NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 11-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.830 |
5.750 |
-0.080 |
-1.4% |
5.690 |
High |
5.891 |
5.950 |
0.059 |
1.0% |
5.960 |
Low |
5.700 |
5.701 |
0.001 |
0.0% |
5.468 |
Close |
5.727 |
5.924 |
0.197 |
3.4% |
5.864 |
Range |
0.191 |
0.249 |
0.058 |
30.4% |
0.492 |
ATR |
0.202 |
0.206 |
0.003 |
1.7% |
0.000 |
Volume |
2,475 |
3,728 |
1,253 |
50.6% |
21,581 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.605 |
6.514 |
6.061 |
|
R3 |
6.356 |
6.265 |
5.992 |
|
R2 |
6.107 |
6.107 |
5.970 |
|
R1 |
6.016 |
6.016 |
5.947 |
6.062 |
PP |
5.858 |
5.858 |
5.858 |
5.881 |
S1 |
5.767 |
5.767 |
5.901 |
5.813 |
S2 |
5.609 |
5.609 |
5.878 |
|
S3 |
5.360 |
5.518 |
5.856 |
|
S4 |
5.111 |
5.269 |
5.787 |
|
|
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 |
5.950 |
5.700 |
0.250 |
4.2% |
0.184 |
3.1% |
90% |
True |
False |
3,673 |
10 |
5.960 |
5.468 |
0.492 |
8.3% |
0.231 |
3.9% |
93% |
False |
False |
3,916 |
20 |
6.000 |
5.365 |
0.635 |
10.7% |
0.207 |
3.5% |
88% |
False |
False |
3,526 |
40 |
6.150 |
5.170 |
0.980 |
16.5% |
0.177 |
3.0% |
77% |
False |
False |
3,166 |
60 |
6.150 |
5.170 |
0.980 |
16.5% |
0.175 |
3.0% |
77% |
False |
False |
2,887 |
80 |
6.150 |
5.170 |
0.980 |
16.5% |
0.166 |
2.8% |
77% |
False |
False |
2,602 |
100 |
6.560 |
5.170 |
1.390 |
23.5% |
0.165 |
2.8% |
54% |
False |
False |
2,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.008 |
2.618 |
6.602 |
1.618 |
6.353 |
1.000 |
6.199 |
0.618 |
6.104 |
HIGH |
5.950 |
0.618 |
5.855 |
0.500 |
5.826 |
0.382 |
5.796 |
LOW |
5.701 |
0.618 |
5.547 |
1.000 |
5.452 |
1.618 |
5.298 |
2.618 |
5.049 |
4.250 |
4.643 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.891 |
5.891 |
PP |
5.858 |
5.858 |
S1 |
5.826 |
5.825 |
|