NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 30-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.690 |
5.665 |
-0.025 |
-0.4% |
5.815 |
High |
5.730 |
5.708 |
-0.022 |
-0.4% |
5.815 |
Low |
5.629 |
5.520 |
-0.109 |
-1.9% |
5.493 |
Close |
5.648 |
5.533 |
-0.115 |
-2.0% |
5.748 |
Range |
0.101 |
0.188 |
0.087 |
86.1% |
0.322 |
ATR |
0.191 |
0.191 |
0.000 |
-0.1% |
0.000 |
Volume |
2,277 |
2,339 |
62 |
2.7% |
21,582 |
|
Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.151 |
6.030 |
5.636 |
|
R3 |
5.963 |
5.842 |
5.585 |
|
R2 |
5.775 |
5.775 |
5.567 |
|
R1 |
5.654 |
5.654 |
5.550 |
5.621 |
PP |
5.587 |
5.587 |
5.587 |
5.570 |
S1 |
5.466 |
5.466 |
5.516 |
5.433 |
S2 |
5.399 |
5.399 |
5.499 |
|
S3 |
5.211 |
5.278 |
5.481 |
|
S4 |
5.023 |
5.090 |
5.430 |
|
|
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 |
5.764 |
5.493 |
0.271 |
4.9% |
0.146 |
2.6% |
15% |
False |
False |
3,936 |
10 |
6.085 |
5.493 |
0.592 |
10.7% |
0.172 |
3.1% |
7% |
False |
False |
3,880 |
20 |
6.170 |
5.468 |
0.702 |
12.7% |
0.201 |
3.6% |
9% |
False |
False |
3,907 |
40 |
6.170 |
5.365 |
0.805 |
14.5% |
0.201 |
3.6% |
21% |
False |
False |
3,605 |
60 |
6.170 |
5.170 |
1.000 |
18.1% |
0.173 |
3.1% |
36% |
False |
False |
3,143 |
80 |
6.170 |
5.170 |
1.000 |
18.1% |
0.172 |
3.1% |
36% |
False |
False |
2,918 |
100 |
6.550 |
5.170 |
1.380 |
24.9% |
0.170 |
3.1% |
26% |
False |
False |
2,694 |
120 |
7.450 |
5.170 |
2.280 |
41.2% |
0.170 |
3.1% |
16% |
False |
False |
2,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.507 |
2.618 |
6.200 |
1.618 |
6.012 |
1.000 |
5.896 |
0.618 |
5.824 |
HIGH |
5.708 |
0.618 |
5.636 |
0.500 |
5.614 |
0.382 |
5.592 |
LOW |
5.520 |
0.618 |
5.404 |
1.000 |
5.332 |
1.618 |
5.216 |
2.618 |
5.028 |
4.250 |
4.721 |
|
|
Fisher Pivots for day following 30-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.614 |
5.642 |
PP |
5.587 |
5.606 |
S1 |
5.560 |
5.569 |
|