NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3.919 |
4.026 |
0.107 |
2.7% |
4.193 |
High |
4.104 |
4.138 |
0.034 |
0.8% |
4.245 |
Low |
3.888 |
3.921 |
0.033 |
0.8% |
3.871 |
Close |
3.989 |
4.105 |
0.116 |
2.9% |
4.105 |
Range |
0.216 |
0.217 |
0.001 |
0.5% |
0.374 |
ATR |
0.243 |
0.241 |
-0.002 |
-0.8% |
0.000 |
Volume |
67,363 |
90,702 |
23,339 |
34.6% |
311,732 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.706 |
4.622 |
4.224 |
|
R3 |
4.489 |
4.405 |
4.165 |
|
R2 |
4.272 |
4.272 |
4.145 |
|
R1 |
4.188 |
4.188 |
4.125 |
4.230 |
PP |
4.055 |
4.055 |
4.055 |
4.076 |
S1 |
3.971 |
3.971 |
4.085 |
4.013 |
S2 |
3.838 |
3.838 |
4.065 |
|
S3 |
3.621 |
3.754 |
4.045 |
|
S4 |
3.404 |
3.537 |
3.986 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.196 |
5.024 |
4.311 |
|
R3 |
4.822 |
4.650 |
4.208 |
|
R2 |
4.448 |
4.448 |
4.174 |
|
R1 |
4.276 |
4.276 |
4.139 |
4.175 |
PP |
4.074 |
4.074 |
4.074 |
4.023 |
S1 |
3.902 |
3.902 |
4.071 |
3.801 |
S2 |
3.700 |
3.700 |
4.036 |
|
S3 |
3.326 |
3.528 |
4.002 |
|
S4 |
2.952 |
3.154 |
3.899 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.245 |
3.871 |
0.374 |
9.1% |
0.208 |
5.1% |
63% |
False |
False |
62,346 |
10 |
4.574 |
3.871 |
0.703 |
17.1% |
0.238 |
5.8% |
33% |
False |
False |
62,394 |
20 |
4.574 |
3.710 |
0.864 |
21.0% |
0.258 |
6.3% |
46% |
False |
False |
48,505 |
40 |
4.789 |
3.627 |
1.162 |
28.3% |
0.252 |
6.1% |
41% |
False |
False |
29,841 |
60 |
4.789 |
3.520 |
1.269 |
30.9% |
0.216 |
5.3% |
46% |
False |
False |
21,227 |
80 |
4.820 |
3.520 |
1.300 |
31.7% |
0.210 |
5.1% |
45% |
False |
False |
16,626 |
100 |
5.350 |
3.520 |
1.830 |
44.6% |
0.206 |
5.0% |
32% |
False |
False |
13,653 |
120 |
6.619 |
3.520 |
3.099 |
75.5% |
0.207 |
5.0% |
19% |
False |
False |
11,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.060 |
2.618 |
4.706 |
1.618 |
4.489 |
1.000 |
4.355 |
0.618 |
4.272 |
HIGH |
4.138 |
0.618 |
4.055 |
0.500 |
4.030 |
0.382 |
4.004 |
LOW |
3.921 |
0.618 |
3.787 |
1.000 |
3.704 |
1.618 |
3.570 |
2.618 |
3.353 |
4.250 |
2.999 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.080 |
4.072 |
PP |
4.055 |
4.038 |
S1 |
4.030 |
4.005 |
|