NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 05-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.910 |
4.993 |
0.083 |
1.7% |
4.930 |
High |
5.042 |
5.184 |
0.142 |
2.8% |
5.261 |
Low |
4.733 |
4.969 |
0.236 |
5.0% |
4.733 |
Close |
4.993 |
5.118 |
0.125 |
2.5% |
5.118 |
Range |
0.309 |
0.215 |
-0.094 |
-30.4% |
0.528 |
ATR |
0.217 |
0.217 |
0.000 |
-0.1% |
0.000 |
Volume |
3,659 |
2,998 |
-661 |
-18.1% |
17,431 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.735 |
5.642 |
5.236 |
|
R3 |
5.520 |
5.427 |
5.177 |
|
R2 |
5.305 |
5.305 |
5.157 |
|
R1 |
5.212 |
5.212 |
5.138 |
5.259 |
PP |
5.090 |
5.090 |
5.090 |
5.114 |
S1 |
4.997 |
4.997 |
5.098 |
5.044 |
S2 |
4.875 |
4.875 |
5.079 |
|
S3 |
4.660 |
4.782 |
5.059 |
|
S4 |
4.445 |
4.567 |
5.000 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.621 |
6.398 |
5.408 |
|
R3 |
6.093 |
5.870 |
5.263 |
|
R2 |
5.565 |
5.565 |
5.215 |
|
R1 |
5.342 |
5.342 |
5.166 |
5.454 |
PP |
5.037 |
5.037 |
5.037 |
5.093 |
S1 |
4.814 |
4.814 |
5.070 |
4.926 |
S2 |
4.509 |
4.509 |
5.021 |
|
S3 |
3.981 |
4.286 |
4.973 |
|
S4 |
3.453 |
3.758 |
4.828 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.261 |
4.733 |
0.528 |
10.3% |
0.265 |
5.2% |
73% |
False |
False |
3,486 |
10 |
5.261 |
4.605 |
0.656 |
12.8% |
0.228 |
4.4% |
78% |
False |
False |
3,745 |
20 |
5.523 |
4.605 |
0.918 |
17.9% |
0.213 |
4.2% |
56% |
False |
False |
3,567 |
40 |
5.523 |
4.434 |
1.089 |
21.3% |
0.174 |
3.4% |
63% |
False |
False |
2,586 |
60 |
5.523 |
4.434 |
1.089 |
21.3% |
0.164 |
3.2% |
63% |
False |
False |
2,151 |
80 |
5.880 |
4.434 |
1.446 |
28.3% |
0.160 |
3.1% |
47% |
False |
False |
1,848 |
100 |
6.501 |
4.434 |
2.067 |
40.4% |
0.162 |
3.2% |
33% |
False |
False |
1,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.098 |
2.618 |
5.747 |
1.618 |
5.532 |
1.000 |
5.399 |
0.618 |
5.317 |
HIGH |
5.184 |
0.618 |
5.102 |
0.500 |
5.077 |
0.382 |
5.051 |
LOW |
4.969 |
0.618 |
4.836 |
1.000 |
4.754 |
1.618 |
4.621 |
2.618 |
4.406 |
4.250 |
4.055 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.104 |
5.065 |
PP |
5.090 |
5.012 |
S1 |
5.077 |
4.959 |
|