NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.812 |
5.830 |
0.018 |
0.3% |
5.690 |
High |
5.860 |
5.891 |
0.031 |
0.5% |
5.960 |
Low |
5.719 |
5.700 |
-0.019 |
-0.3% |
5.468 |
Close |
5.802 |
5.727 |
-0.075 |
-1.3% |
5.864 |
Range |
0.141 |
0.191 |
0.050 |
35.5% |
0.492 |
ATR |
0.203 |
0.202 |
-0.001 |
-0.4% |
0.000 |
Volume |
2,845 |
2,475 |
-370 |
-13.0% |
21,581 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.346 |
6.227 |
5.832 |
|
R3 |
6.155 |
6.036 |
5.780 |
|
R2 |
5.964 |
5.964 |
5.762 |
|
R1 |
5.845 |
5.845 |
5.745 |
5.809 |
PP |
5.773 |
5.773 |
5.773 |
5.755 |
S1 |
5.654 |
5.654 |
5.709 |
5.618 |
S2 |
5.582 |
5.582 |
5.692 |
|
S3 |
5.391 |
5.463 |
5.674 |
|
S4 |
5.200 |
5.272 |
5.622 |
|
|
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 |
8.0% |
0.199 |
3.5% |
57% |
False |
False |
3,703 |
10 |
5.960 |
5.430 |
0.530 |
9.3% |
0.238 |
4.2% |
56% |
False |
False |
3,925 |
20 |
6.150 |
5.365 |
0.785 |
13.7% |
0.209 |
3.6% |
46% |
False |
False |
3,551 |
40 |
6.150 |
5.170 |
0.980 |
17.1% |
0.173 |
3.0% |
57% |
False |
False |
3,118 |
60 |
6.150 |
5.170 |
0.980 |
17.1% |
0.173 |
3.0% |
57% |
False |
False |
2,840 |
80 |
6.150 |
5.170 |
0.980 |
17.1% |
0.166 |
2.9% |
57% |
False |
False |
2,561 |
100 |
6.613 |
5.170 |
1.443 |
25.2% |
0.164 |
2.9% |
39% |
False |
False |
2,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.703 |
2.618 |
6.391 |
1.618 |
6.200 |
1.000 |
6.082 |
0.618 |
6.009 |
HIGH |
5.891 |
0.618 |
5.818 |
0.500 |
5.796 |
0.382 |
5.773 |
LOW |
5.700 |
0.618 |
5.582 |
1.000 |
5.509 |
1.618 |
5.391 |
2.618 |
5.200 |
4.250 |
4.888 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.796 |
5.796 |
PP |
5.773 |
5.773 |
S1 |
5.750 |
5.750 |
|