NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.777 |
3.687 |
-0.090 |
-2.4% |
3.869 |
| High |
3.860 |
4.067 |
0.207 |
5.4% |
4.284 |
| Low |
3.665 |
3.663 |
-0.002 |
-0.1% |
3.550 |
| Close |
3.708 |
3.933 |
0.225 |
6.1% |
3.868 |
| Range |
0.195 |
0.404 |
0.209 |
107.2% |
0.734 |
| ATR |
0.253 |
0.264 |
0.011 |
4.3% |
0.000 |
| Volume |
100,485 |
109,998 |
9,513 |
9.5% |
547,106 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.100 |
4.920 |
4.155 |
|
| R3 |
4.696 |
4.516 |
4.044 |
|
| R2 |
4.292 |
4.292 |
4.007 |
|
| R1 |
4.112 |
4.112 |
3.970 |
4.202 |
| PP |
3.888 |
3.888 |
3.888 |
3.933 |
| S1 |
3.708 |
3.708 |
3.896 |
3.798 |
| S2 |
3.484 |
3.484 |
3.859 |
|
| S3 |
3.080 |
3.304 |
3.822 |
|
| S4 |
2.676 |
2.900 |
3.711 |
|
|
| 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 |
4.067 |
3.656 |
0.411 |
10.5% |
0.234 |
5.9% |
67% |
True |
False |
110,765 |
| 10 |
4.284 |
3.550 |
0.734 |
18.7% |
0.287 |
7.3% |
52% |
False |
False |
109,216 |
| 20 |
4.472 |
3.500 |
0.972 |
24.7% |
0.272 |
6.9% |
45% |
False |
False |
79,657 |
| 40 |
4.690 |
3.395 |
1.295 |
32.9% |
0.238 |
6.0% |
42% |
False |
False |
47,565 |
| 60 |
4.721 |
3.395 |
1.326 |
33.7% |
0.224 |
5.7% |
41% |
False |
False |
34,633 |
| 80 |
4.721 |
3.395 |
1.326 |
33.7% |
0.210 |
5.3% |
41% |
False |
False |
27,576 |
| 100 |
5.280 |
3.395 |
1.885 |
47.9% |
0.210 |
5.3% |
29% |
False |
False |
22,619 |
| 120 |
6.521 |
3.395 |
3.126 |
79.5% |
0.213 |
5.4% |
17% |
False |
False |
19,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.784 |
|
2.618 |
5.125 |
|
1.618 |
4.721 |
|
1.000 |
4.471 |
|
0.618 |
4.317 |
|
HIGH |
4.067 |
|
0.618 |
3.913 |
|
0.500 |
3.865 |
|
0.382 |
3.817 |
|
LOW |
3.663 |
|
0.618 |
3.413 |
|
1.000 |
3.259 |
|
1.618 |
3.009 |
|
2.618 |
2.605 |
|
4.250 |
1.946 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.910 |
3.909 |
| PP |
3.888 |
3.885 |
| S1 |
3.865 |
3.862 |
|