |
21,058 |
58.2% |
312,217 |
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.570 |
4.469 |
4.106 |
|
R3 |
4.390 |
4.289 |
4.057 |
|
R2 |
4.210 |
4.210 |
4.040 |
|
R1 |
4.109 |
4.109 |
4.024 |
4.070 |
PP |
4.030 |
4.030 |
4.030 |
4.011 |
S1 |
3.929 |
3.929 |
3.991 |
3.890 |
S2 |
3.850 |
3.850 |
3.974 |
|
S3 |
3.670 |
3.749 |
3.958 |
|
S4 |
3.490 |
3.569 |
3.908 |
|
|
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 |
4.504 |
3.952 |
0.552 |
13.8% |
0.216 |
5.4% |
10% |
False |
True |
54,039 |
10 |
4.574 |
3.855 |
0.719 |
17.9% |
0.259 |
6.5% |
21% |
False |
False |
57,725 |
20 |
4.574 |
3.672 |
0.902 |
22.5% |
0.270 |
6.7% |
37% |
False |
False |
40,032 |
40 |
4.789 |
3.520 |
1.269 |
31.7% |
0.248 |
6.2% |
38% |
False |
False |
24,743 |
60 |
4.789 |
3.520 |
1.269 |
31.7% |
0.213 |
5.3% |
38% |
False |
False |
17,731 |
80 |
4.820 |
3.520 |
1.300 |
32.4% |
0.209 |
5.2% |
37% |
False |
False |
14,003 |
100 |
5.350 |
3.520 |
1.830 |
45.7% |
0.207 |
5.2% |
27% |
False |
False |
11,515 |
120 |
6.619 |
3.520 |
3.099 |
77.3% |
0.209 |
5.2% |
16% |
False |
False |
9,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.897 |
2.618 |
4.603 |
1.618 |
4.423 |
1.000 |
4.312 |
0.618 |
4.243 |
HIGH |
4.132 |
0.618 |
4.063 |
0.500 |
4.042 |
0.382 |
4.021 |
LOW |
3.952 |
0.618 |
3.841 |
1.000 |
3.772 |
1.618 |
3.661 |
2.618 |
3.481 |
4.250 |
3.187 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.042 |
4.147 |
PP |
4.030 |
4.100 |
S1 |
4.019 |
4.054 |
|