NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.390 |
4.315 |
-0.075 |
-1.7% |
4.278 |
| High |
4.390 |
4.427 |
0.037 |
0.8% |
4.659 |
| Low |
4.243 |
4.255 |
0.012 |
0.3% |
4.032 |
| Close |
4.330 |
4.347 |
0.017 |
0.4% |
4.395 |
| Range |
0.147 |
0.172 |
0.025 |
17.0% |
0.627 |
| ATR |
0.239 |
0.234 |
-0.005 |
-2.0% |
0.000 |
| Volume |
15,947 |
17,292 |
1,345 |
8.4% |
67,102 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.859 |
4.775 |
4.442 |
|
| R3 |
4.687 |
4.603 |
4.394 |
|
| R2 |
4.515 |
4.515 |
4.379 |
|
| R1 |
4.431 |
4.431 |
4.363 |
4.473 |
| PP |
4.343 |
4.343 |
4.343 |
4.364 |
| S1 |
4.259 |
4.259 |
4.331 |
4.301 |
| S2 |
4.171 |
4.171 |
4.315 |
|
| S3 |
3.999 |
4.087 |
4.300 |
|
| S4 |
3.827 |
3.915 |
4.252 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.243 |
5.946 |
4.740 |
|
| R3 |
5.616 |
5.319 |
4.567 |
|
| R2 |
4.989 |
4.989 |
4.510 |
|
| R1 |
4.692 |
4.692 |
4.452 |
4.841 |
| PP |
4.362 |
4.362 |
4.362 |
4.436 |
| S1 |
4.065 |
4.065 |
4.338 |
4.214 |
| S2 |
3.735 |
3.735 |
4.280 |
|
| S3 |
3.108 |
3.438 |
4.223 |
|
| S4 |
2.481 |
2.811 |
4.050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.546 |
4.032 |
0.514 |
11.8% |
0.253 |
5.8% |
61% |
False |
False |
15,123 |
| 10 |
4.659 |
3.946 |
0.713 |
16.4% |
0.261 |
6.0% |
56% |
False |
False |
13,858 |
| 20 |
4.955 |
3.892 |
1.063 |
24.5% |
0.247 |
5.7% |
43% |
False |
False |
12,526 |
| 40 |
4.955 |
3.754 |
1.201 |
27.6% |
0.203 |
4.7% |
49% |
False |
False |
9,894 |
| 60 |
4.978 |
3.754 |
1.224 |
28.2% |
0.199 |
4.6% |
48% |
False |
False |
8,775 |
| 80 |
5.140 |
3.754 |
1.386 |
31.9% |
0.191 |
4.4% |
43% |
False |
False |
8,094 |
| 100 |
5.650 |
3.754 |
1.896 |
43.6% |
0.194 |
4.5% |
31% |
False |
False |
7,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.158 |
|
2.618 |
4.877 |
|
1.618 |
4.705 |
|
1.000 |
4.599 |
|
0.618 |
4.533 |
|
HIGH |
4.427 |
|
0.618 |
4.361 |
|
0.500 |
4.341 |
|
0.382 |
4.321 |
|
LOW |
4.255 |
|
0.618 |
4.149 |
|
1.000 |
4.083 |
|
1.618 |
3.977 |
|
2.618 |
3.805 |
|
4.250 |
3.524 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.345 |
4.361 |
| PP |
4.343 |
4.356 |
| S1 |
4.341 |
4.352 |
|