NYMEX Natural Gas Future October 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 |
4.333 |
4.242 |
-0.091 |
-2.1% |
4.489 |
| High |
4.372 |
4.263 |
-0.109 |
-2.5% |
4.550 |
| Low |
4.179 |
4.142 |
-0.037 |
-0.9% |
4.206 |
| Close |
4.204 |
4.178 |
-0.026 |
-0.6% |
4.451 |
| Range |
0.193 |
0.121 |
-0.072 |
-37.3% |
0.344 |
| ATR |
0.214 |
0.207 |
-0.007 |
-3.1% |
0.000 |
| Volume |
8,983 |
11,846 |
2,863 |
31.9% |
54,085 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.557 |
4.489 |
4.245 |
|
| R3 |
4.436 |
4.368 |
4.211 |
|
| R2 |
4.315 |
4.315 |
4.200 |
|
| R1 |
4.247 |
4.247 |
4.189 |
4.221 |
| PP |
4.194 |
4.194 |
4.194 |
4.181 |
| S1 |
4.126 |
4.126 |
4.167 |
4.100 |
| S2 |
4.073 |
4.073 |
4.156 |
|
| S3 |
3.952 |
4.005 |
4.145 |
|
| S4 |
3.831 |
3.884 |
4.111 |
|
|
| 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 |
4.142 |
0.328 |
7.9% |
0.156 |
3.7% |
11% |
False |
True |
10,578 |
| 10 |
4.821 |
4.142 |
0.679 |
16.3% |
0.176 |
4.2% |
5% |
False |
True |
11,859 |
| 20 |
4.933 |
4.032 |
0.901 |
21.6% |
0.212 |
5.1% |
16% |
False |
False |
13,942 |
| 40 |
4.955 |
3.892 |
1.063 |
25.4% |
0.231 |
5.5% |
27% |
False |
False |
12,717 |
| 60 |
4.955 |
3.754 |
1.201 |
28.7% |
0.203 |
4.9% |
35% |
False |
False |
10,555 |
| 80 |
4.978 |
3.754 |
1.224 |
29.3% |
0.198 |
4.7% |
35% |
False |
False |
9,604 |
| 100 |
5.499 |
3.754 |
1.745 |
41.8% |
0.196 |
4.7% |
24% |
False |
False |
8,890 |
| 120 |
6.200 |
3.754 |
2.446 |
58.5% |
0.197 |
4.7% |
17% |
False |
False |
8,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.777 |
|
2.618 |
4.580 |
|
1.618 |
4.459 |
|
1.000 |
4.384 |
|
0.618 |
4.338 |
|
HIGH |
4.263 |
|
0.618 |
4.217 |
|
0.500 |
4.203 |
|
0.382 |
4.188 |
|
LOW |
4.142 |
|
0.618 |
4.067 |
|
1.000 |
4.021 |
|
1.618 |
3.946 |
|
2.618 |
3.825 |
|
4.250 |
3.628 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.203 |
4.290 |
| PP |
4.194 |
4.252 |
| S1 |
4.186 |
4.215 |
|