NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 05-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.238 |
4.315 |
0.077 |
1.8% |
4.278 |
High |
4.356 |
4.479 |
0.123 |
2.8% |
4.659 |
Low |
4.032 |
4.243 |
0.211 |
5.2% |
4.032 |
Close |
4.296 |
4.395 |
0.099 |
2.3% |
4.395 |
Range |
0.324 |
0.236 |
-0.088 |
-27.2% |
0.627 |
ATR |
0.246 |
0.246 |
-0.001 |
-0.3% |
0.000 |
Volume |
13,568 |
14,925 |
1,357 |
10.0% |
67,102 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.080 |
4.974 |
4.525 |
|
R3 |
4.844 |
4.738 |
4.460 |
|
R2 |
4.608 |
4.608 |
4.438 |
|
R1 |
4.502 |
4.502 |
4.417 |
4.555 |
PP |
4.372 |
4.372 |
4.372 |
4.399 |
S1 |
4.266 |
4.266 |
4.373 |
4.319 |
S2 |
4.136 |
4.136 |
4.352 |
|
S3 |
3.900 |
4.030 |
4.330 |
|
S4 |
3.664 |
3.794 |
4.265 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.243 |
5.946 |
4.740 |
|
R3 |
5.616 |
5.319 |
4.567 |
|
R2 |
4.989 |
4.989 |
4.510 |
|
R1 |
4.692 |
4.692 |
4.452 |
4.841 |
PP |
4.362 |
4.362 |
4.362 |
4.436 |
S1 |
4.065 |
4.065 |
4.338 |
4.214 |
S2 |
3.735 |
3.735 |
4.280 |
|
S3 |
3.108 |
3.438 |
4.223 |
|
S4 |
2.481 |
2.811 |
4.050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.659 |
4.032 |
0.627 |
14.3% |
0.300 |
6.8% |
58% |
False |
False |
13,420 |
10 |
4.659 |
3.892 |
0.767 |
17.5% |
0.259 |
5.9% |
66% |
False |
False |
12,568 |
20 |
4.955 |
3.892 |
1.063 |
24.2% |
0.249 |
5.7% |
47% |
False |
False |
12,087 |
40 |
4.955 |
3.754 |
1.201 |
27.3% |
0.205 |
4.7% |
53% |
False |
False |
9,296 |
60 |
4.978 |
3.754 |
1.224 |
27.8% |
0.199 |
4.5% |
52% |
False |
False |
8,460 |
80 |
5.351 |
3.754 |
1.597 |
36.3% |
0.193 |
4.4% |
40% |
False |
False |
7,851 |
100 |
6.087 |
3.754 |
2.333 |
53.1% |
0.196 |
4.5% |
27% |
False |
False |
7,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.482 |
2.618 |
5.097 |
1.618 |
4.861 |
1.000 |
4.715 |
0.618 |
4.625 |
HIGH |
4.479 |
0.618 |
4.389 |
0.500 |
4.361 |
0.382 |
4.333 |
LOW |
4.243 |
0.618 |
4.097 |
1.000 |
4.007 |
1.618 |
3.861 |
2.618 |
3.625 |
4.250 |
3.240 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.384 |
4.360 |
PP |
4.372 |
4.324 |
S1 |
4.361 |
4.289 |
|