NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.095 |
4.141 |
0.046 |
1.1% |
4.040 |
High |
4.194 |
4.240 |
0.046 |
1.1% |
4.487 |
Low |
4.018 |
4.025 |
0.007 |
0.2% |
3.844 |
Close |
4.105 |
4.071 |
-0.034 |
-0.8% |
4.185 |
Range |
0.176 |
0.215 |
0.039 |
22.2% |
0.643 |
ATR |
0.239 |
0.237 |
-0.002 |
-0.7% |
0.000 |
Volume |
27,959 |
24,920 |
-3,039 |
-10.9% |
66,413 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.757 |
4.629 |
4.189 |
|
R3 |
4.542 |
4.414 |
4.130 |
|
R2 |
4.327 |
4.327 |
4.110 |
|
R1 |
4.199 |
4.199 |
4.091 |
4.156 |
PP |
4.112 |
4.112 |
4.112 |
4.090 |
S1 |
3.984 |
3.984 |
4.051 |
3.941 |
S2 |
3.897 |
3.897 |
4.032 |
|
S3 |
3.682 |
3.769 |
4.012 |
|
S4 |
3.467 |
3.554 |
3.953 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.101 |
5.786 |
4.539 |
|
R3 |
5.458 |
5.143 |
4.362 |
|
R2 |
4.815 |
4.815 |
4.303 |
|
R1 |
4.500 |
4.500 |
4.244 |
4.658 |
PP |
4.172 |
4.172 |
4.172 |
4.251 |
S1 |
3.857 |
3.857 |
4.126 |
4.015 |
S2 |
3.529 |
3.529 |
4.067 |
|
S3 |
2.886 |
3.214 |
4.008 |
|
S4 |
2.243 |
2.571 |
3.831 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.270 |
3.844 |
0.426 |
10.5% |
0.225 |
5.5% |
53% |
False |
False |
21,243 |
10 |
4.487 |
3.800 |
0.687 |
16.9% |
0.280 |
6.9% |
39% |
False |
False |
15,794 |
20 |
4.830 |
3.728 |
1.102 |
27.1% |
0.252 |
6.2% |
31% |
False |
False |
11,485 |
40 |
4.830 |
3.596 |
1.234 |
30.3% |
0.205 |
5.0% |
38% |
False |
False |
7,867 |
60 |
4.860 |
3.596 |
1.264 |
31.0% |
0.197 |
4.8% |
38% |
False |
False |
5,897 |
80 |
4.860 |
3.596 |
1.264 |
31.0% |
0.188 |
4.6% |
38% |
False |
False |
4,857 |
100 |
5.490 |
3.596 |
1.894 |
46.5% |
0.188 |
4.6% |
25% |
False |
False |
4,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.154 |
2.618 |
4.803 |
1.618 |
4.588 |
1.000 |
4.455 |
0.618 |
4.373 |
HIGH |
4.240 |
0.618 |
4.158 |
0.500 |
4.133 |
0.382 |
4.107 |
LOW |
4.025 |
0.618 |
3.892 |
1.000 |
3.810 |
1.618 |
3.677 |
2.618 |
3.462 |
4.250 |
3.111 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.133 |
4.129 |
PP |
4.112 |
4.110 |
S1 |
4.092 |
4.090 |
|