NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3.859 |
4.191 |
0.332 |
8.6% |
3.814 |
| High |
4.198 |
4.387 |
0.189 |
4.5% |
4.067 |
| Low |
3.825 |
4.065 |
0.240 |
6.3% |
3.656 |
| Close |
4.182 |
4.129 |
-0.053 |
-1.3% |
3.857 |
| Range |
0.373 |
0.322 |
-0.051 |
-13.7% |
0.411 |
| ATR |
0.269 |
0.273 |
0.004 |
1.4% |
0.000 |
| Volume |
129,468 |
146,649 |
17,181 |
13.3% |
611,559 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.160 |
4.966 |
4.306 |
|
| R3 |
4.838 |
4.644 |
4.218 |
|
| R2 |
4.516 |
4.516 |
4.188 |
|
| R1 |
4.322 |
4.322 |
4.159 |
4.258 |
| PP |
4.194 |
4.194 |
4.194 |
4.162 |
| S1 |
4.000 |
4.000 |
4.099 |
3.936 |
| S2 |
3.872 |
3.872 |
4.070 |
|
| S3 |
3.550 |
3.678 |
4.040 |
|
| S4 |
3.228 |
3.356 |
3.952 |
|
|
| 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 |
4.387 |
3.663 |
0.724 |
17.5% |
0.305 |
7.4% |
64% |
True |
False |
136,021 |
| 10 |
4.387 |
3.550 |
0.837 |
20.3% |
0.286 |
6.9% |
69% |
True |
False |
122,799 |
| 20 |
4.387 |
3.500 |
0.887 |
21.5% |
0.284 |
6.9% |
71% |
True |
False |
97,323 |
| 40 |
4.690 |
3.395 |
1.295 |
31.4% |
0.245 |
5.9% |
57% |
False |
False |
58,621 |
| 60 |
4.721 |
3.395 |
1.326 |
32.1% |
0.223 |
5.4% |
55% |
False |
False |
42,248 |
| 80 |
4.721 |
3.395 |
1.326 |
32.1% |
0.216 |
5.2% |
55% |
False |
False |
33,278 |
| 100 |
5.280 |
3.395 |
1.885 |
45.7% |
0.214 |
5.2% |
39% |
False |
False |
27,272 |
| 120 |
6.521 |
3.395 |
3.126 |
75.7% |
0.215 |
5.2% |
23% |
False |
False |
22,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.756 |
|
2.618 |
5.230 |
|
1.618 |
4.908 |
|
1.000 |
4.709 |
|
0.618 |
4.586 |
|
HIGH |
4.387 |
|
0.618 |
4.264 |
|
0.500 |
4.226 |
|
0.382 |
4.188 |
|
LOW |
4.065 |
|
0.618 |
3.866 |
|
1.000 |
3.743 |
|
1.618 |
3.544 |
|
2.618 |
3.222 |
|
4.250 |
2.697 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.226 |
4.107 |
| PP |
4.194 |
4.086 |
| S1 |
4.161 |
4.064 |
|