NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.560 |
4.216 |
-0.344 |
-7.5% |
3.544 |
High |
4.575 |
4.349 |
-0.226 |
-4.9% |
4.360 |
Low |
4.203 |
4.125 |
-0.078 |
-1.9% |
3.469 |
Close |
4.333 |
4.292 |
-0.041 |
-0.9% |
4.311 |
Range |
0.372 |
0.224 |
-0.148 |
-39.8% |
0.891 |
ATR |
0.226 |
0.226 |
0.000 |
-0.1% |
0.000 |
Volume |
111,072 |
117,793 |
6,721 |
6.1% |
428,027 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.927 |
4.834 |
4.415 |
|
R3 |
4.703 |
4.610 |
4.354 |
|
R2 |
4.479 |
4.479 |
4.333 |
|
R1 |
4.386 |
4.386 |
4.313 |
4.433 |
PP |
4.255 |
4.255 |
4.255 |
4.279 |
S1 |
4.162 |
4.162 |
4.271 |
4.209 |
S2 |
4.031 |
4.031 |
4.251 |
|
S3 |
3.807 |
3.938 |
4.230 |
|
S4 |
3.583 |
3.714 |
4.169 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.720 |
6.406 |
4.801 |
|
R3 |
5.829 |
5.515 |
4.556 |
|
R2 |
4.938 |
4.938 |
4.474 |
|
R1 |
4.624 |
4.624 |
4.393 |
4.781 |
PP |
4.047 |
4.047 |
4.047 |
4.125 |
S1 |
3.733 |
3.733 |
4.229 |
3.890 |
S2 |
3.156 |
3.156 |
4.148 |
|
S3 |
2.265 |
2.842 |
4.066 |
|
S4 |
1.374 |
1.951 |
3.821 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.575 |
4.096 |
0.479 |
11.2% |
0.261 |
6.1% |
41% |
False |
False |
107,127 |
10 |
4.575 |
3.361 |
1.214 |
28.3% |
0.263 |
6.1% |
77% |
False |
False |
89,571 |
20 |
4.575 |
3.251 |
1.324 |
30.8% |
0.214 |
5.0% |
79% |
False |
False |
63,501 |
40 |
4.609 |
3.251 |
1.358 |
31.6% |
0.218 |
5.1% |
77% |
False |
False |
39,345 |
60 |
4.609 |
3.251 |
1.358 |
31.6% |
0.210 |
4.9% |
77% |
False |
False |
28,930 |
80 |
5.140 |
3.251 |
1.889 |
44.0% |
0.212 |
4.9% |
55% |
False |
False |
22,776 |
100 |
6.413 |
3.251 |
3.162 |
73.7% |
0.216 |
5.0% |
33% |
False |
False |
18,588 |
120 |
6.995 |
3.251 |
3.744 |
87.2% |
0.215 |
5.0% |
28% |
False |
False |
15,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.301 |
2.618 |
4.935 |
1.618 |
4.711 |
1.000 |
4.573 |
0.618 |
4.487 |
HIGH |
4.349 |
0.618 |
4.263 |
0.500 |
4.237 |
0.382 |
4.211 |
LOW |
4.125 |
0.618 |
3.987 |
1.000 |
3.901 |
1.618 |
3.763 |
2.618 |
3.539 |
4.250 |
3.173 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.274 |
4.350 |
PP |
4.255 |
4.331 |
S1 |
4.237 |
4.311 |
|