NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.113 |
3.765 |
-0.348 |
-8.5% |
3.609 |
| High |
4.150 |
3.872 |
-0.278 |
-6.7% |
4.104 |
| Low |
3.708 |
3.550 |
-0.158 |
-4.3% |
3.500 |
| Close |
3.766 |
3.810 |
0.044 |
1.2% |
3.835 |
| Range |
0.442 |
0.322 |
-0.120 |
-27.1% |
0.604 |
| ATR |
0.266 |
0.270 |
0.004 |
1.5% |
0.000 |
| Volume |
89,186 |
115,357 |
26,171 |
29.3% |
326,814 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.710 |
4.582 |
3.987 |
|
| R3 |
4.388 |
4.260 |
3.899 |
|
| R2 |
4.066 |
4.066 |
3.869 |
|
| R1 |
3.938 |
3.938 |
3.840 |
4.002 |
| PP |
3.744 |
3.744 |
3.744 |
3.776 |
| S1 |
3.616 |
3.616 |
3.780 |
3.680 |
| S2 |
3.422 |
3.422 |
3.751 |
|
| S3 |
3.100 |
3.294 |
3.721 |
|
| S4 |
2.778 |
2.972 |
3.633 |
|
|
| 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 |
19.3% |
0.340 |
8.9% |
35% |
False |
True |
107,668 |
| 10 |
4.284 |
3.500 |
0.784 |
20.6% |
0.303 |
8.0% |
40% |
False |
False |
84,042 |
| 20 |
4.690 |
3.500 |
1.190 |
31.2% |
0.282 |
7.4% |
26% |
False |
False |
59,042 |
| 40 |
4.690 |
3.395 |
1.295 |
34.0% |
0.226 |
5.9% |
32% |
False |
False |
35,745 |
| 60 |
4.721 |
3.395 |
1.326 |
34.8% |
0.216 |
5.7% |
31% |
False |
False |
25,992 |
| 80 |
5.269 |
3.395 |
1.874 |
49.2% |
0.209 |
5.5% |
22% |
False |
False |
20,842 |
| 100 |
5.925 |
3.395 |
2.530 |
66.4% |
0.208 |
5.5% |
16% |
False |
False |
17,183 |
| 120 |
6.521 |
3.395 |
3.126 |
82.0% |
0.209 |
5.5% |
13% |
False |
False |
14,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.241 |
|
2.618 |
4.715 |
|
1.618 |
4.393 |
|
1.000 |
4.194 |
|
0.618 |
4.071 |
|
HIGH |
3.872 |
|
0.618 |
3.749 |
|
0.500 |
3.711 |
|
0.382 |
3.673 |
|
LOW |
3.550 |
|
0.618 |
3.351 |
|
1.000 |
3.228 |
|
1.618 |
3.029 |
|
2.618 |
2.707 |
|
4.250 |
2.182 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.777 |
3.917 |
| PP |
3.744 |
3.881 |
| S1 |
3.711 |
3.846 |
|