NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.040 |
3.933 |
-0.107 |
-2.6% |
3.859 |
| High |
4.105 |
4.000 |
-0.105 |
-2.6% |
4.387 |
| Low |
3.860 |
3.827 |
-0.033 |
-0.9% |
3.825 |
| Close |
3.933 |
3.879 |
-0.054 |
-1.4% |
4.032 |
| Range |
0.245 |
0.173 |
-0.072 |
-29.4% |
0.562 |
| ATR |
0.261 |
0.255 |
-0.006 |
-2.4% |
0.000 |
| Volume |
69,266 |
88,591 |
19,325 |
27.9% |
631,261 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.323 |
3.974 |
|
| R3 |
4.248 |
4.150 |
3.927 |
|
| R2 |
4.075 |
4.075 |
3.911 |
|
| R1 |
3.977 |
3.977 |
3.895 |
3.940 |
| PP |
3.902 |
3.902 |
3.902 |
3.883 |
| S1 |
3.804 |
3.804 |
3.863 |
3.767 |
| S2 |
3.729 |
3.729 |
3.847 |
|
| S3 |
3.556 |
3.631 |
3.831 |
|
| S4 |
3.383 |
3.458 |
3.784 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.767 |
5.462 |
4.341 |
|
| R3 |
5.205 |
4.900 |
4.187 |
|
| R2 |
4.643 |
4.643 |
4.135 |
|
| R1 |
4.338 |
4.338 |
4.084 |
4.491 |
| PP |
4.081 |
4.081 |
4.081 |
4.158 |
| S1 |
3.776 |
3.776 |
3.980 |
3.929 |
| S2 |
3.519 |
3.519 |
3.929 |
|
| S3 |
2.957 |
3.214 |
3.877 |
|
| S4 |
2.395 |
2.652 |
3.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.328 |
3.827 |
0.501 |
12.9% |
0.217 |
5.6% |
10% |
False |
True |
102,600 |
| 10 |
4.387 |
3.663 |
0.724 |
18.7% |
0.261 |
6.7% |
30% |
False |
False |
119,310 |
| 20 |
4.387 |
3.550 |
0.837 |
21.6% |
0.271 |
7.0% |
39% |
False |
False |
111,425 |
| 40 |
4.690 |
3.395 |
1.295 |
33.4% |
0.256 |
6.6% |
37% |
False |
False |
70,477 |
| 60 |
4.690 |
3.395 |
1.295 |
33.4% |
0.223 |
5.7% |
37% |
False |
False |
50,317 |
| 80 |
4.721 |
3.395 |
1.326 |
34.2% |
0.218 |
5.6% |
37% |
False |
False |
39,253 |
| 100 |
5.280 |
3.395 |
1.885 |
48.6% |
0.216 |
5.6% |
26% |
False |
False |
32,318 |
| 120 |
6.521 |
3.395 |
3.126 |
80.6% |
0.216 |
5.6% |
15% |
False |
False |
27,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.735 |
|
2.618 |
4.453 |
|
1.618 |
4.280 |
|
1.000 |
4.173 |
|
0.618 |
4.107 |
|
HIGH |
4.000 |
|
0.618 |
3.934 |
|
0.500 |
3.914 |
|
0.382 |
3.893 |
|
LOW |
3.827 |
|
0.618 |
3.720 |
|
1.000 |
3.654 |
|
1.618 |
3.547 |
|
2.618 |
3.374 |
|
4.250 |
3.092 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.914 |
3.993 |
| PP |
3.902 |
3.955 |
| S1 |
3.891 |
3.917 |
|