NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 03-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.870 |
5.845 |
-0.025 |
-0.4% |
5.416 |
High |
5.960 |
5.863 |
-0.097 |
-1.6% |
5.860 |
Low |
5.814 |
5.548 |
-0.266 |
-4.6% |
5.365 |
Close |
5.851 |
5.595 |
-0.256 |
-4.4% |
5.596 |
Range |
0.146 |
0.315 |
0.169 |
115.8% |
0.495 |
ATR |
0.197 |
0.206 |
0.008 |
4.3% |
0.000 |
Volume |
4,540 |
5,310 |
770 |
17.0% |
12,028 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.614 |
6.419 |
5.768 |
|
R3 |
6.299 |
6.104 |
5.682 |
|
R2 |
5.984 |
5.984 |
5.653 |
|
R1 |
5.789 |
5.789 |
5.624 |
5.729 |
PP |
5.669 |
5.669 |
5.669 |
5.639 |
S1 |
5.474 |
5.474 |
5.566 |
5.414 |
S2 |
5.354 |
5.354 |
5.537 |
|
S3 |
5.039 |
5.159 |
5.508 |
|
S4 |
4.724 |
4.844 |
5.422 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.092 |
6.839 |
5.868 |
|
R3 |
6.597 |
6.344 |
5.732 |
|
R2 |
6.102 |
6.102 |
5.687 |
|
R1 |
5.849 |
5.849 |
5.641 |
5.976 |
PP |
5.607 |
5.607 |
5.607 |
5.670 |
S1 |
5.354 |
5.354 |
5.551 |
5.481 |
S2 |
5.112 |
5.112 |
5.505 |
|
S3 |
4.617 |
4.859 |
5.460 |
|
S4 |
4.122 |
4.364 |
5.324 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.960 |
5.430 |
0.530 |
9.5% |
0.278 |
5.0% |
31% |
False |
False |
4,146 |
10 |
5.960 |
5.365 |
0.595 |
10.6% |
0.221 |
3.9% |
39% |
False |
False |
3,712 |
20 |
6.150 |
5.365 |
0.785 |
14.0% |
0.212 |
3.8% |
29% |
False |
False |
3,492 |
40 |
6.150 |
5.170 |
0.980 |
17.5% |
0.165 |
2.9% |
43% |
False |
False |
2,845 |
60 |
6.150 |
5.170 |
0.980 |
17.5% |
0.166 |
3.0% |
43% |
False |
False |
2,660 |
80 |
6.550 |
5.170 |
1.380 |
24.7% |
0.164 |
2.9% |
31% |
False |
False |
2,442 |
100 |
7.143 |
5.170 |
1.973 |
35.3% |
0.164 |
2.9% |
22% |
False |
False |
2,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.202 |
2.618 |
6.688 |
1.618 |
6.373 |
1.000 |
6.178 |
0.618 |
6.058 |
HIGH |
5.863 |
0.618 |
5.743 |
0.500 |
5.706 |
0.382 |
5.668 |
LOW |
5.548 |
0.618 |
5.353 |
1.000 |
5.233 |
1.618 |
5.038 |
2.618 |
4.723 |
4.250 |
4.209 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.706 |
5.754 |
PP |
5.669 |
5.701 |
S1 |
5.632 |
5.648 |
|