NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.911 |
3.859 |
-0.052 |
-1.3% |
3.814 |
| High |
3.973 |
4.198 |
0.225 |
5.7% |
4.067 |
| Low |
3.741 |
3.825 |
0.084 |
2.2% |
3.656 |
| Close |
3.857 |
4.182 |
0.325 |
8.4% |
3.857 |
| Range |
0.232 |
0.373 |
0.141 |
60.8% |
0.411 |
| ATR |
0.261 |
0.269 |
0.008 |
3.1% |
0.000 |
| Volume |
193,507 |
129,468 |
-64,039 |
-33.1% |
611,559 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.187 |
5.058 |
4.387 |
|
| R3 |
4.814 |
4.685 |
4.285 |
|
| R2 |
4.441 |
4.441 |
4.250 |
|
| R1 |
4.312 |
4.312 |
4.216 |
4.377 |
| PP |
4.068 |
4.068 |
4.068 |
4.101 |
| S1 |
3.939 |
3.939 |
4.148 |
4.004 |
| S2 |
3.695 |
3.695 |
4.114 |
|
| S3 |
3.322 |
3.566 |
4.079 |
|
| S4 |
2.949 |
3.193 |
3.977 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.093 |
4.886 |
4.083 |
|
| R3 |
4.682 |
4.475 |
3.970 |
|
| R2 |
4.271 |
4.271 |
3.932 |
|
| R1 |
4.064 |
4.064 |
3.895 |
4.168 |
| PP |
3.860 |
3.860 |
3.860 |
3.912 |
| S1 |
3.653 |
3.653 |
3.819 |
3.757 |
| S2 |
3.449 |
3.449 |
3.782 |
|
| S3 |
3.038 |
3.242 |
3.744 |
|
| S4 |
2.627 |
2.831 |
3.631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.198 |
3.656 |
0.542 |
13.0% |
0.274 |
6.5% |
97% |
True |
False |
126,990 |
| 10 |
4.284 |
3.550 |
0.734 |
17.6% |
0.275 |
6.6% |
86% |
False |
False |
118,419 |
| 20 |
4.358 |
3.500 |
0.858 |
20.5% |
0.280 |
6.7% |
79% |
False |
False |
91,428 |
| 40 |
4.690 |
3.395 |
1.295 |
31.0% |
0.243 |
5.8% |
61% |
False |
False |
55,141 |
| 60 |
4.721 |
3.395 |
1.326 |
31.7% |
0.222 |
5.3% |
59% |
False |
False |
39,908 |
| 80 |
4.721 |
3.395 |
1.326 |
31.7% |
0.213 |
5.1% |
59% |
False |
False |
31,523 |
| 100 |
5.280 |
3.395 |
1.885 |
45.1% |
0.213 |
5.1% |
42% |
False |
False |
25,828 |
| 120 |
6.521 |
3.395 |
3.126 |
74.7% |
0.214 |
5.1% |
25% |
False |
False |
21,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.783 |
|
2.618 |
5.175 |
|
1.618 |
4.802 |
|
1.000 |
4.571 |
|
0.618 |
4.429 |
|
HIGH |
4.198 |
|
0.618 |
4.056 |
|
0.500 |
4.012 |
|
0.382 |
3.967 |
|
LOW |
3.825 |
|
0.618 |
3.594 |
|
1.000 |
3.452 |
|
1.618 |
3.221 |
|
2.618 |
2.848 |
|
4.250 |
2.240 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.125 |
4.098 |
| PP |
4.068 |
4.014 |
| S1 |
4.012 |
3.931 |
|