NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 30-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.182 |
4.105 |
-0.077 |
-1.8% |
4.300 |
High |
4.229 |
4.142 |
-0.087 |
-2.1% |
4.355 |
Low |
4.090 |
3.954 |
-0.136 |
-3.3% |
4.010 |
Close |
4.103 |
3.982 |
-0.121 |
-2.9% |
4.237 |
Range |
0.139 |
0.188 |
0.049 |
35.3% |
0.345 |
ATR |
0.225 |
0.222 |
-0.003 |
-1.2% |
0.000 |
Volume |
14,419 |
17,527 |
3,108 |
21.6% |
74,618 |
|
Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.590 |
4.474 |
4.085 |
|
R3 |
4.402 |
4.286 |
4.034 |
|
R2 |
4.214 |
4.214 |
4.016 |
|
R1 |
4.098 |
4.098 |
3.999 |
4.062 |
PP |
4.026 |
4.026 |
4.026 |
4.008 |
S1 |
3.910 |
3.910 |
3.965 |
3.874 |
S2 |
3.838 |
3.838 |
3.948 |
|
S3 |
3.650 |
3.722 |
3.930 |
|
S4 |
3.462 |
3.534 |
3.879 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.236 |
5.081 |
4.427 |
|
R3 |
4.891 |
4.736 |
4.332 |
|
R2 |
4.546 |
4.546 |
4.300 |
|
R1 |
4.391 |
4.391 |
4.269 |
4.296 |
PP |
4.201 |
4.201 |
4.201 |
4.153 |
S1 |
4.046 |
4.046 |
4.205 |
3.951 |
S2 |
3.856 |
3.856 |
4.174 |
|
S3 |
3.511 |
3.701 |
4.142 |
|
S4 |
3.166 |
3.356 |
4.047 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.261 |
3.954 |
0.307 |
7.7% |
0.179 |
4.5% |
9% |
False |
True |
15,872 |
10 |
4.624 |
3.954 |
0.670 |
16.8% |
0.194 |
4.9% |
4% |
False |
True |
16,662 |
20 |
4.716 |
3.844 |
0.872 |
21.9% |
0.235 |
5.9% |
16% |
False |
False |
19,451 |
40 |
4.830 |
3.728 |
1.102 |
27.7% |
0.237 |
5.9% |
23% |
False |
False |
13,582 |
60 |
4.830 |
3.596 |
1.234 |
31.0% |
0.203 |
5.1% |
31% |
False |
False |
9,990 |
80 |
4.860 |
3.596 |
1.264 |
31.7% |
0.198 |
5.0% |
31% |
False |
False |
7,960 |
100 |
5.392 |
3.596 |
1.796 |
45.1% |
0.195 |
4.9% |
21% |
False |
False |
6,662 |
120 |
6.401 |
3.596 |
2.805 |
70.4% |
0.195 |
4.9% |
14% |
False |
False |
5,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.941 |
2.618 |
4.634 |
1.618 |
4.446 |
1.000 |
4.330 |
0.618 |
4.258 |
HIGH |
4.142 |
0.618 |
4.070 |
0.500 |
4.048 |
0.382 |
4.026 |
LOW |
3.954 |
0.618 |
3.838 |
1.000 |
3.766 |
1.618 |
3.650 |
2.618 |
3.462 |
4.250 |
3.155 |
|
|
Fisher Pivots for day following 30-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.048 |
4.108 |
PP |
4.026 |
4.066 |
S1 |
4.004 |
4.024 |
|