NYMEX Natural Gas Future December 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
5.940 |
6.050 |
0.110 |
1.9% |
5.860 |
| High |
6.040 |
6.085 |
0.045 |
0.7% |
5.985 |
| Low |
5.866 |
5.870 |
0.004 |
0.1% |
5.700 |
| Close |
6.027 |
5.944 |
-0.083 |
-1.4% |
5.860 |
| Range |
0.174 |
0.215 |
0.041 |
23.6% |
0.285 |
| ATR |
0.211 |
0.211 |
0.000 |
0.1% |
0.000 |
| Volume |
4,492 |
4,211 |
-281 |
-6.3% |
18,509 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.611 |
6.493 |
6.062 |
|
| R3 |
6.396 |
6.278 |
6.003 |
|
| R2 |
6.181 |
6.181 |
5.983 |
|
| R1 |
6.063 |
6.063 |
5.964 |
6.015 |
| PP |
5.966 |
5.966 |
5.966 |
5.942 |
| S1 |
5.848 |
5.848 |
5.924 |
5.800 |
| S2 |
5.751 |
5.751 |
5.905 |
|
| S3 |
5.536 |
5.633 |
5.885 |
|
| S4 |
5.321 |
5.418 |
5.826 |
|
|
| 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 |
5.790 |
0.380 |
6.4% |
0.224 |
3.8% |
41% |
False |
False |
4,098 |
| 10 |
6.170 |
5.700 |
0.470 |
7.9% |
0.204 |
3.4% |
52% |
False |
False |
3,886 |
| 20 |
6.170 |
5.365 |
0.805 |
13.5% |
0.221 |
3.7% |
72% |
False |
False |
3,825 |
| 40 |
6.170 |
5.170 |
1.000 |
16.8% |
0.192 |
3.2% |
77% |
False |
False |
3,405 |
| 60 |
6.170 |
5.170 |
1.000 |
16.8% |
0.172 |
2.9% |
77% |
False |
False |
2,994 |
| 80 |
6.170 |
5.170 |
1.000 |
16.8% |
0.173 |
2.9% |
77% |
False |
False |
2,728 |
| 100 |
6.550 |
5.170 |
1.380 |
23.2% |
0.168 |
2.8% |
56% |
False |
False |
2,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.999 |
|
2.618 |
6.648 |
|
1.618 |
6.433 |
|
1.000 |
6.300 |
|
0.618 |
6.218 |
|
HIGH |
6.085 |
|
0.618 |
6.003 |
|
0.500 |
5.978 |
|
0.382 |
5.952 |
|
LOW |
5.870 |
|
0.618 |
5.737 |
|
1.000 |
5.655 |
|
1.618 |
5.522 |
|
2.618 |
5.307 |
|
4.250 |
4.956 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.978 |
6.018 |
| PP |
5.966 |
5.993 |
| S1 |
5.955 |
5.969 |
|