NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 29-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.026 |
4.049 |
0.023 |
0.6% |
4.193 |
High |
4.138 |
4.090 |
-0.048 |
-1.2% |
4.245 |
Low |
3.921 |
3.929 |
0.008 |
0.2% |
3.871 |
Close |
4.105 |
3.944 |
-0.161 |
-3.9% |
4.105 |
Range |
0.217 |
0.161 |
-0.056 |
-25.8% |
0.374 |
ATR |
0.241 |
0.236 |
-0.005 |
-1.9% |
0.000 |
Volume |
90,702 |
76,150 |
-14,552 |
-16.0% |
311,732 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.471 |
4.368 |
4.033 |
|
R3 |
4.310 |
4.207 |
3.988 |
|
R2 |
4.149 |
4.149 |
3.974 |
|
R1 |
4.046 |
4.046 |
3.959 |
4.017 |
PP |
3.988 |
3.988 |
3.988 |
3.973 |
S1 |
3.885 |
3.885 |
3.929 |
3.856 |
S2 |
3.827 |
3.827 |
3.914 |
|
S3 |
3.666 |
3.724 |
3.900 |
|
S4 |
3.505 |
3.563 |
3.855 |
|
|
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 |
4.138 |
3.871 |
0.267 |
6.8% |
0.191 |
4.8% |
27% |
False |
False |
70,337 |
10 |
4.574 |
3.871 |
0.703 |
17.8% |
0.218 |
5.5% |
10% |
False |
False |
63,728 |
20 |
4.574 |
3.710 |
0.864 |
21.9% |
0.246 |
6.2% |
27% |
False |
False |
51,457 |
40 |
4.789 |
3.627 |
1.162 |
29.5% |
0.251 |
6.4% |
27% |
False |
False |
31,562 |
60 |
4.789 |
3.520 |
1.269 |
32.2% |
0.216 |
5.5% |
33% |
False |
False |
22,435 |
80 |
4.820 |
3.520 |
1.300 |
33.0% |
0.209 |
5.3% |
33% |
False |
False |
17,538 |
100 |
5.350 |
3.520 |
1.830 |
46.4% |
0.206 |
5.2% |
23% |
False |
False |
14,396 |
120 |
6.430 |
3.520 |
2.910 |
73.8% |
0.206 |
5.2% |
15% |
False |
False |
12,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.774 |
2.618 |
4.511 |
1.618 |
4.350 |
1.000 |
4.251 |
0.618 |
4.189 |
HIGH |
4.090 |
0.618 |
4.028 |
0.500 |
4.010 |
0.382 |
3.991 |
LOW |
3.929 |
0.618 |
3.830 |
1.000 |
3.768 |
1.618 |
3.669 |
2.618 |
3.508 |
4.250 |
3.245 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.010 |
4.013 |
PP |
3.988 |
3.990 |
S1 |
3.966 |
3.967 |
|