NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.815 |
5.665 |
-0.150 |
-2.6% |
5.893 |
High |
5.815 |
5.699 |
-0.116 |
-2.0% |
6.170 |
Low |
5.618 |
5.504 |
-0.114 |
-2.0% |
5.787 |
Close |
5.666 |
5.598 |
-0.068 |
-1.2% |
5.812 |
Range |
0.197 |
0.195 |
-0.002 |
-1.0% |
0.383 |
ATR |
0.210 |
0.209 |
-0.001 |
-0.5% |
0.000 |
Volume |
2,586 |
3,930 |
1,344 |
52.0% |
19,698 |
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.185 |
6.087 |
5.705 |
|
R3 |
5.990 |
5.892 |
5.652 |
|
R2 |
5.795 |
5.795 |
5.634 |
|
R1 |
5.697 |
5.697 |
5.616 |
5.649 |
PP |
5.600 |
5.600 |
5.600 |
5.576 |
S1 |
5.502 |
5.502 |
5.580 |
5.454 |
S2 |
5.405 |
5.405 |
5.562 |
|
S3 |
5.210 |
5.307 |
5.544 |
|
S4 |
5.015 |
5.112 |
5.491 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.072 |
6.825 |
6.023 |
|
R3 |
6.689 |
6.442 |
5.917 |
|
R2 |
6.306 |
6.306 |
5.882 |
|
R1 |
6.059 |
6.059 |
5.847 |
5.991 |
PP |
5.923 |
5.923 |
5.923 |
5.889 |
S1 |
5.676 |
5.676 |
5.777 |
5.608 |
S2 |
5.540 |
5.540 |
5.742 |
|
S3 |
5.157 |
5.293 |
5.707 |
|
S4 |
4.774 |
4.910 |
5.601 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.085 |
5.504 |
0.581 |
10.4% |
0.199 |
3.6% |
16% |
False |
True |
3,823 |
10 |
6.170 |
5.504 |
0.666 |
11.9% |
0.216 |
3.9% |
14% |
False |
True |
3,711 |
20 |
6.170 |
5.393 |
0.777 |
13.9% |
0.223 |
4.0% |
26% |
False |
False |
3,806 |
40 |
6.170 |
5.170 |
1.000 |
17.9% |
0.199 |
3.6% |
43% |
False |
False |
3,412 |
60 |
6.170 |
5.170 |
1.000 |
17.9% |
0.171 |
3.1% |
43% |
False |
False |
3,011 |
80 |
6.170 |
5.170 |
1.000 |
17.9% |
0.175 |
3.1% |
43% |
False |
False |
2,807 |
100 |
6.550 |
5.170 |
1.380 |
24.7% |
0.170 |
3.0% |
31% |
False |
False |
2,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.528 |
2.618 |
6.210 |
1.618 |
6.015 |
1.000 |
5.894 |
0.618 |
5.820 |
HIGH |
5.699 |
0.618 |
5.625 |
0.500 |
5.602 |
0.382 |
5.578 |
LOW |
5.504 |
0.618 |
5.383 |
1.000 |
5.309 |
1.618 |
5.188 |
2.618 |
4.993 |
4.250 |
4.675 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.602 |
5.752 |
PP |
5.600 |
5.701 |
S1 |
5.599 |
5.649 |
|