NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.958 |
5.893 |
-0.065 |
-1.1% |
5.860 |
High |
5.985 |
6.072 |
0.087 |
1.5% |
5.985 |
Low |
5.790 |
5.820 |
0.030 |
0.5% |
5.700 |
Close |
5.860 |
6.047 |
0.187 |
3.2% |
5.860 |
Range |
0.195 |
0.252 |
0.057 |
29.2% |
0.285 |
ATR |
0.205 |
0.208 |
0.003 |
1.6% |
0.000 |
Volume |
4,694 |
3,046 |
-1,648 |
-35.1% |
18,509 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.736 |
6.643 |
6.186 |
|
R3 |
6.484 |
6.391 |
6.116 |
|
R2 |
6.232 |
6.232 |
6.093 |
|
R1 |
6.139 |
6.139 |
6.070 |
6.186 |
PP |
5.980 |
5.980 |
5.980 |
6.003 |
S1 |
5.887 |
5.887 |
6.024 |
5.934 |
S2 |
5.728 |
5.728 |
6.001 |
|
S3 |
5.476 |
5.635 |
5.978 |
|
S4 |
5.224 |
5.383 |
5.908 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.703 |
6.567 |
6.017 |
|
R3 |
6.418 |
6.282 |
5.938 |
|
R2 |
6.133 |
6.133 |
5.912 |
|
R1 |
5.997 |
5.997 |
5.886 |
6.003 |
PP |
5.848 |
5.848 |
5.848 |
5.851 |
S1 |
5.712 |
5.712 |
5.834 |
5.718 |
S2 |
5.563 |
5.563 |
5.808 |
|
S3 |
5.278 |
5.427 |
5.782 |
|
S4 |
4.993 |
5.142 |
5.703 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.072 |
5.700 |
0.372 |
6.2% |
0.206 |
3.4% |
93% |
True |
False |
3,357 |
10 |
6.072 |
5.468 |
0.604 |
10.0% |
0.215 |
3.6% |
96% |
True |
False |
3,983 |
20 |
6.072 |
5.365 |
0.707 |
11.7% |
0.213 |
3.5% |
96% |
True |
False |
3,579 |
40 |
6.150 |
5.170 |
0.980 |
16.2% |
0.181 |
3.0% |
89% |
False |
False |
3,250 |
60 |
6.150 |
5.170 |
0.980 |
16.2% |
0.169 |
2.8% |
89% |
False |
False |
2,971 |
80 |
6.150 |
5.170 |
0.980 |
16.2% |
0.169 |
2.8% |
89% |
False |
False |
2,663 |
100 |
6.550 |
5.170 |
1.380 |
22.8% |
0.166 |
2.8% |
64% |
False |
False |
2,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.143 |
2.618 |
6.732 |
1.618 |
6.480 |
1.000 |
6.324 |
0.618 |
6.228 |
HIGH |
6.072 |
0.618 |
5.976 |
0.500 |
5.946 |
0.382 |
5.916 |
LOW |
5.820 |
0.618 |
5.664 |
1.000 |
5.568 |
1.618 |
5.412 |
2.618 |
5.160 |
4.250 |
4.749 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
6.013 |
5.994 |
PP |
5.980 |
5.940 |
S1 |
5.946 |
5.887 |
|