NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.191 |
4.109 |
-0.082 |
-2.0% |
3.814 |
| High |
4.387 |
4.288 |
-0.099 |
-2.3% |
4.067 |
| Low |
4.065 |
4.035 |
-0.030 |
-0.7% |
3.656 |
| Close |
4.129 |
4.253 |
0.124 |
3.0% |
3.857 |
| Range |
0.322 |
0.253 |
-0.069 |
-21.4% |
0.411 |
| ATR |
0.273 |
0.272 |
-0.001 |
-0.5% |
0.000 |
| Volume |
146,649 |
136,213 |
-10,436 |
-7.1% |
611,559 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.951 |
4.855 |
4.392 |
|
| R3 |
4.698 |
4.602 |
4.323 |
|
| R2 |
4.445 |
4.445 |
4.299 |
|
| R1 |
4.349 |
4.349 |
4.276 |
4.397 |
| PP |
4.192 |
4.192 |
4.192 |
4.216 |
| S1 |
4.096 |
4.096 |
4.230 |
4.144 |
| S2 |
3.939 |
3.939 |
4.207 |
|
| S3 |
3.686 |
3.843 |
4.183 |
|
| S4 |
3.433 |
3.590 |
4.114 |
|
|
| 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 |
17.0% |
0.317 |
7.4% |
81% |
False |
False |
143,167 |
| 10 |
4.387 |
3.550 |
0.837 |
19.7% |
0.267 |
6.3% |
84% |
False |
False |
127,501 |
| 20 |
4.387 |
3.500 |
0.887 |
20.9% |
0.279 |
6.6% |
85% |
False |
False |
102,430 |
| 40 |
4.690 |
3.395 |
1.295 |
30.4% |
0.249 |
5.8% |
66% |
False |
False |
61,898 |
| 60 |
4.721 |
3.395 |
1.326 |
31.2% |
0.226 |
5.3% |
65% |
False |
False |
44,414 |
| 80 |
4.721 |
3.395 |
1.326 |
31.2% |
0.218 |
5.1% |
65% |
False |
False |
34,952 |
| 100 |
5.280 |
3.395 |
1.885 |
44.3% |
0.215 |
5.0% |
46% |
False |
False |
28,616 |
| 120 |
6.521 |
3.395 |
3.126 |
73.5% |
0.214 |
5.0% |
27% |
False |
False |
24,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.363 |
|
2.618 |
4.950 |
|
1.618 |
4.697 |
|
1.000 |
4.541 |
|
0.618 |
4.444 |
|
HIGH |
4.288 |
|
0.618 |
4.191 |
|
0.500 |
4.162 |
|
0.382 |
4.132 |
|
LOW |
4.035 |
|
0.618 |
3.879 |
|
1.000 |
3.782 |
|
1.618 |
3.626 |
|
2.618 |
3.373 |
|
4.250 |
2.960 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.223 |
4.204 |
| PP |
4.192 |
4.155 |
| S1 |
4.162 |
4.106 |
|