NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.440 |
5.324 |
-0.116 |
-2.1% |
5.189 |
High |
5.445 |
5.324 |
-0.121 |
-2.2% |
5.515 |
Low |
5.215 |
5.145 |
-0.070 |
-1.3% |
5.145 |
Close |
5.266 |
5.151 |
-0.115 |
-2.2% |
5.151 |
Range |
0.230 |
0.179 |
-0.051 |
-22.2% |
0.370 |
ATR |
0.213 |
0.211 |
-0.002 |
-1.1% |
0.000 |
Volume |
6,875 |
4,760 |
-2,115 |
-30.8% |
27,162 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.744 |
5.626 |
5.249 |
|
R3 |
5.565 |
5.447 |
5.200 |
|
R2 |
5.386 |
5.386 |
5.184 |
|
R1 |
5.268 |
5.268 |
5.167 |
5.238 |
PP |
5.207 |
5.207 |
5.207 |
5.191 |
S1 |
5.089 |
5.089 |
5.135 |
5.059 |
S2 |
5.028 |
5.028 |
5.118 |
|
S3 |
4.849 |
4.910 |
5.102 |
|
S4 |
4.670 |
4.731 |
5.053 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.380 |
6.136 |
5.355 |
|
R3 |
6.010 |
5.766 |
5.253 |
|
R2 |
5.640 |
5.640 |
5.219 |
|
R1 |
5.396 |
5.396 |
5.185 |
5.333 |
PP |
5.270 |
5.270 |
5.270 |
5.239 |
S1 |
5.026 |
5.026 |
5.117 |
4.963 |
S2 |
4.900 |
4.900 |
5.083 |
|
S3 |
4.530 |
4.656 |
5.049 |
|
S4 |
4.160 |
4.286 |
4.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.515 |
5.145 |
0.370 |
7.2% |
0.219 |
4.2% |
2% |
False |
True |
5,432 |
10 |
5.515 |
4.968 |
0.547 |
10.6% |
0.196 |
3.8% |
33% |
False |
False |
4,801 |
20 |
5.515 |
4.605 |
0.910 |
17.7% |
0.212 |
4.1% |
60% |
False |
False |
4,273 |
40 |
5.523 |
4.434 |
1.089 |
21.1% |
0.195 |
3.8% |
66% |
False |
False |
3,535 |
60 |
5.523 |
4.434 |
1.089 |
21.1% |
0.171 |
3.3% |
66% |
False |
False |
2,771 |
80 |
5.523 |
4.434 |
1.089 |
21.1% |
0.166 |
3.2% |
66% |
False |
False |
2,324 |
100 |
5.975 |
4.434 |
1.541 |
29.9% |
0.165 |
3.2% |
47% |
False |
False |
2,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.085 |
2.618 |
5.793 |
1.618 |
5.614 |
1.000 |
5.503 |
0.618 |
5.435 |
HIGH |
5.324 |
0.618 |
5.256 |
0.500 |
5.235 |
0.382 |
5.213 |
LOW |
5.145 |
0.618 |
5.034 |
1.000 |
4.966 |
1.618 |
4.855 |
2.618 |
4.676 |
4.250 |
4.384 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.235 |
5.295 |
PP |
5.207 |
5.247 |
S1 |
5.179 |
5.199 |
|