NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 24-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.049 |
4.023 |
-0.026 |
-0.6% |
4.095 |
High |
4.132 |
4.050 |
-0.082 |
-2.0% |
4.574 |
Low |
3.952 |
3.871 |
-0.081 |
-2.0% |
4.030 |
Close |
4.007 |
3.906 |
-0.101 |
-2.5% |
4.193 |
Range |
0.180 |
0.179 |
-0.001 |
-0.6% |
0.544 |
ATR |
0.250 |
0.245 |
-0.005 |
-2.0% |
0.000 |
Volume |
57,251 |
60,223 |
2,972 |
5.2% |
312,217 |
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.479 |
4.372 |
4.004 |
|
R3 |
4.300 |
4.193 |
3.955 |
|
R2 |
4.121 |
4.121 |
3.939 |
|
R1 |
4.014 |
4.014 |
3.922 |
3.978 |
PP |
3.942 |
3.942 |
3.942 |
3.925 |
S1 |
3.835 |
3.835 |
3.890 |
3.799 |
S2 |
3.763 |
3.763 |
3.873 |
|
S3 |
3.584 |
3.656 |
3.857 |
|
S4 |
3.405 |
3.477 |
3.808 |
|
|
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 |
3.871 |
0.633 |
16.2% |
0.206 |
5.3% |
6% |
False |
True |
53,268 |
10 |
4.574 |
3.855 |
0.719 |
18.4% |
0.255 |
6.5% |
7% |
False |
False |
59,830 |
20 |
4.574 |
3.692 |
0.882 |
22.6% |
0.272 |
7.0% |
24% |
False |
False |
42,459 |
40 |
4.789 |
3.520 |
1.269 |
32.5% |
0.249 |
6.4% |
30% |
False |
False |
26,180 |
60 |
4.789 |
3.520 |
1.269 |
32.5% |
0.214 |
5.5% |
30% |
False |
False |
18,678 |
80 |
4.820 |
3.520 |
1.300 |
33.3% |
0.209 |
5.3% |
30% |
False |
False |
14,708 |
100 |
5.350 |
3.520 |
1.830 |
46.9% |
0.207 |
5.3% |
21% |
False |
False |
12,103 |
120 |
6.619 |
3.520 |
3.099 |
79.3% |
0.209 |
5.4% |
12% |
False |
False |
10,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.811 |
2.618 |
4.519 |
1.618 |
4.340 |
1.000 |
4.229 |
0.618 |
4.161 |
HIGH |
4.050 |
0.618 |
3.982 |
0.500 |
3.961 |
0.382 |
3.939 |
LOW |
3.871 |
0.618 |
3.760 |
1.000 |
3.692 |
1.618 |
3.581 |
2.618 |
3.402 |
4.250 |
3.110 |
|
|
Fisher Pivots for day following 24-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3.961 |
4.058 |
PP |
3.942 |
4.007 |
S1 |
3.924 |
3.957 |
|