NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.489 |
4.410 |
-0.079 |
-1.8% |
4.520 |
High |
4.550 |
4.420 |
-0.130 |
-2.9% |
4.933 |
Low |
4.311 |
4.265 |
-0.046 |
-1.1% |
4.456 |
Close |
4.381 |
4.324 |
-0.057 |
-1.3% |
4.514 |
Range |
0.239 |
0.155 |
-0.084 |
-35.1% |
0.477 |
ATR |
0.240 |
0.234 |
-0.006 |
-2.5% |
0.000 |
Volume |
7,680 |
10,380 |
2,700 |
35.2% |
83,302 |
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.801 |
4.718 |
4.409 |
|
R3 |
4.646 |
4.563 |
4.367 |
|
R2 |
4.491 |
4.491 |
4.352 |
|
R1 |
4.408 |
4.408 |
4.338 |
4.372 |
PP |
4.336 |
4.336 |
4.336 |
4.319 |
S1 |
4.253 |
4.253 |
4.310 |
4.217 |
S2 |
4.181 |
4.181 |
4.296 |
|
S3 |
4.026 |
4.098 |
4.281 |
|
S4 |
3.871 |
3.943 |
4.239 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.065 |
5.767 |
4.776 |
|
R3 |
5.588 |
5.290 |
4.645 |
|
R2 |
5.111 |
5.111 |
4.601 |
|
R1 |
4.813 |
4.813 |
4.558 |
4.724 |
PP |
4.634 |
4.634 |
4.634 |
4.590 |
S1 |
4.336 |
4.336 |
4.470 |
4.247 |
S2 |
4.157 |
4.157 |
4.427 |
|
S3 |
3.680 |
3.859 |
4.383 |
|
S4 |
3.203 |
3.382 |
4.252 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.821 |
4.265 |
0.556 |
12.9% |
0.201 |
4.6% |
11% |
False |
True |
14,264 |
10 |
4.933 |
4.265 |
0.668 |
15.4% |
0.242 |
5.6% |
9% |
False |
True |
15,123 |
20 |
4.933 |
3.946 |
0.987 |
22.8% |
0.251 |
5.8% |
38% |
False |
False |
14,490 |
40 |
4.955 |
3.754 |
1.201 |
27.8% |
0.232 |
5.4% |
47% |
False |
False |
12,165 |
60 |
4.955 |
3.754 |
1.201 |
27.8% |
0.202 |
4.7% |
47% |
False |
False |
10,106 |
80 |
4.978 |
3.754 |
1.224 |
28.3% |
0.201 |
4.6% |
47% |
False |
False |
9,359 |
100 |
5.499 |
3.754 |
1.745 |
40.4% |
0.200 |
4.6% |
33% |
False |
False |
8,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.079 |
2.618 |
4.826 |
1.618 |
4.671 |
1.000 |
4.575 |
0.618 |
4.516 |
HIGH |
4.420 |
0.618 |
4.361 |
0.500 |
4.343 |
0.382 |
4.324 |
LOW |
4.265 |
0.618 |
4.169 |
1.000 |
4.110 |
1.618 |
4.014 |
2.618 |
3.859 |
4.250 |
3.606 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.343 |
4.468 |
PP |
4.336 |
4.420 |
S1 |
4.330 |
4.372 |
|