NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.407 |
4.359 |
-0.048 |
-1.1% |
3.853 |
| High |
4.487 |
4.387 |
-0.100 |
-2.2% |
4.308 |
| Low |
4.324 |
3.979 |
-0.345 |
-8.0% |
3.728 |
| Close |
4.369 |
4.040 |
-0.329 |
-7.5% |
4.055 |
| Range |
0.163 |
0.408 |
0.245 |
150.3% |
0.580 |
| ATR |
0.232 |
0.244 |
0.013 |
5.4% |
0.000 |
| Volume |
11,170 |
13,749 |
2,579 |
23.1% |
29,091 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.359 |
5.108 |
4.264 |
|
| R3 |
4.951 |
4.700 |
4.152 |
|
| R2 |
4.543 |
4.543 |
4.115 |
|
| R1 |
4.292 |
4.292 |
4.077 |
4.214 |
| PP |
4.135 |
4.135 |
4.135 |
4.096 |
| S1 |
3.884 |
3.884 |
4.003 |
3.806 |
| S2 |
3.727 |
3.727 |
3.965 |
|
| S3 |
3.319 |
3.476 |
3.928 |
|
| S4 |
2.911 |
3.068 |
3.816 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.770 |
5.493 |
4.374 |
|
| R3 |
5.190 |
4.913 |
4.215 |
|
| R2 |
4.610 |
4.610 |
4.161 |
|
| R1 |
4.333 |
4.333 |
4.108 |
4.472 |
| PP |
4.030 |
4.030 |
4.030 |
4.100 |
| S1 |
3.753 |
3.753 |
4.002 |
3.892 |
| S2 |
3.450 |
3.450 |
3.949 |
|
| S3 |
2.870 |
3.173 |
3.896 |
|
| S4 |
2.290 |
2.593 |
3.736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.487 |
3.800 |
0.687 |
17.0% |
0.336 |
8.3% |
35% |
False |
False |
10,345 |
| 10 |
4.487 |
3.728 |
0.759 |
18.8% |
0.276 |
6.8% |
41% |
False |
False |
8,232 |
| 20 |
4.830 |
3.728 |
1.102 |
27.3% |
0.252 |
6.2% |
28% |
False |
False |
8,135 |
| 40 |
4.830 |
3.596 |
1.234 |
30.5% |
0.194 |
4.8% |
36% |
False |
False |
5,551 |
| 60 |
4.860 |
3.596 |
1.264 |
31.3% |
0.190 |
4.7% |
35% |
False |
False |
4,317 |
| 80 |
5.392 |
3.596 |
1.796 |
44.5% |
0.186 |
4.6% |
25% |
False |
False |
3,623 |
| 100 |
6.128 |
3.596 |
2.532 |
62.7% |
0.188 |
4.6% |
18% |
False |
False |
3,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.121 |
|
2.618 |
5.455 |
|
1.618 |
5.047 |
|
1.000 |
4.795 |
|
0.618 |
4.639 |
|
HIGH |
4.387 |
|
0.618 |
4.231 |
|
0.500 |
4.183 |
|
0.382 |
4.135 |
|
LOW |
3.979 |
|
0.618 |
3.727 |
|
1.000 |
3.571 |
|
1.618 |
3.319 |
|
2.618 |
2.911 |
|
4.250 |
2.245 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.183 |
4.233 |
| PP |
4.135 |
4.169 |
| S1 |
4.088 |
4.104 |
|