NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
6.047 |
5.940 |
-0.107 |
-1.8% |
5.860 |
High |
6.170 |
6.040 |
-0.130 |
-2.1% |
5.985 |
Low |
5.888 |
5.866 |
-0.022 |
-0.4% |
5.700 |
Close |
5.943 |
6.027 |
0.084 |
1.4% |
5.860 |
Range |
0.282 |
0.174 |
-0.108 |
-38.3% |
0.285 |
ATR |
0.213 |
0.211 |
-0.003 |
-1.3% |
0.000 |
Volume |
4,050 |
4,492 |
442 |
10.9% |
18,509 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.500 |
6.437 |
6.123 |
|
R3 |
6.326 |
6.263 |
6.075 |
|
R2 |
6.152 |
6.152 |
6.059 |
|
R1 |
6.089 |
6.089 |
6.043 |
6.121 |
PP |
5.978 |
5.978 |
5.978 |
5.993 |
S1 |
5.915 |
5.915 |
6.011 |
5.947 |
S2 |
5.804 |
5.804 |
5.995 |
|
S3 |
5.630 |
5.741 |
5.979 |
|
S4 |
5.456 |
5.567 |
5.931 |
|
|
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 |
6.170 |
5.701 |
0.469 |
7.8% |
0.230 |
3.8% |
70% |
False |
False |
4,002 |
10 |
6.170 |
5.468 |
0.702 |
11.6% |
0.215 |
3.6% |
80% |
False |
False |
3,852 |
20 |
6.170 |
5.365 |
0.805 |
13.4% |
0.218 |
3.6% |
82% |
False |
False |
3,782 |
40 |
6.170 |
5.170 |
1.000 |
16.6% |
0.188 |
3.1% |
86% |
False |
False |
3,362 |
60 |
6.170 |
5.170 |
1.000 |
16.6% |
0.171 |
2.8% |
86% |
False |
False |
2,938 |
80 |
6.170 |
5.170 |
1.000 |
16.6% |
0.172 |
2.9% |
86% |
False |
False |
2,705 |
100 |
6.550 |
5.170 |
1.380 |
22.9% |
0.168 |
2.8% |
62% |
False |
False |
2,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.780 |
2.618 |
6.496 |
1.618 |
6.322 |
1.000 |
6.214 |
0.618 |
6.148 |
HIGH |
6.040 |
0.618 |
5.974 |
0.500 |
5.953 |
0.382 |
5.932 |
LOW |
5.866 |
0.618 |
5.758 |
1.000 |
5.692 |
1.618 |
5.584 |
2.618 |
5.410 |
4.250 |
5.127 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
6.002 |
6.016 |
PP |
5.978 |
6.006 |
S1 |
5.953 |
5.995 |
|