NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 06-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.025 |
4.000 |
-0.025 |
-0.6% |
4.383 |
High |
4.068 |
4.000 |
-0.068 |
-1.7% |
4.437 |
Low |
3.985 |
3.723 |
-0.262 |
-6.6% |
3.985 |
Close |
3.987 |
3.852 |
-0.135 |
-3.4% |
3.987 |
Range |
0.083 |
0.277 |
0.194 |
233.7% |
0.452 |
ATR |
0.197 |
0.203 |
0.006 |
2.9% |
0.000 |
Volume |
12,558 |
13,156 |
598 |
4.8% |
54,981 |
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.689 |
4.548 |
4.004 |
|
R3 |
4.412 |
4.271 |
3.928 |
|
R2 |
4.135 |
4.135 |
3.903 |
|
R1 |
3.994 |
3.994 |
3.877 |
3.926 |
PP |
3.858 |
3.858 |
3.858 |
3.825 |
S1 |
3.717 |
3.717 |
3.827 |
3.649 |
S2 |
3.581 |
3.581 |
3.801 |
|
S3 |
3.304 |
3.440 |
3.776 |
|
S4 |
3.027 |
3.163 |
3.700 |
|
|
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 |
4.372 |
3.723 |
0.649 |
16.8% |
0.172 |
4.5% |
20% |
False |
True |
11,820 |
10 |
4.470 |
3.723 |
0.747 |
19.4% |
0.164 |
4.3% |
17% |
False |
True |
11,454 |
20 |
4.933 |
3.723 |
1.210 |
31.4% |
0.204 |
5.3% |
11% |
False |
True |
13,634 |
40 |
4.955 |
3.723 |
1.232 |
32.0% |
0.224 |
5.8% |
10% |
False |
True |
12,917 |
60 |
4.955 |
3.723 |
1.232 |
32.0% |
0.203 |
5.3% |
10% |
False |
True |
10,946 |
80 |
4.978 |
3.723 |
1.255 |
32.6% |
0.199 |
5.2% |
10% |
False |
True |
9,864 |
100 |
5.260 |
3.723 |
1.537 |
39.9% |
0.194 |
5.0% |
8% |
False |
True |
9,091 |
120 |
5.799 |
3.723 |
2.076 |
53.9% |
0.196 |
5.1% |
6% |
False |
True |
8,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.177 |
2.618 |
4.725 |
1.618 |
4.448 |
1.000 |
4.277 |
0.618 |
4.171 |
HIGH |
4.000 |
0.618 |
3.894 |
0.500 |
3.862 |
0.382 |
3.829 |
LOW |
3.723 |
0.618 |
3.552 |
1.000 |
3.446 |
1.618 |
3.275 |
2.618 |
2.998 |
4.250 |
2.546 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
3.862 |
3.949 |
PP |
3.858 |
3.917 |
S1 |
3.855 |
3.884 |
|