NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.359 |
4.066 |
-0.293 |
-6.7% |
3.853 |
| High |
4.387 |
4.161 |
-0.226 |
-5.2% |
4.308 |
| Low |
3.979 |
3.844 |
-0.135 |
-3.4% |
3.728 |
| Close |
4.040 |
4.101 |
0.061 |
1.5% |
4.055 |
| Range |
0.408 |
0.317 |
-0.091 |
-22.3% |
0.580 |
| ATR |
0.244 |
0.250 |
0.005 |
2.1% |
0.000 |
| Volume |
13,749 |
16,320 |
2,571 |
18.7% |
29,091 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.986 |
4.861 |
4.275 |
|
| R3 |
4.669 |
4.544 |
4.188 |
|
| R2 |
4.352 |
4.352 |
4.159 |
|
| R1 |
4.227 |
4.227 |
4.130 |
4.290 |
| PP |
4.035 |
4.035 |
4.035 |
4.067 |
| S1 |
3.910 |
3.910 |
4.072 |
3.973 |
| S2 |
3.718 |
3.718 |
4.043 |
|
| S3 |
3.401 |
3.593 |
4.014 |
|
| S4 |
3.084 |
3.276 |
3.927 |
|
|
| 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 |
3.844 |
0.643 |
15.7% |
0.321 |
7.8% |
40% |
False |
True |
12,430 |
| 10 |
4.487 |
3.728 |
0.759 |
18.5% |
0.290 |
7.1% |
49% |
False |
False |
9,023 |
| 20 |
4.830 |
3.728 |
1.102 |
26.9% |
0.255 |
6.2% |
34% |
False |
False |
8,617 |
| 40 |
4.830 |
3.596 |
1.234 |
30.1% |
0.199 |
4.9% |
41% |
False |
False |
5,924 |
| 60 |
4.860 |
3.596 |
1.264 |
30.8% |
0.194 |
4.7% |
40% |
False |
False |
4,568 |
| 80 |
5.361 |
3.596 |
1.765 |
43.0% |
0.188 |
4.6% |
29% |
False |
False |
3,808 |
| 100 |
6.091 |
3.596 |
2.495 |
60.8% |
0.189 |
4.6% |
20% |
False |
False |
3,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.508 |
|
2.618 |
4.991 |
|
1.618 |
4.674 |
|
1.000 |
4.478 |
|
0.618 |
4.357 |
|
HIGH |
4.161 |
|
0.618 |
4.040 |
|
0.500 |
4.003 |
|
0.382 |
3.965 |
|
LOW |
3.844 |
|
0.618 |
3.648 |
|
1.000 |
3.527 |
|
1.618 |
3.331 |
|
2.618 |
3.014 |
|
4.250 |
2.497 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.068 |
4.166 |
| PP |
4.035 |
4.144 |
| S1 |
4.003 |
4.123 |
|