NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.140 |
4.182 |
0.042 |
1.0% |
4.300 |
| High |
4.261 |
4.229 |
-0.032 |
-0.8% |
4.355 |
| Low |
4.059 |
4.090 |
0.031 |
0.8% |
4.010 |
| Close |
4.237 |
4.103 |
-0.134 |
-3.2% |
4.237 |
| Range |
0.202 |
0.139 |
-0.063 |
-31.2% |
0.345 |
| ATR |
0.231 |
0.225 |
-0.006 |
-2.6% |
0.000 |
| Volume |
14,393 |
14,419 |
26 |
0.2% |
74,618 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.558 |
4.469 |
4.179 |
|
| R3 |
4.419 |
4.330 |
4.141 |
|
| R2 |
4.280 |
4.280 |
4.128 |
|
| R1 |
4.191 |
4.191 |
4.116 |
4.166 |
| PP |
4.141 |
4.141 |
4.141 |
4.128 |
| S1 |
4.052 |
4.052 |
4.090 |
4.027 |
| S2 |
4.002 |
4.002 |
4.078 |
|
| S3 |
3.863 |
3.913 |
4.065 |
|
| S4 |
3.724 |
3.774 |
4.027 |
|
|
| 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 |
4.261 |
4.010 |
0.251 |
6.1% |
0.174 |
4.2% |
37% |
False |
False |
15,660 |
| 10 |
4.716 |
4.010 |
0.706 |
17.2% |
0.208 |
5.1% |
13% |
False |
False |
16,706 |
| 20 |
4.716 |
3.844 |
0.872 |
21.3% |
0.234 |
5.7% |
30% |
False |
False |
19,134 |
| 40 |
4.830 |
3.728 |
1.102 |
26.9% |
0.239 |
5.8% |
34% |
False |
False |
13,244 |
| 60 |
4.830 |
3.596 |
1.234 |
30.1% |
0.202 |
4.9% |
41% |
False |
False |
9,727 |
| 80 |
4.860 |
3.596 |
1.264 |
30.8% |
0.197 |
4.8% |
40% |
False |
False |
7,772 |
| 100 |
5.392 |
3.596 |
1.796 |
43.8% |
0.194 |
4.7% |
28% |
False |
False |
6,494 |
| 120 |
6.480 |
3.596 |
2.884 |
70.3% |
0.195 |
4.8% |
18% |
False |
False |
5,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.820 |
|
2.618 |
4.593 |
|
1.618 |
4.454 |
|
1.000 |
4.368 |
|
0.618 |
4.315 |
|
HIGH |
4.229 |
|
0.618 |
4.176 |
|
0.500 |
4.160 |
|
0.382 |
4.143 |
|
LOW |
4.090 |
|
0.618 |
4.004 |
|
1.000 |
3.951 |
|
1.618 |
3.865 |
|
2.618 |
3.726 |
|
4.250 |
3.499 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.160 |
4.144 |
| PP |
4.141 |
4.130 |
| S1 |
4.122 |
4.117 |
|