NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 03-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.158 |
4.025 |
-0.133 |
-3.2% |
4.383 |
High |
4.175 |
4.068 |
-0.107 |
-2.6% |
4.437 |
Low |
3.990 |
3.985 |
-0.005 |
-0.1% |
3.985 |
Close |
3.996 |
3.987 |
-0.009 |
-0.2% |
3.987 |
Range |
0.185 |
0.083 |
-0.102 |
-55.1% |
0.452 |
ATR |
0.206 |
0.197 |
-0.009 |
-4.3% |
0.000 |
Volume |
12,558 |
12,558 |
0 |
0.0% |
54,981 |
|
Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.262 |
4.208 |
4.033 |
|
R3 |
4.179 |
4.125 |
4.010 |
|
R2 |
4.096 |
4.096 |
4.002 |
|
R1 |
4.042 |
4.042 |
3.995 |
4.028 |
PP |
4.013 |
4.013 |
4.013 |
4.006 |
S1 |
3.959 |
3.959 |
3.979 |
3.945 |
S2 |
3.930 |
3.930 |
3.972 |
|
S3 |
3.847 |
3.876 |
3.964 |
|
S4 |
3.764 |
3.793 |
3.941 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.492 |
5.192 |
4.236 |
|
R3 |
5.040 |
4.740 |
4.111 |
|
R2 |
4.588 |
4.588 |
4.070 |
|
R1 |
4.288 |
4.288 |
4.028 |
4.212 |
PP |
4.136 |
4.136 |
4.136 |
4.099 |
S1 |
3.836 |
3.836 |
3.946 |
3.760 |
S2 |
3.684 |
3.684 |
3.904 |
|
S3 |
3.232 |
3.384 |
3.863 |
|
S4 |
2.780 |
2.932 |
3.738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.437 |
3.985 |
0.452 |
11.3% |
0.140 |
3.5% |
0% |
False |
True |
10,996 |
10 |
4.550 |
3.985 |
0.565 |
14.2% |
0.160 |
4.0% |
0% |
False |
True |
10,906 |
20 |
4.933 |
3.985 |
0.948 |
23.8% |
0.197 |
4.9% |
0% |
False |
True |
13,773 |
40 |
4.955 |
3.892 |
1.063 |
26.7% |
0.223 |
5.6% |
9% |
False |
False |
12,930 |
60 |
4.955 |
3.754 |
1.201 |
30.1% |
0.203 |
5.1% |
19% |
False |
False |
10,788 |
80 |
4.978 |
3.754 |
1.224 |
30.7% |
0.199 |
5.0% |
19% |
False |
False |
9,788 |
100 |
5.351 |
3.754 |
1.597 |
40.1% |
0.194 |
4.9% |
15% |
False |
False |
9,035 |
120 |
6.087 |
3.754 |
2.333 |
58.5% |
0.196 |
4.9% |
10% |
False |
False |
8,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.421 |
2.618 |
4.285 |
1.618 |
4.202 |
1.000 |
4.151 |
0.618 |
4.119 |
HIGH |
4.068 |
0.618 |
4.036 |
0.500 |
4.027 |
0.382 |
4.017 |
LOW |
3.985 |
0.618 |
3.934 |
1.000 |
3.902 |
1.618 |
3.851 |
2.618 |
3.768 |
4.250 |
3.632 |
|
|
Fisher Pivots for day following 03-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.027 |
4.124 |
PP |
4.013 |
4.078 |
S1 |
4.000 |
4.033 |
|