NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.980 |
3.869 |
-0.111 |
-2.8% |
3.609 |
| High |
4.104 |
4.259 |
0.155 |
3.8% |
4.104 |
| Low |
3.798 |
3.844 |
0.046 |
1.2% |
3.500 |
| Close |
3.835 |
4.249 |
0.414 |
10.8% |
3.835 |
| Range |
0.306 |
0.415 |
0.109 |
35.6% |
0.604 |
| ATR |
0.243 |
0.255 |
0.013 |
5.3% |
0.000 |
| Volume |
127,007 |
103,934 |
-23,073 |
-18.2% |
326,814 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.362 |
5.221 |
4.477 |
|
| R3 |
4.947 |
4.806 |
4.363 |
|
| R2 |
4.532 |
4.532 |
4.325 |
|
| R1 |
4.391 |
4.391 |
4.287 |
4.462 |
| PP |
4.117 |
4.117 |
4.117 |
4.153 |
| S1 |
3.976 |
3.976 |
4.211 |
4.047 |
| S2 |
3.702 |
3.702 |
4.173 |
|
| S3 |
3.287 |
3.561 |
4.135 |
|
| S4 |
2.872 |
3.146 |
4.021 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.625 |
5.334 |
4.167 |
|
| R3 |
5.021 |
4.730 |
4.001 |
|
| R2 |
4.417 |
4.417 |
3.946 |
|
| R1 |
4.126 |
4.126 |
3.890 |
4.272 |
| PP |
3.813 |
3.813 |
3.813 |
3.886 |
| S1 |
3.522 |
3.522 |
3.780 |
3.668 |
| S2 |
3.209 |
3.209 |
3.724 |
|
| S3 |
2.605 |
2.918 |
3.669 |
|
| S4 |
2.001 |
2.314 |
3.503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.259 |
3.500 |
0.759 |
17.9% |
0.292 |
6.9% |
99% |
True |
False |
86,149 |
| 10 |
4.358 |
3.500 |
0.858 |
20.2% |
0.285 |
6.7% |
87% |
False |
False |
64,437 |
| 20 |
4.690 |
3.500 |
1.190 |
28.0% |
0.269 |
6.3% |
63% |
False |
False |
45,959 |
| 40 |
4.690 |
3.395 |
1.295 |
30.5% |
0.213 |
5.0% |
66% |
False |
False |
28,576 |
| 60 |
4.721 |
3.395 |
1.326 |
31.2% |
0.207 |
4.9% |
64% |
False |
False |
21,276 |
| 80 |
5.280 |
3.395 |
1.885 |
44.4% |
0.205 |
4.8% |
45% |
False |
False |
17,134 |
| 100 |
6.390 |
3.395 |
2.995 |
70.5% |
0.207 |
4.9% |
29% |
False |
False |
14,161 |
| 120 |
6.521 |
3.395 |
3.126 |
73.6% |
0.205 |
4.8% |
27% |
False |
False |
12,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.023 |
|
2.618 |
5.345 |
|
1.618 |
4.930 |
|
1.000 |
4.674 |
|
0.618 |
4.515 |
|
HIGH |
4.259 |
|
0.618 |
4.100 |
|
0.500 |
4.052 |
|
0.382 |
4.003 |
|
LOW |
3.844 |
|
0.618 |
3.588 |
|
1.000 |
3.429 |
|
1.618 |
3.173 |
|
2.618 |
2.758 |
|
4.250 |
2.080 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.183 |
4.138 |
| PP |
4.117 |
4.027 |
| S1 |
4.052 |
3.916 |
|