NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 08-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.993 |
5.082 |
0.089 |
1.8% |
4.930 |
High |
5.184 |
5.083 |
-0.101 |
-1.9% |
5.261 |
Low |
4.969 |
4.975 |
0.006 |
0.1% |
4.733 |
Close |
5.118 |
5.051 |
-0.067 |
-1.3% |
5.118 |
Range |
0.215 |
0.108 |
-0.107 |
-49.8% |
0.528 |
ATR |
0.217 |
0.212 |
-0.005 |
-2.4% |
0.000 |
Volume |
2,998 |
3,141 |
143 |
4.8% |
17,431 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.360 |
5.314 |
5.110 |
|
R3 |
5.252 |
5.206 |
5.081 |
|
R2 |
5.144 |
5.144 |
5.071 |
|
R1 |
5.098 |
5.098 |
5.061 |
5.067 |
PP |
5.036 |
5.036 |
5.036 |
5.021 |
S1 |
4.990 |
4.990 |
5.041 |
4.959 |
S2 |
4.928 |
4.928 |
5.031 |
|
S3 |
4.820 |
4.882 |
5.021 |
|
S4 |
4.712 |
4.774 |
4.992 |
|
|
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 |
5.260 |
4.733 |
0.527 |
10.4% |
0.220 |
4.4% |
60% |
False |
False |
3,307 |
10 |
5.261 |
4.605 |
0.656 |
13.0% |
0.229 |
4.5% |
68% |
False |
False |
3,624 |
20 |
5.523 |
4.605 |
0.918 |
18.2% |
0.208 |
4.1% |
49% |
False |
False |
3,539 |
40 |
5.523 |
4.434 |
1.089 |
21.6% |
0.173 |
3.4% |
57% |
False |
False |
2,643 |
60 |
5.523 |
4.434 |
1.089 |
21.6% |
0.162 |
3.2% |
57% |
False |
False |
2,187 |
80 |
5.790 |
4.434 |
1.356 |
26.8% |
0.159 |
3.1% |
46% |
False |
False |
1,865 |
100 |
6.340 |
4.434 |
1.906 |
37.7% |
0.161 |
3.2% |
32% |
False |
False |
1,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.542 |
2.618 |
5.366 |
1.618 |
5.258 |
1.000 |
5.191 |
0.618 |
5.150 |
HIGH |
5.083 |
0.618 |
5.042 |
0.500 |
5.029 |
0.382 |
5.016 |
LOW |
4.975 |
0.618 |
4.908 |
1.000 |
4.867 |
1.618 |
4.800 |
2.618 |
4.692 |
4.250 |
4.516 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.044 |
5.020 |
PP |
5.036 |
4.989 |
S1 |
5.029 |
4.959 |
|