NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.082 |
5.110 |
0.028 |
0.6% |
4.930 |
High |
5.083 |
5.112 |
0.029 |
0.6% |
5.261 |
Low |
4.975 |
4.981 |
0.006 |
0.1% |
4.733 |
Close |
5.051 |
5.070 |
0.019 |
0.4% |
5.118 |
Range |
0.108 |
0.131 |
0.023 |
21.3% |
0.528 |
ATR |
0.212 |
0.206 |
-0.006 |
-2.7% |
0.000 |
Volume |
3,141 |
3,275 |
134 |
4.3% |
17,431 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.447 |
5.390 |
5.142 |
|
R3 |
5.316 |
5.259 |
5.106 |
|
R2 |
5.185 |
5.185 |
5.094 |
|
R1 |
5.128 |
5.128 |
5.082 |
5.091 |
PP |
5.054 |
5.054 |
5.054 |
5.036 |
S1 |
4.997 |
4.997 |
5.058 |
4.960 |
S2 |
4.923 |
4.923 |
5.046 |
|
S3 |
4.792 |
4.866 |
5.034 |
|
S4 |
4.661 |
4.735 |
4.998 |
|
|
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 |
5.184 |
4.733 |
0.451 |
8.9% |
0.219 |
4.3% |
75% |
False |
False |
3,350 |
10 |
5.261 |
4.646 |
0.615 |
12.1% |
0.228 |
4.5% |
69% |
False |
False |
3,746 |
20 |
5.523 |
4.605 |
0.918 |
18.1% |
0.209 |
4.1% |
51% |
False |
False |
3,569 |
40 |
5.523 |
4.434 |
1.089 |
21.5% |
0.173 |
3.4% |
58% |
False |
False |
2,709 |
60 |
5.523 |
4.434 |
1.089 |
21.5% |
0.163 |
3.2% |
58% |
False |
False |
2,224 |
80 |
5.690 |
4.434 |
1.256 |
24.8% |
0.158 |
3.1% |
51% |
False |
False |
1,899 |
100 |
6.162 |
4.434 |
1.728 |
34.1% |
0.160 |
3.2% |
37% |
False |
False |
1,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.669 |
2.618 |
5.455 |
1.618 |
5.324 |
1.000 |
5.243 |
0.618 |
5.193 |
HIGH |
5.112 |
0.618 |
5.062 |
0.500 |
5.047 |
0.382 |
5.031 |
LOW |
4.981 |
0.618 |
4.900 |
1.000 |
4.850 |
1.618 |
4.769 |
2.618 |
4.638 |
4.250 |
4.424 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.062 |
5.077 |
PP |
5.054 |
5.074 |
S1 |
5.047 |
5.072 |
|