NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 18-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.265 |
5.440 |
0.175 |
3.3% |
5.082 |
High |
5.386 |
5.445 |
0.059 |
1.1% |
5.285 |
Low |
5.210 |
5.215 |
0.005 |
0.1% |
4.968 |
Close |
5.382 |
5.266 |
-0.116 |
-2.2% |
5.169 |
Range |
0.176 |
0.230 |
0.054 |
30.7% |
0.317 |
ATR |
0.212 |
0.213 |
0.001 |
0.6% |
0.000 |
Volume |
6,922 |
6,875 |
-47 |
-0.7% |
20,855 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.999 |
5.862 |
5.393 |
|
R3 |
5.769 |
5.632 |
5.329 |
|
R2 |
5.539 |
5.539 |
5.308 |
|
R1 |
5.402 |
5.402 |
5.287 |
5.356 |
PP |
5.309 |
5.309 |
5.309 |
5.285 |
S1 |
5.172 |
5.172 |
5.245 |
5.126 |
S2 |
5.079 |
5.079 |
5.224 |
|
S3 |
4.849 |
4.942 |
5.203 |
|
S4 |
4.619 |
4.712 |
5.140 |
|
|
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 |
5.086 |
0.429 |
8.1% |
0.217 |
4.1% |
42% |
False |
False |
5,821 |
10 |
5.515 |
4.968 |
0.547 |
10.4% |
0.200 |
3.8% |
54% |
False |
False |
4,625 |
20 |
5.515 |
4.605 |
0.910 |
17.3% |
0.215 |
4.1% |
73% |
False |
False |
4,139 |
40 |
5.523 |
4.434 |
1.089 |
20.7% |
0.193 |
3.7% |
76% |
False |
False |
3,438 |
60 |
5.523 |
4.434 |
1.089 |
20.7% |
0.169 |
3.2% |
76% |
False |
False |
2,707 |
80 |
5.523 |
4.434 |
1.089 |
20.7% |
0.165 |
3.1% |
76% |
False |
False |
2,276 |
100 |
5.975 |
4.434 |
1.541 |
29.3% |
0.165 |
3.1% |
54% |
False |
False |
2,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.423 |
2.618 |
6.047 |
1.618 |
5.817 |
1.000 |
5.675 |
0.618 |
5.587 |
HIGH |
5.445 |
0.618 |
5.357 |
0.500 |
5.330 |
0.382 |
5.303 |
LOW |
5.215 |
0.618 |
5.073 |
1.000 |
4.985 |
1.618 |
4.843 |
2.618 |
4.613 |
4.250 |
4.238 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.330 |
5.363 |
PP |
5.309 |
5.330 |
S1 |
5.287 |
5.298 |
|