NYMEX Natural Gas Future November 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 |
4.970 |
5.069 |
0.099 |
2.0% |
5.155 |
| High |
5.089 |
5.069 |
-0.020 |
-0.4% |
5.155 |
| Low |
4.908 |
4.960 |
0.052 |
1.1% |
4.843 |
| Close |
5.078 |
4.977 |
-0.101 |
-2.0% |
5.078 |
| Range |
0.181 |
0.109 |
-0.072 |
-39.8% |
0.312 |
| ATR |
0.194 |
0.188 |
-0.005 |
-2.8% |
0.000 |
| Volume |
3,175 |
2,883 |
-292 |
-9.2% |
15,310 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.329 |
5.262 |
5.037 |
|
| R3 |
5.220 |
5.153 |
5.007 |
|
| R2 |
5.111 |
5.111 |
4.997 |
|
| R1 |
5.044 |
5.044 |
4.987 |
5.023 |
| PP |
5.002 |
5.002 |
5.002 |
4.992 |
| S1 |
4.935 |
4.935 |
4.967 |
4.914 |
| S2 |
4.893 |
4.893 |
4.957 |
|
| S3 |
4.784 |
4.826 |
4.947 |
|
| S4 |
4.675 |
4.717 |
4.917 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.961 |
5.832 |
5.250 |
|
| R3 |
5.649 |
5.520 |
5.164 |
|
| R2 |
5.337 |
5.337 |
5.135 |
|
| R1 |
5.208 |
5.208 |
5.107 |
5.117 |
| PP |
5.025 |
5.025 |
5.025 |
4.980 |
| S1 |
4.896 |
4.896 |
5.049 |
4.805 |
| S2 |
4.713 |
4.713 |
5.021 |
|
| S3 |
4.401 |
4.584 |
4.992 |
|
| S4 |
4.089 |
4.272 |
4.906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.089 |
4.843 |
0.246 |
4.9% |
0.138 |
2.8% |
54% |
False |
False |
3,247 |
| 10 |
5.515 |
4.843 |
0.672 |
13.5% |
0.176 |
3.5% |
20% |
False |
False |
4,187 |
| 20 |
5.515 |
4.733 |
0.782 |
15.7% |
0.192 |
3.9% |
31% |
False |
False |
3,980 |
| 40 |
5.523 |
4.578 |
0.945 |
19.0% |
0.200 |
4.0% |
42% |
False |
False |
3,725 |
| 60 |
5.523 |
4.434 |
1.089 |
21.9% |
0.169 |
3.4% |
50% |
False |
False |
2,895 |
| 80 |
5.523 |
4.434 |
1.089 |
21.9% |
0.164 |
3.3% |
50% |
False |
False |
2,488 |
| 100 |
5.975 |
4.434 |
1.541 |
31.0% |
0.164 |
3.3% |
35% |
False |
False |
2,186 |
| 120 |
7.040 |
4.434 |
2.606 |
52.4% |
0.165 |
3.3% |
21% |
False |
False |
1,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.532 |
|
2.618 |
5.354 |
|
1.618 |
5.245 |
|
1.000 |
5.178 |
|
0.618 |
5.136 |
|
HIGH |
5.069 |
|
0.618 |
5.027 |
|
0.500 |
5.015 |
|
0.382 |
5.002 |
|
LOW |
4.960 |
|
0.618 |
4.893 |
|
1.000 |
4.851 |
|
1.618 |
4.784 |
|
2.618 |
4.675 |
|
4.250 |
4.497 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.015 |
4.987 |
| PP |
5.002 |
4.984 |
| S1 |
4.990 |
4.980 |
|