NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 25-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.946 |
4.900 |
-0.046 |
-0.9% |
5.189 |
High |
4.975 |
5.005 |
0.030 |
0.6% |
5.515 |
Low |
4.843 |
4.885 |
0.042 |
0.9% |
5.145 |
Close |
4.890 |
4.957 |
0.067 |
1.4% |
5.151 |
Range |
0.132 |
0.120 |
-0.012 |
-9.1% |
0.370 |
ATR |
0.200 |
0.195 |
-0.006 |
-2.9% |
0.000 |
Volume |
3,002 |
3,755 |
753 |
25.1% |
27,162 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.309 |
5.253 |
5.023 |
|
R3 |
5.189 |
5.133 |
4.990 |
|
R2 |
5.069 |
5.069 |
4.979 |
|
R1 |
5.013 |
5.013 |
4.968 |
5.041 |
PP |
4.949 |
4.949 |
4.949 |
4.963 |
S1 |
4.893 |
4.893 |
4.946 |
4.921 |
S2 |
4.829 |
4.829 |
4.935 |
|
S3 |
4.709 |
4.773 |
4.924 |
|
S4 |
4.589 |
4.653 |
4.891 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.380 |
6.136 |
5.355 |
|
R3 |
6.010 |
5.766 |
5.253 |
|
R2 |
5.640 |
5.640 |
5.219 |
|
R1 |
5.396 |
5.396 |
5.185 |
5.333 |
PP |
5.270 |
5.270 |
5.270 |
5.239 |
S1 |
5.026 |
5.026 |
5.117 |
4.963 |
S2 |
4.900 |
4.900 |
5.083 |
|
S3 |
4.530 |
4.656 |
5.049 |
|
S4 |
4.160 |
4.286 |
4.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.324 |
4.843 |
0.481 |
9.7% |
0.156 |
3.2% |
24% |
False |
False |
3,379 |
10 |
5.515 |
4.843 |
0.672 |
13.6% |
0.186 |
3.8% |
17% |
False |
False |
4,600 |
20 |
5.515 |
4.733 |
0.782 |
15.8% |
0.209 |
4.2% |
29% |
False |
False |
4,088 |
40 |
5.523 |
4.434 |
1.089 |
22.0% |
0.199 |
4.0% |
48% |
False |
False |
3,706 |
60 |
5.523 |
4.434 |
1.089 |
22.0% |
0.168 |
3.4% |
48% |
False |
False |
2,842 |
80 |
5.523 |
4.434 |
1.089 |
22.0% |
0.166 |
3.3% |
48% |
False |
False |
2,441 |
100 |
5.975 |
4.434 |
1.541 |
31.1% |
0.164 |
3.3% |
34% |
False |
False |
2,151 |
120 |
7.150 |
4.434 |
2.716 |
54.8% |
0.166 |
3.3% |
19% |
False |
False |
1,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.515 |
2.618 |
5.319 |
1.618 |
5.199 |
1.000 |
5.125 |
0.618 |
5.079 |
HIGH |
5.005 |
0.618 |
4.959 |
0.500 |
4.945 |
0.382 |
4.931 |
LOW |
4.885 |
0.618 |
4.811 |
1.000 |
4.765 |
1.618 |
4.691 |
2.618 |
4.571 |
4.250 |
4.375 |
|
|
Fisher Pivots for day following 25-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
4.953 |
4.952 |
PP |
4.949 |
4.947 |
S1 |
4.945 |
4.942 |
|