NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4.900 |
4.970 |
0.070 |
1.4% |
5.155 |
High |
5.005 |
5.089 |
0.084 |
1.7% |
5.155 |
Low |
4.885 |
4.908 |
0.023 |
0.5% |
4.843 |
Close |
4.957 |
5.078 |
0.121 |
2.4% |
5.078 |
Range |
0.120 |
0.181 |
0.061 |
50.8% |
0.312 |
ATR |
0.195 |
0.194 |
-0.001 |
-0.5% |
0.000 |
Volume |
3,755 |
3,175 |
-580 |
-15.4% |
15,310 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.568 |
5.504 |
5.178 |
|
R3 |
5.387 |
5.323 |
5.128 |
|
R2 |
5.206 |
5.206 |
5.111 |
|
R1 |
5.142 |
5.142 |
5.095 |
5.174 |
PP |
5.025 |
5.025 |
5.025 |
5.041 |
S1 |
4.961 |
4.961 |
5.061 |
4.993 |
S2 |
4.844 |
4.844 |
5.045 |
|
S3 |
4.663 |
4.780 |
5.028 |
|
S4 |
4.482 |
4.599 |
4.978 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.961 |
5.832 |
5.250 |
|
R3 |
5.649 |
5.520 |
5.164 |
|
R2 |
5.337 |
5.337 |
5.135 |
|
R1 |
5.208 |
5.208 |
5.107 |
5.117 |
PP |
5.025 |
5.025 |
5.025 |
4.980 |
S1 |
4.896 |
4.896 |
5.049 |
4.805 |
S2 |
4.713 |
4.713 |
5.021 |
|
S3 |
4.401 |
4.584 |
4.992 |
|
S4 |
4.089 |
4.272 |
4.906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.155 |
4.843 |
0.312 |
6.1% |
0.157 |
3.1% |
75% |
False |
False |
3,062 |
10 |
5.515 |
4.843 |
0.672 |
13.2% |
0.188 |
3.7% |
35% |
False |
False |
4,247 |
20 |
5.515 |
4.733 |
0.782 |
15.4% |
0.204 |
4.0% |
44% |
False |
False |
4,037 |
40 |
5.523 |
4.520 |
1.003 |
19.8% |
0.201 |
4.0% |
56% |
False |
False |
3,746 |
60 |
5.523 |
4.434 |
1.089 |
21.4% |
0.170 |
3.3% |
59% |
False |
False |
2,875 |
80 |
5.523 |
4.434 |
1.089 |
21.4% |
0.166 |
3.3% |
59% |
False |
False |
2,469 |
100 |
5.975 |
4.434 |
1.541 |
30.3% |
0.164 |
3.2% |
42% |
False |
False |
2,168 |
120 |
7.150 |
4.434 |
2.716 |
53.5% |
0.166 |
3.3% |
24% |
False |
False |
1,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.858 |
2.618 |
5.563 |
1.618 |
5.382 |
1.000 |
5.270 |
0.618 |
5.201 |
HIGH |
5.089 |
0.618 |
5.020 |
0.500 |
4.999 |
0.382 |
4.977 |
LOW |
4.908 |
0.618 |
4.796 |
1.000 |
4.727 |
1.618 |
4.615 |
2.618 |
4.434 |
4.250 |
4.139 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.052 |
5.041 |
PP |
5.025 |
5.003 |
S1 |
4.999 |
4.966 |
|