NYMEX Natural Gas Future August 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 |
4.023 |
3.919 |
-0.104 |
-2.6% |
4.095 |
| High |
4.050 |
4.104 |
0.054 |
1.3% |
4.574 |
| Low |
3.871 |
3.888 |
0.017 |
0.4% |
4.030 |
| Close |
3.906 |
3.989 |
0.083 |
2.1% |
4.193 |
| Range |
0.179 |
0.216 |
0.037 |
20.7% |
0.544 |
| ATR |
0.245 |
0.243 |
-0.002 |
-0.8% |
0.000 |
| Volume |
60,223 |
67,363 |
7,140 |
11.9% |
312,217 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.642 |
4.531 |
4.108 |
|
| R3 |
4.426 |
4.315 |
4.048 |
|
| R2 |
4.210 |
4.210 |
4.029 |
|
| R1 |
4.099 |
4.099 |
4.009 |
4.155 |
| PP |
3.994 |
3.994 |
3.994 |
4.021 |
| S1 |
3.883 |
3.883 |
3.969 |
3.939 |
| S2 |
3.778 |
3.778 |
3.949 |
|
| S3 |
3.562 |
3.667 |
3.930 |
|
| S4 |
3.346 |
3.451 |
3.870 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.898 |
5.589 |
4.492 |
|
| R3 |
5.354 |
5.045 |
4.343 |
|
| R2 |
4.810 |
4.810 |
4.293 |
|
| R1 |
4.501 |
4.501 |
4.243 |
4.656 |
| PP |
4.266 |
4.266 |
4.266 |
4.343 |
| S1 |
3.957 |
3.957 |
4.143 |
4.112 |
| S2 |
3.722 |
3.722 |
4.093 |
|
| S3 |
3.178 |
3.413 |
4.043 |
|
| S4 |
2.634 |
2.869 |
3.894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.341 |
3.871 |
0.470 |
11.8% |
0.198 |
5.0% |
25% |
False |
False |
53,317 |
| 10 |
4.574 |
3.871 |
0.703 |
17.6% |
0.237 |
5.9% |
17% |
False |
False |
61,766 |
| 20 |
4.574 |
3.710 |
0.864 |
21.7% |
0.262 |
6.6% |
32% |
False |
False |
45,158 |
| 40 |
4.789 |
3.520 |
1.269 |
31.8% |
0.250 |
6.3% |
37% |
False |
False |
27,766 |
| 60 |
4.789 |
3.520 |
1.269 |
31.8% |
0.215 |
5.4% |
37% |
False |
False |
19,780 |
| 80 |
4.820 |
3.520 |
1.300 |
32.6% |
0.210 |
5.3% |
36% |
False |
False |
15,529 |
| 100 |
5.350 |
3.520 |
1.830 |
45.9% |
0.206 |
5.2% |
26% |
False |
False |
12,763 |
| 120 |
6.619 |
3.520 |
3.099 |
77.7% |
0.207 |
5.2% |
15% |
False |
False |
10,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.022 |
|
2.618 |
4.669 |
|
1.618 |
4.453 |
|
1.000 |
4.320 |
|
0.618 |
4.237 |
|
HIGH |
4.104 |
|
0.618 |
4.021 |
|
0.500 |
3.996 |
|
0.382 |
3.971 |
|
LOW |
3.888 |
|
0.618 |
3.755 |
|
1.000 |
3.672 |
|
1.618 |
3.539 |
|
2.618 |
3.323 |
|
4.250 |
2.970 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.996 |
4.002 |
| PP |
3.994 |
3.997 |
| S1 |
3.991 |
3.993 |
|