NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.860 |
5.812 |
-0.048 |
-0.8% |
5.690 |
High |
5.860 |
5.860 |
0.000 |
0.0% |
5.960 |
Low |
5.721 |
5.719 |
-0.002 |
0.0% |
5.468 |
Close |
5.787 |
5.802 |
0.015 |
0.3% |
5.864 |
Range |
0.139 |
0.141 |
0.002 |
1.4% |
0.492 |
ATR |
0.208 |
0.203 |
-0.005 |
-2.3% |
0.000 |
Volume |
4,767 |
2,845 |
-1,922 |
-40.3% |
21,581 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.217 |
6.150 |
5.880 |
|
R3 |
6.076 |
6.009 |
5.841 |
|
R2 |
5.935 |
5.935 |
5.828 |
|
R1 |
5.868 |
5.868 |
5.815 |
5.831 |
PP |
5.794 |
5.794 |
5.794 |
5.775 |
S1 |
5.727 |
5.727 |
5.789 |
5.690 |
S2 |
5.653 |
5.653 |
5.776 |
|
S3 |
5.512 |
5.586 |
5.763 |
|
S4 |
5.371 |
5.445 |
5.724 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.240 |
7.044 |
6.135 |
|
R3 |
6.748 |
6.552 |
5.999 |
|
R2 |
6.256 |
6.256 |
5.954 |
|
R1 |
6.060 |
6.060 |
5.909 |
6.158 |
PP |
5.764 |
5.764 |
5.764 |
5.813 |
S1 |
5.568 |
5.568 |
5.819 |
5.666 |
S2 |
5.272 |
5.272 |
5.774 |
|
S3 |
4.780 |
5.076 |
5.729 |
|
S4 |
4.288 |
4.584 |
5.593 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.924 |
5.468 |
0.456 |
7.9% |
0.223 |
3.9% |
73% |
False |
False |
4,270 |
10 |
5.960 |
5.393 |
0.567 |
9.8% |
0.229 |
4.0% |
72% |
False |
False |
3,902 |
20 |
6.150 |
5.365 |
0.785 |
13.5% |
0.211 |
3.6% |
56% |
False |
False |
3,565 |
40 |
6.150 |
5.170 |
0.980 |
16.9% |
0.172 |
3.0% |
64% |
False |
False |
3,092 |
60 |
6.150 |
5.170 |
0.980 |
16.9% |
0.172 |
3.0% |
64% |
False |
False |
2,816 |
80 |
6.260 |
5.170 |
1.090 |
18.8% |
0.165 |
2.8% |
58% |
False |
False |
2,546 |
100 |
6.750 |
5.170 |
1.580 |
27.2% |
0.165 |
2.8% |
40% |
False |
False |
2,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.459 |
2.618 |
6.229 |
1.618 |
6.088 |
1.000 |
6.001 |
0.618 |
5.947 |
HIGH |
5.860 |
0.618 |
5.806 |
0.500 |
5.790 |
0.382 |
5.773 |
LOW |
5.719 |
0.618 |
5.632 |
1.000 |
5.578 |
1.618 |
5.491 |
2.618 |
5.350 |
4.250 |
5.120 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.798 |
5.822 |
PP |
5.794 |
5.815 |
S1 |
5.790 |
5.809 |
|