NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4.105 |
3.994 |
-0.111 |
-2.7% |
4.300 |
| High |
4.142 |
4.040 |
-0.102 |
-2.5% |
4.355 |
| Low |
3.954 |
3.909 |
-0.045 |
-1.1% |
4.010 |
| Close |
3.982 |
3.944 |
-0.038 |
-1.0% |
4.237 |
| Range |
0.188 |
0.131 |
-0.057 |
-30.3% |
0.345 |
| ATR |
0.222 |
0.215 |
-0.006 |
-2.9% |
0.000 |
| Volume |
17,527 |
25,723 |
8,196 |
46.8% |
74,618 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.357 |
4.282 |
4.016 |
|
| R3 |
4.226 |
4.151 |
3.980 |
|
| R2 |
4.095 |
4.095 |
3.968 |
|
| R1 |
4.020 |
4.020 |
3.956 |
3.992 |
| PP |
3.964 |
3.964 |
3.964 |
3.951 |
| S1 |
3.889 |
3.889 |
3.932 |
3.861 |
| S2 |
3.833 |
3.833 |
3.920 |
|
| S3 |
3.702 |
3.758 |
3.908 |
|
| S4 |
3.571 |
3.627 |
3.872 |
|
|
| 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 |
3.909 |
0.352 |
8.9% |
0.172 |
4.4% |
10% |
False |
True |
18,394 |
| 10 |
4.624 |
3.909 |
0.715 |
18.1% |
0.185 |
4.7% |
5% |
False |
True |
16,918 |
| 20 |
4.716 |
3.844 |
0.872 |
22.1% |
0.222 |
5.6% |
11% |
False |
False |
20,050 |
| 40 |
4.830 |
3.728 |
1.102 |
27.9% |
0.237 |
6.0% |
20% |
False |
False |
14,092 |
| 60 |
4.830 |
3.596 |
1.234 |
31.3% |
0.203 |
5.1% |
28% |
False |
False |
10,384 |
| 80 |
4.860 |
3.596 |
1.264 |
32.0% |
0.198 |
5.0% |
28% |
False |
False |
8,250 |
| 100 |
5.392 |
3.596 |
1.796 |
45.5% |
0.193 |
4.9% |
19% |
False |
False |
6,908 |
| 120 |
6.128 |
3.596 |
2.532 |
64.2% |
0.193 |
4.9% |
14% |
False |
False |
5,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.597 |
|
2.618 |
4.383 |
|
1.618 |
4.252 |
|
1.000 |
4.171 |
|
0.618 |
4.121 |
|
HIGH |
4.040 |
|
0.618 |
3.990 |
|
0.500 |
3.975 |
|
0.382 |
3.959 |
|
LOW |
3.909 |
|
0.618 |
3.828 |
|
1.000 |
3.778 |
|
1.618 |
3.697 |
|
2.618 |
3.566 |
|
4.250 |
3.352 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.975 |
4.069 |
| PP |
3.964 |
4.027 |
| S1 |
3.954 |
3.986 |
|