NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 03-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.810 |
4.760 |
-0.050 |
-1.0% |
5.069 |
High |
4.837 |
4.760 |
-0.077 |
-1.6% |
5.069 |
Low |
4.685 |
4.707 |
0.022 |
0.5% |
4.685 |
Close |
4.692 |
4.707 |
0.015 |
0.3% |
4.707 |
Range |
0.152 |
0.053 |
-0.099 |
-65.1% |
0.384 |
ATR |
0.180 |
0.172 |
-0.008 |
-4.4% |
0.000 |
Volume |
3,498 |
3,498 |
0 |
0.0% |
15,525 |
|
Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.884 |
4.848 |
4.736 |
|
R3 |
4.831 |
4.795 |
4.722 |
|
R2 |
4.778 |
4.778 |
4.717 |
|
R1 |
4.742 |
4.742 |
4.712 |
4.734 |
PP |
4.725 |
4.725 |
4.725 |
4.720 |
S1 |
4.689 |
4.689 |
4.702 |
4.681 |
S2 |
4.672 |
4.672 |
4.697 |
|
S3 |
4.619 |
4.636 |
4.692 |
|
S4 |
4.566 |
4.583 |
4.678 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.972 |
5.724 |
4.918 |
|
R3 |
5.588 |
5.340 |
4.813 |
|
R2 |
5.204 |
5.204 |
4.777 |
|
R1 |
4.956 |
4.956 |
4.742 |
4.888 |
PP |
4.820 |
4.820 |
4.820 |
4.787 |
S1 |
4.572 |
4.572 |
4.672 |
4.504 |
S2 |
4.436 |
4.436 |
4.637 |
|
S3 |
4.052 |
4.188 |
4.601 |
|
S4 |
3.668 |
3.804 |
4.496 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.069 |
4.685 |
0.384 |
8.2% |
0.120 |
2.5% |
6% |
False |
False |
3,105 |
10 |
5.155 |
4.685 |
0.470 |
10.0% |
0.138 |
2.9% |
5% |
False |
False |
3,083 |
20 |
5.515 |
4.685 |
0.830 |
17.6% |
0.167 |
3.6% |
3% |
False |
False |
3,942 |
40 |
5.523 |
4.605 |
0.918 |
19.5% |
0.190 |
4.0% |
11% |
False |
False |
3,755 |
60 |
5.523 |
4.434 |
1.089 |
23.1% |
0.172 |
3.6% |
25% |
False |
False |
3,038 |
80 |
5.523 |
4.434 |
1.089 |
23.1% |
0.165 |
3.5% |
25% |
False |
False |
2,599 |
100 |
5.880 |
4.434 |
1.446 |
30.7% |
0.161 |
3.4% |
19% |
False |
False |
2,267 |
120 |
6.501 |
4.434 |
2.067 |
43.9% |
0.163 |
3.5% |
13% |
False |
False |
2,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.985 |
2.618 |
4.899 |
1.618 |
4.846 |
1.000 |
4.813 |
0.618 |
4.793 |
HIGH |
4.760 |
0.618 |
4.740 |
0.500 |
4.734 |
0.382 |
4.727 |
LOW |
4.707 |
0.618 |
4.674 |
1.000 |
4.654 |
1.618 |
4.621 |
2.618 |
4.568 |
4.250 |
4.482 |
|
|
Fisher Pivots for day following 03-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.734 |
4.795 |
PP |
4.725 |
4.766 |
S1 |
4.716 |
4.736 |
|