NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.109 |
4.263 |
0.154 |
3.7% |
3.814 |
| High |
4.288 |
4.328 |
0.040 |
0.9% |
4.067 |
| Low |
4.035 |
4.061 |
0.026 |
0.6% |
3.656 |
| Close |
4.253 |
4.093 |
-0.160 |
-3.8% |
3.857 |
| Range |
0.253 |
0.267 |
0.014 |
5.5% |
0.411 |
| ATR |
0.272 |
0.271 |
0.000 |
-0.1% |
0.000 |
| Volume |
136,213 |
117,637 |
-18,576 |
-13.6% |
611,559 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.962 |
4.794 |
4.240 |
|
| R3 |
4.695 |
4.527 |
4.166 |
|
| R2 |
4.428 |
4.428 |
4.142 |
|
| R1 |
4.260 |
4.260 |
4.117 |
4.211 |
| PP |
4.161 |
4.161 |
4.161 |
4.136 |
| S1 |
3.993 |
3.993 |
4.069 |
3.944 |
| S2 |
3.894 |
3.894 |
4.044 |
|
| S3 |
3.627 |
3.726 |
4.020 |
|
| S4 |
3.360 |
3.459 |
3.946 |
|
|
| 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 |
3.741 |
0.646 |
15.8% |
0.289 |
7.1% |
54% |
False |
False |
144,694 |
| 10 |
4.387 |
3.656 |
0.731 |
17.9% |
0.262 |
6.4% |
60% |
False |
False |
127,729 |
| 20 |
4.387 |
3.500 |
0.887 |
21.7% |
0.282 |
6.9% |
67% |
False |
False |
105,886 |
| 40 |
4.690 |
3.395 |
1.295 |
31.6% |
0.254 |
6.2% |
54% |
False |
False |
64,636 |
| 60 |
4.720 |
3.395 |
1.325 |
32.4% |
0.228 |
5.6% |
53% |
False |
False |
46,308 |
| 80 |
4.721 |
3.395 |
1.326 |
32.4% |
0.219 |
5.3% |
53% |
False |
False |
36,349 |
| 100 |
5.280 |
3.395 |
1.885 |
46.1% |
0.216 |
5.3% |
37% |
False |
False |
29,781 |
| 120 |
6.521 |
3.395 |
3.126 |
76.4% |
0.214 |
5.2% |
22% |
False |
False |
25,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.463 |
|
2.618 |
5.027 |
|
1.618 |
4.760 |
|
1.000 |
4.595 |
|
0.618 |
4.493 |
|
HIGH |
4.328 |
|
0.618 |
4.226 |
|
0.500 |
4.195 |
|
0.382 |
4.163 |
|
LOW |
4.061 |
|
0.618 |
3.896 |
|
1.000 |
3.794 |
|
1.618 |
3.629 |
|
2.618 |
3.362 |
|
4.250 |
2.926 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.195 |
4.211 |
| PP |
4.161 |
4.172 |
| S1 |
4.127 |
4.132 |
|