NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.046 |
4.140 |
0.094 |
2.3% |
4.300 |
| High |
4.228 |
4.261 |
0.033 |
0.8% |
4.355 |
| Low |
4.026 |
4.059 |
0.033 |
0.8% |
4.010 |
| Close |
4.121 |
4.237 |
0.116 |
2.8% |
4.237 |
| Range |
0.202 |
0.202 |
0.000 |
0.0% |
0.345 |
| ATR |
0.233 |
0.231 |
-0.002 |
-0.9% |
0.000 |
| Volume |
19,910 |
14,393 |
-5,517 |
-27.7% |
74,618 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.792 |
4.716 |
4.348 |
|
| R3 |
4.590 |
4.514 |
4.293 |
|
| R2 |
4.388 |
4.388 |
4.274 |
|
| R1 |
4.312 |
4.312 |
4.256 |
4.350 |
| PP |
4.186 |
4.186 |
4.186 |
4.205 |
| S1 |
4.110 |
4.110 |
4.218 |
4.148 |
| S2 |
3.984 |
3.984 |
4.200 |
|
| S3 |
3.782 |
3.908 |
4.181 |
|
| S4 |
3.580 |
3.706 |
4.126 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.236 |
5.081 |
4.427 |
|
| R3 |
4.891 |
4.736 |
4.332 |
|
| R2 |
4.546 |
4.546 |
4.300 |
|
| R1 |
4.391 |
4.391 |
4.269 |
4.296 |
| PP |
4.201 |
4.201 |
4.201 |
4.153 |
| S1 |
4.046 |
4.046 |
4.205 |
3.951 |
| S2 |
3.856 |
3.856 |
4.174 |
|
| S3 |
3.511 |
3.701 |
4.142 |
|
| S4 |
3.166 |
3.356 |
4.047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.355 |
4.010 |
0.345 |
8.1% |
0.195 |
4.6% |
66% |
False |
False |
14,923 |
| 10 |
4.716 |
4.010 |
0.706 |
16.7% |
0.228 |
5.4% |
32% |
False |
False |
17,314 |
| 20 |
4.716 |
3.844 |
0.872 |
20.6% |
0.249 |
5.9% |
45% |
False |
False |
18,903 |
| 40 |
4.830 |
3.717 |
1.113 |
26.3% |
0.240 |
5.7% |
47% |
False |
False |
12,987 |
| 60 |
4.830 |
3.596 |
1.234 |
29.1% |
0.203 |
4.8% |
52% |
False |
False |
9,513 |
| 80 |
4.860 |
3.596 |
1.264 |
29.8% |
0.199 |
4.7% |
51% |
False |
False |
7,621 |
| 100 |
5.392 |
3.596 |
1.796 |
42.4% |
0.194 |
4.6% |
36% |
False |
False |
6,363 |
| 120 |
6.665 |
3.596 |
3.069 |
72.4% |
0.196 |
4.6% |
21% |
False |
False |
5,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.120 |
|
2.618 |
4.790 |
|
1.618 |
4.588 |
|
1.000 |
4.463 |
|
0.618 |
4.386 |
|
HIGH |
4.261 |
|
0.618 |
4.184 |
|
0.500 |
4.160 |
|
0.382 |
4.136 |
|
LOW |
4.059 |
|
0.618 |
3.934 |
|
1.000 |
3.857 |
|
1.618 |
3.732 |
|
2.618 |
3.530 |
|
4.250 |
3.201 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.211 |
4.203 |
| PP |
4.186 |
4.169 |
| S1 |
4.160 |
4.136 |
|