NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 01-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.010 |
4.860 |
-0.150 |
-3.0% |
5.155 |
High |
5.010 |
4.905 |
-0.105 |
-2.1% |
5.155 |
Low |
4.837 |
4.794 |
-0.043 |
-0.9% |
4.843 |
Close |
4.855 |
4.845 |
-0.010 |
-0.2% |
5.078 |
Range |
0.173 |
0.111 |
-0.062 |
-35.8% |
0.312 |
ATR |
0.187 |
0.182 |
-0.005 |
-2.9% |
0.000 |
Volume |
2,130 |
3,516 |
1,386 |
65.1% |
15,310 |
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.181 |
5.124 |
4.906 |
|
R3 |
5.070 |
5.013 |
4.876 |
|
R2 |
4.959 |
4.959 |
4.865 |
|
R1 |
4.902 |
4.902 |
4.855 |
4.875 |
PP |
4.848 |
4.848 |
4.848 |
4.835 |
S1 |
4.791 |
4.791 |
4.835 |
4.764 |
S2 |
4.737 |
4.737 |
4.825 |
|
S3 |
4.626 |
4.680 |
4.814 |
|
S4 |
4.515 |
4.569 |
4.784 |
|
|
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 |
5.089 |
4.794 |
0.295 |
6.1% |
0.139 |
2.9% |
17% |
False |
True |
3,091 |
10 |
5.445 |
4.794 |
0.651 |
13.4% |
0.159 |
3.3% |
8% |
False |
True |
3,547 |
20 |
5.515 |
4.733 |
0.782 |
16.1% |
0.183 |
3.8% |
14% |
False |
False |
3,925 |
40 |
5.523 |
4.605 |
0.918 |
18.9% |
0.198 |
4.1% |
26% |
False |
False |
3,739 |
60 |
5.523 |
4.434 |
1.089 |
22.5% |
0.171 |
3.5% |
38% |
False |
False |
2,945 |
80 |
5.523 |
4.434 |
1.089 |
22.5% |
0.165 |
3.4% |
38% |
False |
False |
2,541 |
100 |
5.975 |
4.434 |
1.541 |
31.8% |
0.163 |
3.4% |
27% |
False |
False |
2,218 |
120 |
6.647 |
4.434 |
2.213 |
45.7% |
0.163 |
3.4% |
19% |
False |
False |
2,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.377 |
2.618 |
5.196 |
1.618 |
5.085 |
1.000 |
5.016 |
0.618 |
4.974 |
HIGH |
4.905 |
0.618 |
4.863 |
0.500 |
4.850 |
0.382 |
4.836 |
LOW |
4.794 |
0.618 |
4.725 |
1.000 |
4.683 |
1.618 |
4.614 |
2.618 |
4.503 |
4.250 |
4.322 |
|
|
Fisher Pivots for day following 01-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.850 |
4.932 |
PP |
4.848 |
4.903 |
S1 |
4.847 |
4.874 |
|