NYMEX Natural Gas Future October 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 |
4.366 |
4.383 |
0.017 |
0.4% |
4.489 |
| High |
4.470 |
4.437 |
-0.033 |
-0.7% |
4.550 |
| Low |
4.274 |
4.317 |
0.043 |
1.0% |
4.206 |
| Close |
4.451 |
4.332 |
-0.119 |
-2.7% |
4.451 |
| Range |
0.196 |
0.120 |
-0.076 |
-38.8% |
0.344 |
| ATR |
0.221 |
0.215 |
-0.006 |
-2.8% |
0.000 |
| Volume |
10,151 |
9,036 |
-1,115 |
-11.0% |
54,085 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.722 |
4.647 |
4.398 |
|
| R3 |
4.602 |
4.527 |
4.365 |
|
| R2 |
4.482 |
4.482 |
4.354 |
|
| R1 |
4.407 |
4.407 |
4.343 |
4.385 |
| PP |
4.362 |
4.362 |
4.362 |
4.351 |
| S1 |
4.287 |
4.287 |
4.321 |
4.265 |
| S2 |
4.242 |
4.242 |
4.310 |
|
| S3 |
4.122 |
4.167 |
4.299 |
|
| S4 |
4.002 |
4.047 |
4.266 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.434 |
5.287 |
4.640 |
|
| R3 |
5.090 |
4.943 |
4.546 |
|
| R2 |
4.746 |
4.746 |
4.514 |
|
| R1 |
4.599 |
4.599 |
4.483 |
4.501 |
| PP |
4.402 |
4.402 |
4.402 |
4.353 |
| S1 |
4.255 |
4.255 |
4.419 |
4.157 |
| S2 |
4.058 |
4.058 |
4.388 |
|
| S3 |
3.714 |
3.911 |
4.356 |
|
| S4 |
3.370 |
3.567 |
4.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.470 |
4.206 |
0.264 |
6.1% |
0.156 |
3.6% |
48% |
False |
False |
11,088 |
| 10 |
4.933 |
4.206 |
0.727 |
16.8% |
0.195 |
4.5% |
17% |
False |
False |
13,316 |
| 20 |
4.933 |
4.032 |
0.901 |
20.8% |
0.224 |
5.2% |
33% |
False |
False |
14,260 |
| 40 |
4.955 |
3.892 |
1.063 |
24.5% |
0.233 |
5.4% |
41% |
False |
False |
12,571 |
| 60 |
4.955 |
3.754 |
1.201 |
27.7% |
0.202 |
4.7% |
48% |
False |
False |
10,409 |
| 80 |
4.978 |
3.754 |
1.224 |
28.3% |
0.198 |
4.6% |
47% |
False |
False |
9,540 |
| 100 |
5.499 |
3.754 |
1.745 |
40.3% |
0.197 |
4.6% |
33% |
False |
False |
8,771 |
| 120 |
6.593 |
3.754 |
2.839 |
65.5% |
0.199 |
4.6% |
20% |
False |
False |
7,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.947 |
|
2.618 |
4.751 |
|
1.618 |
4.631 |
|
1.000 |
4.557 |
|
0.618 |
4.511 |
|
HIGH |
4.437 |
|
0.618 |
4.391 |
|
0.500 |
4.377 |
|
0.382 |
4.363 |
|
LOW |
4.317 |
|
0.618 |
4.243 |
|
1.000 |
4.197 |
|
1.618 |
4.123 |
|
2.618 |
4.003 |
|
4.250 |
3.807 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.377 |
4.364 |
| PP |
4.362 |
4.353 |
| S1 |
4.347 |
4.343 |
|