NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
5.189 |
5.455 |
0.266 |
5.1% |
5.082 |
| High |
5.410 |
5.515 |
0.105 |
1.9% |
5.285 |
| Low |
5.180 |
5.236 |
0.056 |
1.1% |
4.968 |
| Close |
5.390 |
5.285 |
-0.105 |
-1.9% |
5.169 |
| Range |
0.230 |
0.279 |
0.049 |
21.3% |
0.317 |
| ATR |
0.209 |
0.214 |
0.005 |
2.4% |
0.000 |
| Volume |
3,478 |
5,127 |
1,649 |
47.4% |
20,855 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.182 |
6.013 |
5.438 |
|
| R3 |
5.903 |
5.734 |
5.362 |
|
| R2 |
5.624 |
5.624 |
5.336 |
|
| R1 |
5.455 |
5.455 |
5.311 |
5.400 |
| PP |
5.345 |
5.345 |
5.345 |
5.318 |
| S1 |
5.176 |
5.176 |
5.259 |
5.121 |
| S2 |
5.066 |
5.066 |
5.234 |
|
| S3 |
4.787 |
4.897 |
5.208 |
|
| S4 |
4.508 |
4.618 |
5.132 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.092 |
5.947 |
5.343 |
|
| R3 |
5.775 |
5.630 |
5.256 |
|
| R2 |
5.458 |
5.458 |
5.227 |
|
| R1 |
5.313 |
5.313 |
5.198 |
5.386 |
| PP |
5.141 |
5.141 |
5.141 |
5.177 |
| S1 |
4.996 |
4.996 |
5.140 |
5.069 |
| S2 |
4.824 |
4.824 |
5.111 |
|
| S3 |
4.507 |
4.679 |
5.082 |
|
| S4 |
4.190 |
4.362 |
4.995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.515 |
4.968 |
0.547 |
10.4% |
0.228 |
4.3% |
58% |
True |
False |
4,608 |
| 10 |
5.515 |
4.733 |
0.782 |
14.8% |
0.223 |
4.2% |
71% |
True |
False |
3,979 |
| 20 |
5.515 |
4.605 |
0.910 |
17.2% |
0.217 |
4.1% |
75% |
True |
False |
3,682 |
| 40 |
5.523 |
4.434 |
1.089 |
20.6% |
0.186 |
3.5% |
78% |
False |
False |
3,145 |
| 60 |
5.523 |
4.434 |
1.089 |
20.6% |
0.167 |
3.2% |
78% |
False |
False |
2,505 |
| 80 |
5.523 |
4.434 |
1.089 |
20.6% |
0.163 |
3.1% |
78% |
False |
False |
2,130 |
| 100 |
5.975 |
4.434 |
1.541 |
29.2% |
0.164 |
3.1% |
55% |
False |
False |
1,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.701 |
|
2.618 |
6.245 |
|
1.618 |
5.966 |
|
1.000 |
5.794 |
|
0.618 |
5.687 |
|
HIGH |
5.515 |
|
0.618 |
5.408 |
|
0.500 |
5.376 |
|
0.382 |
5.343 |
|
LOW |
5.236 |
|
0.618 |
5.064 |
|
1.000 |
4.957 |
|
1.618 |
4.785 |
|
2.618 |
4.506 |
|
4.250 |
4.050 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.376 |
5.301 |
| PP |
5.345 |
5.295 |
| S1 |
5.315 |
5.290 |
|