NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 25-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.114 |
4.046 |
-0.068 |
-1.7% |
4.245 |
High |
4.175 |
4.228 |
0.053 |
1.3% |
4.716 |
Low |
4.010 |
4.026 |
0.016 |
0.4% |
4.202 |
Close |
4.046 |
4.121 |
0.075 |
1.9% |
4.317 |
Range |
0.165 |
0.202 |
0.037 |
22.4% |
0.514 |
ATR |
0.235 |
0.233 |
-0.002 |
-1.0% |
0.000 |
Volume |
13,111 |
19,910 |
6,799 |
51.9% |
98,529 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.731 |
4.628 |
4.232 |
|
R3 |
4.529 |
4.426 |
4.177 |
|
R2 |
4.327 |
4.327 |
4.158 |
|
R1 |
4.224 |
4.224 |
4.140 |
4.276 |
PP |
4.125 |
4.125 |
4.125 |
4.151 |
S1 |
4.022 |
4.022 |
4.102 |
4.074 |
S2 |
3.923 |
3.923 |
4.084 |
|
S3 |
3.721 |
3.820 |
4.065 |
|
S4 |
3.519 |
3.618 |
4.010 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.954 |
5.649 |
4.600 |
|
R3 |
5.440 |
5.135 |
4.458 |
|
R2 |
4.926 |
4.926 |
4.411 |
|
R1 |
4.621 |
4.621 |
4.364 |
4.774 |
PP |
4.412 |
4.412 |
4.412 |
4.488 |
S1 |
4.107 |
4.107 |
4.270 |
4.260 |
S2 |
3.898 |
3.898 |
4.223 |
|
S3 |
3.384 |
3.593 |
4.176 |
|
S4 |
2.870 |
3.079 |
4.034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.475 |
4.010 |
0.465 |
11.3% |
0.189 |
4.6% |
24% |
False |
False |
15,164 |
10 |
4.716 |
4.010 |
0.706 |
17.1% |
0.227 |
5.5% |
16% |
False |
False |
19,542 |
20 |
4.716 |
3.844 |
0.872 |
21.2% |
0.253 |
6.1% |
32% |
False |
False |
18,739 |
40 |
4.830 |
3.596 |
1.234 |
29.9% |
0.239 |
5.8% |
43% |
False |
False |
12,746 |
60 |
4.830 |
3.596 |
1.234 |
29.9% |
0.201 |
4.9% |
43% |
False |
False |
9,311 |
80 |
4.860 |
3.596 |
1.264 |
30.7% |
0.199 |
4.8% |
42% |
False |
False |
7,455 |
100 |
5.392 |
3.596 |
1.796 |
43.6% |
0.194 |
4.7% |
29% |
False |
False |
6,232 |
120 |
6.665 |
3.596 |
3.069 |
74.5% |
0.196 |
4.8% |
17% |
False |
False |
5,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.087 |
2.618 |
4.757 |
1.618 |
4.555 |
1.000 |
4.430 |
0.618 |
4.353 |
HIGH |
4.228 |
0.618 |
4.151 |
0.500 |
4.127 |
0.382 |
4.103 |
LOW |
4.026 |
0.618 |
3.901 |
1.000 |
3.824 |
1.618 |
3.699 |
2.618 |
3.497 |
4.250 |
3.168 |
|
|
Fisher Pivots for day following 25-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.127 |
4.124 |
PP |
4.125 |
4.123 |
S1 |
4.123 |
4.122 |
|