NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.814 |
3.727 |
-0.087 |
-2.3% |
3.869 |
| High |
3.814 |
3.820 |
0.006 |
0.2% |
4.284 |
| Low |
3.679 |
3.656 |
-0.023 |
-0.6% |
3.550 |
| Close |
3.731 |
3.731 |
0.000 |
0.0% |
3.868 |
| Range |
0.135 |
0.164 |
0.029 |
21.5% |
0.734 |
| ATR |
0.264 |
0.257 |
-0.007 |
-2.7% |
0.000 |
| Volume |
106,074 |
101,495 |
-4,579 |
-4.3% |
547,106 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.228 |
4.143 |
3.821 |
|
| R3 |
4.064 |
3.979 |
3.776 |
|
| R2 |
3.900 |
3.900 |
3.761 |
|
| R1 |
3.815 |
3.815 |
3.746 |
3.858 |
| PP |
3.736 |
3.736 |
3.736 |
3.757 |
| S1 |
3.651 |
3.651 |
3.716 |
3.694 |
| S2 |
3.572 |
3.572 |
3.701 |
|
| S3 |
3.408 |
3.487 |
3.686 |
|
| S4 |
3.244 |
3.323 |
3.641 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.103 |
5.719 |
4.272 |
|
| R3 |
5.369 |
4.985 |
4.070 |
|
| R2 |
4.635 |
4.635 |
4.003 |
|
| R1 |
4.251 |
4.251 |
3.935 |
4.076 |
| PP |
3.901 |
3.901 |
3.901 |
3.813 |
| S1 |
3.517 |
3.517 |
3.801 |
3.342 |
| S2 |
3.167 |
3.167 |
3.733 |
|
| S3 |
2.433 |
2.783 |
3.666 |
|
| S4 |
1.699 |
2.049 |
3.464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.150 |
3.550 |
0.600 |
16.1% |
0.267 |
7.2% |
30% |
False |
False |
109,577 |
| 10 |
4.284 |
3.550 |
0.734 |
19.7% |
0.282 |
7.5% |
25% |
False |
False |
103,540 |
| 20 |
4.690 |
3.500 |
1.190 |
31.9% |
0.273 |
7.3% |
19% |
False |
False |
72,525 |
| 40 |
4.690 |
3.395 |
1.295 |
34.7% |
0.229 |
6.1% |
26% |
False |
False |
43,166 |
| 60 |
4.721 |
3.395 |
1.326 |
35.5% |
0.218 |
5.8% |
25% |
False |
False |
31,236 |
| 80 |
4.865 |
3.395 |
1.470 |
39.4% |
0.206 |
5.5% |
23% |
False |
False |
25,020 |
| 100 |
5.366 |
3.395 |
1.971 |
52.8% |
0.206 |
5.5% |
17% |
False |
False |
20,543 |
| 120 |
6.521 |
3.395 |
3.126 |
83.8% |
0.210 |
5.6% |
11% |
False |
False |
17,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.517 |
|
2.618 |
4.249 |
|
1.618 |
4.085 |
|
1.000 |
3.984 |
|
0.618 |
3.921 |
|
HIGH |
3.820 |
|
0.618 |
3.757 |
|
0.500 |
3.738 |
|
0.382 |
3.719 |
|
LOW |
3.656 |
|
0.618 |
3.555 |
|
1.000 |
3.492 |
|
1.618 |
3.391 |
|
2.618 |
3.227 |
|
4.250 |
2.959 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.738 |
3.821 |
| PP |
3.736 |
3.791 |
| S1 |
3.733 |
3.761 |
|