NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 01-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.188 |
4.040 |
-0.148 |
-3.5% |
3.853 |
High |
4.308 |
4.476 |
0.168 |
3.9% |
4.308 |
Low |
4.025 |
4.040 |
0.015 |
0.4% |
3.728 |
Close |
4.055 |
4.472 |
0.417 |
10.3% |
4.055 |
Range |
0.283 |
0.436 |
0.153 |
54.1% |
0.580 |
ATR |
0.222 |
0.237 |
0.015 |
6.9% |
0.000 |
Volume |
11,101 |
9,813 |
-1,288 |
-11.6% |
29,091 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.637 |
5.491 |
4.712 |
|
R3 |
5.201 |
5.055 |
4.592 |
|
R2 |
4.765 |
4.765 |
4.552 |
|
R1 |
4.619 |
4.619 |
4.512 |
4.692 |
PP |
4.329 |
4.329 |
4.329 |
4.366 |
S1 |
4.183 |
4.183 |
4.432 |
4.256 |
S2 |
3.893 |
3.893 |
4.392 |
|
S3 |
3.457 |
3.747 |
4.352 |
|
S4 |
3.021 |
3.311 |
4.232 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.770 |
5.493 |
4.374 |
|
R3 |
5.190 |
4.913 |
4.215 |
|
R2 |
4.610 |
4.610 |
4.161 |
|
R1 |
4.333 |
4.333 |
4.108 |
4.472 |
PP |
4.030 |
4.030 |
4.030 |
4.100 |
S1 |
3.753 |
3.753 |
4.002 |
3.892 |
S2 |
3.450 |
3.450 |
3.949 |
|
S3 |
2.870 |
3.173 |
3.896 |
|
S4 |
2.290 |
2.593 |
3.736 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.476 |
3.728 |
0.748 |
16.7% |
0.283 |
6.3% |
99% |
True |
False |
7,780 |
10 |
4.551 |
3.728 |
0.823 |
18.4% |
0.267 |
6.0% |
90% |
False |
False |
6,706 |
20 |
4.830 |
3.728 |
1.102 |
24.6% |
0.243 |
5.4% |
68% |
False |
False |
7,355 |
40 |
4.830 |
3.596 |
1.234 |
27.6% |
0.186 |
4.2% |
71% |
False |
False |
5,024 |
60 |
4.860 |
3.596 |
1.264 |
28.3% |
0.185 |
4.1% |
69% |
False |
False |
3,985 |
80 |
5.392 |
3.596 |
1.796 |
40.2% |
0.184 |
4.1% |
49% |
False |
False |
3,335 |
100 |
6.480 |
3.596 |
2.884 |
64.5% |
0.187 |
4.2% |
30% |
False |
False |
2,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.329 |
2.618 |
5.617 |
1.618 |
5.181 |
1.000 |
4.912 |
0.618 |
4.745 |
HIGH |
4.476 |
0.618 |
4.309 |
0.500 |
4.258 |
0.382 |
4.207 |
LOW |
4.040 |
0.618 |
3.771 |
1.000 |
3.604 |
1.618 |
3.335 |
2.618 |
2.899 |
4.250 |
2.187 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.401 |
4.361 |
PP |
4.329 |
4.249 |
S1 |
4.258 |
4.138 |
|