NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.110 |
5.090 |
-0.020 |
-0.4% |
4.930 |
High |
5.112 |
5.120 |
0.008 |
0.2% |
5.261 |
Low |
4.981 |
4.968 |
-0.013 |
-0.3% |
4.733 |
Close |
5.070 |
5.012 |
-0.058 |
-1.1% |
5.118 |
Range |
0.131 |
0.152 |
0.021 |
16.0% |
0.528 |
ATR |
0.206 |
0.202 |
-0.004 |
-1.9% |
0.000 |
Volume |
3,275 |
3,867 |
592 |
18.1% |
17,431 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.489 |
5.403 |
5.096 |
|
R3 |
5.337 |
5.251 |
5.054 |
|
R2 |
5.185 |
5.185 |
5.040 |
|
R1 |
5.099 |
5.099 |
5.026 |
5.066 |
PP |
5.033 |
5.033 |
5.033 |
5.017 |
S1 |
4.947 |
4.947 |
4.998 |
4.914 |
S2 |
4.881 |
4.881 |
4.984 |
|
S3 |
4.729 |
4.795 |
4.970 |
|
S4 |
4.577 |
4.643 |
4.928 |
|
|
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 |
9.0% |
0.183 |
3.7% |
62% |
False |
False |
3,388 |
10 |
5.261 |
4.665 |
0.596 |
11.9% |
0.234 |
4.7% |
58% |
False |
False |
3,820 |
20 |
5.523 |
4.605 |
0.918 |
18.3% |
0.205 |
4.1% |
44% |
False |
False |
3,551 |
40 |
5.523 |
4.434 |
1.089 |
21.7% |
0.173 |
3.5% |
53% |
False |
False |
2,794 |
60 |
5.523 |
4.434 |
1.089 |
21.7% |
0.163 |
3.2% |
53% |
False |
False |
2,275 |
80 |
5.550 |
4.434 |
1.116 |
22.3% |
0.158 |
3.2% |
52% |
False |
False |
1,937 |
100 |
6.066 |
4.434 |
1.632 |
32.6% |
0.159 |
3.2% |
35% |
False |
False |
1,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.766 |
2.618 |
5.518 |
1.618 |
5.366 |
1.000 |
5.272 |
0.618 |
5.214 |
HIGH |
5.120 |
0.618 |
5.062 |
0.500 |
5.044 |
0.382 |
5.026 |
LOW |
4.968 |
0.618 |
4.874 |
1.000 |
4.816 |
1.618 |
4.722 |
2.618 |
4.570 |
4.250 |
4.322 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.044 |
5.044 |
PP |
5.033 |
5.033 |
S1 |
5.023 |
5.023 |
|