NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.055 |
5.250 |
0.195 |
3.9% |
5.082 |
High |
5.285 |
5.254 |
-0.031 |
-0.6% |
5.285 |
Low |
4.974 |
5.086 |
0.112 |
2.3% |
4.968 |
Close |
5.240 |
5.169 |
-0.071 |
-1.4% |
5.169 |
Range |
0.311 |
0.168 |
-0.143 |
-46.0% |
0.317 |
ATR |
0.210 |
0.207 |
-0.003 |
-1.4% |
0.000 |
Volume |
3,867 |
6,705 |
2,838 |
73.4% |
20,855 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.674 |
5.589 |
5.261 |
|
R3 |
5.506 |
5.421 |
5.215 |
|
R2 |
5.338 |
5.338 |
5.200 |
|
R1 |
5.253 |
5.253 |
5.184 |
5.212 |
PP |
5.170 |
5.170 |
5.170 |
5.149 |
S1 |
5.085 |
5.085 |
5.154 |
5.044 |
S2 |
5.002 |
5.002 |
5.138 |
|
S3 |
4.834 |
4.917 |
5.123 |
|
S4 |
4.666 |
4.749 |
5.077 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.092 |
5.947 |
5.343 |
|
R3 |
5.775 |
5.630 |
5.256 |
|
R2 |
5.458 |
5.458 |
5.227 |
|
R1 |
5.313 |
5.313 |
5.198 |
5.386 |
PP |
5.141 |
5.141 |
5.141 |
5.177 |
S1 |
4.996 |
4.996 |
5.140 |
5.069 |
S2 |
4.824 |
4.824 |
5.111 |
|
S3 |
4.507 |
4.679 |
5.082 |
|
S4 |
4.190 |
4.362 |
4.995 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.285 |
4.968 |
0.317 |
6.1% |
0.174 |
3.4% |
63% |
False |
False |
4,171 |
10 |
5.285 |
4.733 |
0.552 |
10.7% |
0.219 |
4.2% |
79% |
False |
False |
3,828 |
20 |
5.297 |
4.605 |
0.692 |
13.4% |
0.206 |
4.0% |
82% |
False |
False |
3,541 |
40 |
5.523 |
4.434 |
1.089 |
21.1% |
0.181 |
3.5% |
67% |
False |
False |
3,011 |
60 |
5.523 |
4.434 |
1.089 |
21.1% |
0.168 |
3.3% |
67% |
False |
False |
2,421 |
80 |
5.523 |
4.434 |
1.089 |
21.1% |
0.160 |
3.1% |
67% |
False |
False |
2,055 |
100 |
5.976 |
4.434 |
1.542 |
29.8% |
0.162 |
3.1% |
48% |
False |
False |
1,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.968 |
2.618 |
5.694 |
1.618 |
5.526 |
1.000 |
5.422 |
0.618 |
5.358 |
HIGH |
5.254 |
0.618 |
5.190 |
0.500 |
5.170 |
0.382 |
5.150 |
LOW |
5.086 |
0.618 |
4.982 |
1.000 |
4.918 |
1.618 |
4.814 |
2.618 |
4.646 |
4.250 |
4.372 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.170 |
5.155 |
PP |
5.170 |
5.141 |
S1 |
5.169 |
5.127 |
|