NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 25-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3.871 |
3.779 |
-0.092 |
-2.4% |
3.859 |
High |
3.910 |
3.950 |
0.040 |
1.0% |
4.387 |
Low |
3.717 |
3.743 |
0.026 |
0.7% |
3.825 |
Close |
3.761 |
3.844 |
0.083 |
2.2% |
4.032 |
Range |
0.193 |
0.207 |
0.014 |
7.3% |
0.562 |
ATR |
0.250 |
0.247 |
-0.003 |
-1.2% |
0.000 |
Volume |
84,044 |
71,703 |
-12,341 |
-14.7% |
631,261 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.467 |
4.362 |
3.958 |
|
R3 |
4.260 |
4.155 |
3.901 |
|
R2 |
4.053 |
4.053 |
3.882 |
|
R1 |
3.948 |
3.948 |
3.863 |
4.001 |
PP |
3.846 |
3.846 |
3.846 |
3.872 |
S1 |
3.741 |
3.741 |
3.825 |
3.794 |
S2 |
3.639 |
3.639 |
3.806 |
|
S3 |
3.432 |
3.534 |
3.787 |
|
S4 |
3.225 |
3.327 |
3.730 |
|
|
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 |
4.159 |
3.717 |
0.442 |
11.5% |
0.193 |
5.0% |
29% |
False |
False |
82,979 |
10 |
4.387 |
3.717 |
0.670 |
17.4% |
0.241 |
6.3% |
19% |
False |
False |
113,837 |
20 |
4.387 |
3.550 |
0.837 |
21.8% |
0.264 |
6.9% |
35% |
False |
False |
111,526 |
40 |
4.690 |
3.395 |
1.295 |
33.7% |
0.257 |
6.7% |
35% |
False |
False |
73,777 |
60 |
4.690 |
3.395 |
1.295 |
33.7% |
0.225 |
5.9% |
35% |
False |
False |
52,662 |
80 |
4.721 |
3.395 |
1.326 |
34.5% |
0.218 |
5.7% |
34% |
False |
False |
41,082 |
100 |
5.280 |
3.395 |
1.885 |
49.0% |
0.214 |
5.6% |
24% |
False |
False |
33,794 |
120 |
6.521 |
3.395 |
3.126 |
81.3% |
0.215 |
5.6% |
14% |
False |
False |
28,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.830 |
2.618 |
4.492 |
1.618 |
4.285 |
1.000 |
4.157 |
0.618 |
4.078 |
HIGH |
3.950 |
0.618 |
3.871 |
0.500 |
3.847 |
0.382 |
3.822 |
LOW |
3.743 |
0.618 |
3.615 |
1.000 |
3.536 |
1.618 |
3.408 |
2.618 |
3.201 |
4.250 |
2.863 |
|
|
Fisher Pivots for day following 25-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
3.847 |
3.859 |
PP |
3.846 |
3.854 |
S1 |
3.845 |
3.849 |
|