NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.203 |
4.113 |
-0.090 |
-2.1% |
3.609 |
| High |
4.284 |
4.150 |
-0.134 |
-3.1% |
4.104 |
| Low |
4.069 |
3.708 |
-0.361 |
-8.9% |
3.500 |
| Close |
4.120 |
3.766 |
-0.354 |
-8.6% |
3.835 |
| Range |
0.215 |
0.442 |
0.227 |
105.6% |
0.604 |
| ATR |
0.253 |
0.266 |
0.014 |
5.4% |
0.000 |
| Volume |
102,856 |
89,186 |
-13,670 |
-13.3% |
326,814 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.201 |
4.925 |
4.009 |
|
| R3 |
4.759 |
4.483 |
3.888 |
|
| R2 |
4.317 |
4.317 |
3.847 |
|
| R1 |
4.041 |
4.041 |
3.807 |
3.958 |
| PP |
3.875 |
3.875 |
3.875 |
3.833 |
| S1 |
3.599 |
3.599 |
3.725 |
3.516 |
| S2 |
3.433 |
3.433 |
3.685 |
|
| S3 |
2.991 |
3.157 |
3.644 |
|
| S4 |
2.549 |
2.715 |
3.523 |
|
|
| 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 |
3.572 |
0.712 |
18.9% |
0.357 |
9.5% |
27% |
False |
False |
100,376 |
| 10 |
4.284 |
3.500 |
0.784 |
20.8% |
0.291 |
7.7% |
34% |
False |
False |
77,358 |
| 20 |
4.690 |
3.500 |
1.190 |
31.6% |
0.280 |
7.4% |
22% |
False |
False |
54,165 |
| 40 |
4.690 |
3.395 |
1.295 |
34.4% |
0.222 |
5.9% |
29% |
False |
False |
33,033 |
| 60 |
4.721 |
3.395 |
1.326 |
35.2% |
0.213 |
5.7% |
28% |
False |
False |
24,193 |
| 80 |
5.280 |
3.395 |
1.885 |
50.1% |
0.208 |
5.5% |
20% |
False |
False |
19,449 |
| 100 |
5.977 |
3.395 |
2.582 |
68.6% |
0.207 |
5.5% |
14% |
False |
False |
16,053 |
| 120 |
6.521 |
3.395 |
3.126 |
83.0% |
0.208 |
5.5% |
12% |
False |
False |
13,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.029 |
|
2.618 |
5.307 |
|
1.618 |
4.865 |
|
1.000 |
4.592 |
|
0.618 |
4.423 |
|
HIGH |
4.150 |
|
0.618 |
3.981 |
|
0.500 |
3.929 |
|
0.382 |
3.877 |
|
LOW |
3.708 |
|
0.618 |
3.435 |
|
1.000 |
3.266 |
|
1.618 |
2.993 |
|
2.618 |
2.551 |
|
4.250 |
1.830 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.929 |
3.996 |
| PP |
3.875 |
3.919 |
| S1 |
3.820 |
3.843 |
|