NYMEX Natural Gas Future December 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 |
5.893 |
6.047 |
0.154 |
2.6% |
5.860 |
| High |
6.072 |
6.170 |
0.098 |
1.6% |
5.985 |
| Low |
5.820 |
5.888 |
0.068 |
1.2% |
5.700 |
| Close |
6.047 |
5.943 |
-0.104 |
-1.7% |
5.860 |
| Range |
0.252 |
0.282 |
0.030 |
11.9% |
0.285 |
| ATR |
0.208 |
0.213 |
0.005 |
2.5% |
0.000 |
| Volume |
3,046 |
4,050 |
1,004 |
33.0% |
18,509 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.846 |
6.677 |
6.098 |
|
| R3 |
6.564 |
6.395 |
6.021 |
|
| R2 |
6.282 |
6.282 |
5.995 |
|
| R1 |
6.113 |
6.113 |
5.969 |
6.057 |
| PP |
6.000 |
6.000 |
6.000 |
5.972 |
| S1 |
5.831 |
5.831 |
5.917 |
5.775 |
| S2 |
5.718 |
5.718 |
5.891 |
|
| S3 |
5.436 |
5.549 |
5.865 |
|
| S4 |
5.154 |
5.267 |
5.788 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.703 |
6.567 |
6.017 |
|
| R3 |
6.418 |
6.282 |
5.938 |
|
| R2 |
6.133 |
6.133 |
5.912 |
|
| R1 |
5.997 |
5.997 |
5.886 |
6.003 |
| PP |
5.848 |
5.848 |
5.848 |
5.851 |
| S1 |
5.712 |
5.712 |
5.834 |
5.718 |
| S2 |
5.563 |
5.563 |
5.808 |
|
| S3 |
5.278 |
5.427 |
5.782 |
|
| S4 |
4.993 |
5.142 |
5.703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.170 |
5.700 |
0.470 |
7.9% |
0.234 |
3.9% |
52% |
True |
False |
3,598 |
| 10 |
6.170 |
5.468 |
0.702 |
11.8% |
0.229 |
3.8% |
68% |
True |
False |
3,934 |
| 20 |
6.170 |
5.365 |
0.805 |
13.5% |
0.220 |
3.7% |
72% |
True |
False |
3,694 |
| 40 |
6.170 |
5.170 |
1.000 |
16.8% |
0.186 |
3.1% |
77% |
True |
False |
3,282 |
| 60 |
6.170 |
5.170 |
1.000 |
16.8% |
0.171 |
2.9% |
77% |
True |
False |
2,898 |
| 80 |
6.170 |
5.170 |
1.000 |
16.8% |
0.172 |
2.9% |
77% |
True |
False |
2,662 |
| 100 |
6.550 |
5.170 |
1.380 |
23.2% |
0.167 |
2.8% |
56% |
False |
False |
2,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.369 |
|
2.618 |
6.908 |
|
1.618 |
6.626 |
|
1.000 |
6.452 |
|
0.618 |
6.344 |
|
HIGH |
6.170 |
|
0.618 |
6.062 |
|
0.500 |
6.029 |
|
0.382 |
5.996 |
|
LOW |
5.888 |
|
0.618 |
5.714 |
|
1.000 |
5.606 |
|
1.618 |
5.432 |
|
2.618 |
5.150 |
|
4.250 |
4.690 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.029 |
5.980 |
| PP |
6.000 |
5.968 |
| S1 |
5.972 |
5.955 |
|