NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 11-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.373 |
4.329 |
-0.044 |
-1.0% |
4.278 |
High |
4.478 |
4.642 |
0.164 |
3.7% |
4.659 |
Low |
4.266 |
4.281 |
0.015 |
0.4% |
4.032 |
Close |
4.312 |
4.563 |
0.251 |
5.8% |
4.395 |
Range |
0.212 |
0.361 |
0.149 |
70.3% |
0.627 |
ATR |
0.233 |
0.242 |
0.009 |
3.9% |
0.000 |
Volume |
11,737 |
14,316 |
2,579 |
22.0% |
67,102 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.578 |
5.432 |
4.762 |
|
R3 |
5.217 |
5.071 |
4.662 |
|
R2 |
4.856 |
4.856 |
4.629 |
|
R1 |
4.710 |
4.710 |
4.596 |
4.783 |
PP |
4.495 |
4.495 |
4.495 |
4.532 |
S1 |
4.349 |
4.349 |
4.530 |
4.422 |
S2 |
4.134 |
4.134 |
4.497 |
|
S3 |
3.773 |
3.988 |
4.464 |
|
S4 |
3.412 |
3.627 |
4.364 |
|
|
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 |
4.642 |
4.243 |
0.399 |
8.7% |
0.226 |
4.9% |
80% |
True |
False |
14,843 |
10 |
4.659 |
4.032 |
0.627 |
13.7% |
0.267 |
5.9% |
85% |
False |
False |
14,197 |
20 |
4.795 |
3.892 |
0.903 |
19.8% |
0.247 |
5.4% |
74% |
False |
False |
12,470 |
40 |
4.955 |
3.754 |
1.201 |
26.3% |
0.212 |
4.6% |
67% |
False |
False |
10,277 |
60 |
4.978 |
3.754 |
1.224 |
26.8% |
0.204 |
4.5% |
66% |
False |
False |
9,001 |
80 |
4.978 |
3.754 |
1.224 |
26.8% |
0.194 |
4.3% |
66% |
False |
False |
8,325 |
100 |
5.499 |
3.754 |
1.745 |
38.2% |
0.196 |
4.3% |
46% |
False |
False |
7,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.176 |
2.618 |
5.587 |
1.618 |
5.226 |
1.000 |
5.003 |
0.618 |
4.865 |
HIGH |
4.642 |
0.618 |
4.504 |
0.500 |
4.462 |
0.382 |
4.419 |
LOW |
4.281 |
0.618 |
4.058 |
1.000 |
3.920 |
1.618 |
3.697 |
2.618 |
3.336 |
4.250 |
2.747 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.529 |
4.525 |
PP |
4.495 |
4.487 |
S1 |
4.462 |
4.449 |
|