NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.555 |
5.635 |
0.080 |
1.4% |
5.815 |
High |
5.665 |
5.764 |
0.099 |
1.7% |
5.815 |
Low |
5.546 |
5.575 |
0.029 |
0.5% |
5.493 |
Close |
5.623 |
5.748 |
0.125 |
2.2% |
5.748 |
Range |
0.119 |
0.189 |
0.070 |
58.8% |
0.322 |
ATR |
0.198 |
0.197 |
-0.001 |
-0.3% |
0.000 |
Volume |
7,081 |
2,987 |
-4,094 |
-57.8% |
21,582 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.263 |
6.194 |
5.852 |
|
R3 |
6.074 |
6.005 |
5.800 |
|
R2 |
5.885 |
5.885 |
5.783 |
|
R1 |
5.816 |
5.816 |
5.765 |
5.851 |
PP |
5.696 |
5.696 |
5.696 |
5.713 |
S1 |
5.627 |
5.627 |
5.731 |
5.662 |
S2 |
5.507 |
5.507 |
5.713 |
|
S3 |
5.318 |
5.438 |
5.696 |
|
S4 |
5.129 |
5.249 |
5.644 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.651 |
6.522 |
5.925 |
|
R3 |
6.329 |
6.200 |
5.837 |
|
R2 |
6.007 |
6.007 |
5.807 |
|
R1 |
5.878 |
5.878 |
5.778 |
5.782 |
PP |
5.685 |
5.685 |
5.685 |
5.637 |
S1 |
5.556 |
5.556 |
5.718 |
5.460 |
S2 |
5.363 |
5.363 |
5.689 |
|
S3 |
5.041 |
5.234 |
5.659 |
|
S4 |
4.719 |
4.912 |
5.571 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.815 |
5.493 |
0.322 |
5.6% |
0.167 |
2.9% |
79% |
False |
False |
4,316 |
10 |
6.170 |
5.493 |
0.677 |
11.8% |
0.197 |
3.4% |
38% |
False |
False |
4,128 |
20 |
6.170 |
5.468 |
0.702 |
12.2% |
0.207 |
3.6% |
40% |
False |
False |
4,068 |
40 |
6.170 |
5.235 |
0.935 |
16.3% |
0.203 |
3.5% |
55% |
False |
False |
3,617 |
60 |
6.170 |
5.170 |
1.000 |
17.4% |
0.174 |
3.0% |
58% |
False |
False |
3,141 |
80 |
6.170 |
5.170 |
1.000 |
17.4% |
0.174 |
3.0% |
58% |
False |
False |
2,948 |
100 |
6.550 |
5.170 |
1.380 |
24.0% |
0.169 |
2.9% |
42% |
False |
False |
2,687 |
120 |
7.621 |
5.170 |
2.451 |
42.6% |
0.171 |
3.0% |
24% |
False |
False |
2,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.567 |
2.618 |
6.259 |
1.618 |
6.070 |
1.000 |
5.953 |
0.618 |
5.881 |
HIGH |
5.764 |
0.618 |
5.692 |
0.500 |
5.670 |
0.382 |
5.647 |
LOW |
5.575 |
0.618 |
5.458 |
1.000 |
5.386 |
1.618 |
5.269 |
2.618 |
5.080 |
4.250 |
4.772 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.722 |
5.708 |
PP |
5.696 |
5.668 |
S1 |
5.670 |
5.629 |
|