NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 02-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.860 |
4.810 |
-0.050 |
-1.0% |
5.155 |
High |
4.905 |
4.837 |
-0.068 |
-1.4% |
5.155 |
Low |
4.794 |
4.685 |
-0.109 |
-2.3% |
4.843 |
Close |
4.845 |
4.692 |
-0.153 |
-3.2% |
5.078 |
Range |
0.111 |
0.152 |
0.041 |
36.9% |
0.312 |
ATR |
0.182 |
0.180 |
-0.002 |
-0.9% |
0.000 |
Volume |
3,516 |
3,498 |
-18 |
-0.5% |
15,310 |
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.194 |
5.095 |
4.776 |
|
R3 |
5.042 |
4.943 |
4.734 |
|
R2 |
4.890 |
4.890 |
4.720 |
|
R1 |
4.791 |
4.791 |
4.706 |
4.765 |
PP |
4.738 |
4.738 |
4.738 |
4.725 |
S1 |
4.639 |
4.639 |
4.678 |
4.613 |
S2 |
4.586 |
4.586 |
4.664 |
|
S3 |
4.434 |
4.487 |
4.650 |
|
S4 |
4.282 |
4.335 |
4.608 |
|
|
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 |
4.685 |
0.404 |
8.6% |
0.145 |
3.1% |
2% |
False |
True |
3,040 |
10 |
5.324 |
4.685 |
0.639 |
13.6% |
0.151 |
3.2% |
1% |
False |
True |
3,209 |
20 |
5.515 |
4.685 |
0.830 |
17.7% |
0.175 |
3.7% |
1% |
False |
True |
3,917 |
40 |
5.523 |
4.605 |
0.918 |
19.6% |
0.197 |
4.2% |
9% |
False |
False |
3,771 |
60 |
5.523 |
4.434 |
1.089 |
23.2% |
0.172 |
3.7% |
24% |
False |
False |
3,000 |
80 |
5.523 |
4.434 |
1.089 |
23.2% |
0.165 |
3.5% |
24% |
False |
False |
2,576 |
100 |
5.969 |
4.434 |
1.535 |
32.7% |
0.163 |
3.5% |
17% |
False |
False |
2,245 |
120 |
6.647 |
4.434 |
2.213 |
47.2% |
0.164 |
3.5% |
12% |
False |
False |
2,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.483 |
2.618 |
5.235 |
1.618 |
5.083 |
1.000 |
4.989 |
0.618 |
4.931 |
HIGH |
4.837 |
0.618 |
4.779 |
0.500 |
4.761 |
0.382 |
4.743 |
LOW |
4.685 |
0.618 |
4.591 |
1.000 |
4.533 |
1.618 |
4.439 |
2.618 |
4.287 |
4.250 |
4.039 |
|
|
Fisher Pivots for day following 02-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.761 |
4.848 |
PP |
4.738 |
4.796 |
S1 |
4.715 |
4.744 |
|