NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.329 |
4.565 |
0.236 |
5.5% |
4.390 |
High |
4.642 |
4.592 |
-0.050 |
-1.1% |
4.642 |
Low |
4.281 |
4.400 |
0.119 |
2.8% |
4.243 |
Close |
4.563 |
4.493 |
-0.070 |
-1.5% |
4.493 |
Range |
0.361 |
0.192 |
-0.169 |
-46.8% |
0.399 |
ATR |
0.242 |
0.238 |
-0.004 |
-1.5% |
0.000 |
Volume |
14,316 |
23,815 |
9,499 |
66.4% |
83,107 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.071 |
4.974 |
4.599 |
|
R3 |
4.879 |
4.782 |
4.546 |
|
R2 |
4.687 |
4.687 |
4.528 |
|
R1 |
4.590 |
4.590 |
4.511 |
4.543 |
PP |
4.495 |
4.495 |
4.495 |
4.471 |
S1 |
4.398 |
4.398 |
4.475 |
4.351 |
S2 |
4.303 |
4.303 |
4.458 |
|
S3 |
4.111 |
4.206 |
4.440 |
|
S4 |
3.919 |
4.014 |
4.387 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.656 |
5.474 |
4.712 |
|
R3 |
5.257 |
5.075 |
4.603 |
|
R2 |
4.858 |
4.858 |
4.566 |
|
R1 |
4.676 |
4.676 |
4.530 |
4.767 |
PP |
4.459 |
4.459 |
4.459 |
4.505 |
S1 |
4.277 |
4.277 |
4.456 |
4.368 |
S2 |
4.060 |
4.060 |
4.420 |
|
S3 |
3.661 |
3.878 |
4.383 |
|
S4 |
3.262 |
3.479 |
4.274 |
|
|
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 |
8.9% |
0.217 |
4.8% |
63% |
False |
False |
16,621 |
10 |
4.659 |
4.032 |
0.627 |
14.0% |
0.258 |
5.7% |
74% |
False |
False |
15,020 |
20 |
4.721 |
3.892 |
0.829 |
18.5% |
0.246 |
5.5% |
72% |
False |
False |
12,870 |
40 |
4.955 |
3.754 |
1.201 |
26.7% |
0.214 |
4.8% |
62% |
False |
False |
10,720 |
60 |
4.978 |
3.754 |
1.224 |
27.2% |
0.205 |
4.6% |
60% |
False |
False |
9,321 |
80 |
4.978 |
3.754 |
1.224 |
27.2% |
0.195 |
4.3% |
60% |
False |
False |
8,577 |
100 |
5.499 |
3.754 |
1.745 |
38.8% |
0.196 |
4.4% |
42% |
False |
False |
7,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.408 |
2.618 |
5.095 |
1.618 |
4.903 |
1.000 |
4.784 |
0.618 |
4.711 |
HIGH |
4.592 |
0.618 |
4.519 |
0.500 |
4.496 |
0.382 |
4.473 |
LOW |
4.400 |
0.618 |
4.281 |
1.000 |
4.208 |
1.618 |
4.089 |
2.618 |
3.897 |
4.250 |
3.584 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.496 |
4.480 |
PP |
4.495 |
4.467 |
S1 |
4.494 |
4.454 |
|