NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 18-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.640 |
4.789 |
0.149 |
3.2% |
4.390 |
High |
4.770 |
4.821 |
0.051 |
1.1% |
4.642 |
Low |
4.580 |
4.576 |
-0.004 |
-0.1% |
4.243 |
Close |
4.753 |
4.614 |
-0.139 |
-2.9% |
4.493 |
Range |
0.190 |
0.245 |
0.055 |
28.9% |
0.399 |
ATR |
0.246 |
0.246 |
0.000 |
0.0% |
0.000 |
Volume |
18,613 |
18,964 |
351 |
1.9% |
83,107 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.405 |
5.255 |
4.749 |
|
R3 |
5.160 |
5.010 |
4.681 |
|
R2 |
4.915 |
4.915 |
4.659 |
|
R1 |
4.765 |
4.765 |
4.636 |
4.718 |
PP |
4.670 |
4.670 |
4.670 |
4.647 |
S1 |
4.520 |
4.520 |
4.592 |
4.473 |
S2 |
4.425 |
4.425 |
4.569 |
|
S3 |
4.180 |
4.275 |
4.547 |
|
S4 |
3.935 |
4.030 |
4.479 |
|
|
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 |
4.933 |
4.400 |
0.533 |
11.6% |
0.255 |
5.5% |
40% |
False |
False |
18,286 |
10 |
4.933 |
4.243 |
0.690 |
15.0% |
0.240 |
5.2% |
54% |
False |
False |
16,564 |
20 |
4.933 |
3.892 |
1.041 |
22.6% |
0.256 |
5.6% |
69% |
False |
False |
14,135 |
40 |
4.955 |
3.754 |
1.201 |
26.0% |
0.228 |
4.9% |
72% |
False |
False |
11,787 |
60 |
4.965 |
3.754 |
1.211 |
26.2% |
0.205 |
4.5% |
71% |
False |
False |
9,937 |
80 |
4.978 |
3.754 |
1.224 |
26.5% |
0.201 |
4.4% |
70% |
False |
False |
9,132 |
100 |
5.499 |
3.754 |
1.745 |
37.8% |
0.200 |
4.3% |
49% |
False |
False |
8,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.862 |
2.618 |
5.462 |
1.618 |
5.217 |
1.000 |
5.066 |
0.618 |
4.972 |
HIGH |
4.821 |
0.618 |
4.727 |
0.500 |
4.699 |
0.382 |
4.670 |
LOW |
4.576 |
0.618 |
4.425 |
1.000 |
4.331 |
1.618 |
4.180 |
2.618 |
3.935 |
4.250 |
3.535 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.699 |
4.755 |
PP |
4.670 |
4.708 |
S1 |
4.642 |
4.661 |
|