NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.216 |
4.300 |
0.084 |
2.0% |
4.340 |
High |
4.349 |
4.317 |
-0.032 |
-0.7% |
4.575 |
Low |
4.125 |
4.083 |
-0.042 |
-1.0% |
4.083 |
Close |
4.292 |
4.098 |
-0.194 |
-4.5% |
4.098 |
Range |
0.224 |
0.234 |
0.010 |
4.5% |
0.492 |
ATR |
0.226 |
0.226 |
0.001 |
0.3% |
0.000 |
Volume |
117,793 |
111,717 |
-6,076 |
-5.2% |
518,114 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.868 |
4.717 |
4.227 |
|
R3 |
4.634 |
4.483 |
4.162 |
|
R2 |
4.400 |
4.400 |
4.141 |
|
R1 |
4.249 |
4.249 |
4.119 |
4.208 |
PP |
4.166 |
4.166 |
4.166 |
4.145 |
S1 |
4.015 |
4.015 |
4.077 |
3.974 |
S2 |
3.932 |
3.932 |
4.055 |
|
S3 |
3.698 |
3.781 |
4.034 |
|
S4 |
3.464 |
3.547 |
3.969 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.728 |
5.405 |
4.369 |
|
R3 |
5.236 |
4.913 |
4.233 |
|
R2 |
4.744 |
4.744 |
4.188 |
|
R1 |
4.421 |
4.421 |
4.143 |
4.337 |
PP |
4.252 |
4.252 |
4.252 |
4.210 |
S1 |
3.929 |
3.929 |
4.053 |
3.845 |
S2 |
3.760 |
3.760 |
4.008 |
|
S3 |
3.268 |
3.437 |
3.963 |
|
S4 |
2.776 |
2.945 |
3.827 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.575 |
4.083 |
0.492 |
12.0% |
0.255 |
6.2% |
3% |
False |
True |
103,622 |
10 |
4.575 |
3.469 |
1.106 |
27.0% |
0.264 |
6.4% |
57% |
False |
False |
94,614 |
20 |
4.575 |
3.251 |
1.324 |
32.3% |
0.213 |
5.2% |
64% |
False |
False |
67,113 |
40 |
4.589 |
3.251 |
1.338 |
32.7% |
0.205 |
5.0% |
63% |
False |
False |
41,964 |
60 |
4.609 |
3.251 |
1.358 |
33.1% |
0.210 |
5.1% |
62% |
False |
False |
30,689 |
80 |
5.140 |
3.251 |
1.889 |
46.1% |
0.213 |
5.2% |
45% |
False |
False |
24,155 |
100 |
6.413 |
3.251 |
3.162 |
77.2% |
0.216 |
5.3% |
27% |
False |
False |
19,677 |
120 |
6.995 |
3.251 |
3.744 |
91.4% |
0.215 |
5.2% |
23% |
False |
False |
16,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.312 |
2.618 |
4.930 |
1.618 |
4.696 |
1.000 |
4.551 |
0.618 |
4.462 |
HIGH |
4.317 |
0.618 |
4.228 |
0.500 |
4.200 |
0.382 |
4.172 |
LOW |
4.083 |
0.618 |
3.938 |
1.000 |
3.849 |
1.618 |
3.704 |
2.618 |
3.470 |
4.250 |
3.089 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.200 |
4.329 |
PP |
4.166 |
4.252 |
S1 |
4.132 |
4.175 |
|