NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.869 |
4.203 |
0.334 |
8.6% |
3.609 |
| High |
4.259 |
4.284 |
0.025 |
0.6% |
4.104 |
| Low |
3.844 |
4.069 |
0.225 |
5.9% |
3.500 |
| Close |
4.249 |
4.120 |
-0.129 |
-3.0% |
3.835 |
| Range |
0.415 |
0.215 |
-0.200 |
-48.2% |
0.604 |
| ATR |
0.255 |
0.253 |
-0.003 |
-1.1% |
0.000 |
| Volume |
103,934 |
102,856 |
-1,078 |
-1.0% |
326,814 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.803 |
4.676 |
4.238 |
|
| R3 |
4.588 |
4.461 |
4.179 |
|
| R2 |
4.373 |
4.373 |
4.159 |
|
| R1 |
4.246 |
4.246 |
4.140 |
4.202 |
| PP |
4.158 |
4.158 |
4.158 |
4.136 |
| S1 |
4.031 |
4.031 |
4.100 |
3.987 |
| S2 |
3.943 |
3.943 |
4.081 |
|
| S3 |
3.728 |
3.816 |
4.061 |
|
| S4 |
3.513 |
3.601 |
4.002 |
|
|
| 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 |
4.284 |
3.550 |
0.734 |
17.8% |
0.296 |
7.2% |
78% |
True |
False |
97,504 |
| 10 |
4.337 |
3.500 |
0.837 |
20.3% |
0.283 |
6.9% |
74% |
False |
False |
71,847 |
| 20 |
4.690 |
3.500 |
1.190 |
28.9% |
0.266 |
6.5% |
52% |
False |
False |
50,362 |
| 40 |
4.690 |
3.395 |
1.295 |
31.4% |
0.215 |
5.2% |
56% |
False |
False |
30,966 |
| 60 |
4.721 |
3.395 |
1.326 |
32.2% |
0.208 |
5.1% |
55% |
False |
False |
22,864 |
| 80 |
5.280 |
3.395 |
1.885 |
45.8% |
0.206 |
5.0% |
38% |
False |
False |
18,385 |
| 100 |
6.295 |
3.395 |
2.900 |
70.4% |
0.207 |
5.0% |
25% |
False |
False |
15,178 |
| 120 |
6.521 |
3.395 |
3.126 |
75.9% |
0.205 |
5.0% |
23% |
False |
False |
12,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.198 |
|
2.618 |
4.847 |
|
1.618 |
4.632 |
|
1.000 |
4.499 |
|
0.618 |
4.417 |
|
HIGH |
4.284 |
|
0.618 |
4.202 |
|
0.500 |
4.177 |
|
0.382 |
4.151 |
|
LOW |
4.069 |
|
0.618 |
3.936 |
|
1.000 |
3.854 |
|
1.618 |
3.721 |
|
2.618 |
3.506 |
|
4.250 |
3.155 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.177 |
4.094 |
| PP |
4.158 |
4.067 |
| S1 |
4.139 |
4.041 |
|