NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.300 |
4.037 |
-0.263 |
-6.1% |
4.340 |
High |
4.317 |
4.239 |
-0.078 |
-1.8% |
4.575 |
Low |
4.083 |
3.997 |
-0.086 |
-2.1% |
4.083 |
Close |
4.098 |
4.139 |
0.041 |
1.0% |
4.098 |
Range |
0.234 |
0.242 |
0.008 |
3.4% |
0.492 |
ATR |
0.226 |
0.227 |
0.001 |
0.5% |
0.000 |
Volume |
111,717 |
63,989 |
-47,728 |
-42.7% |
518,114 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.851 |
4.737 |
4.272 |
|
R3 |
4.609 |
4.495 |
4.206 |
|
R2 |
4.367 |
4.367 |
4.183 |
|
R1 |
4.253 |
4.253 |
4.161 |
4.310 |
PP |
4.125 |
4.125 |
4.125 |
4.154 |
S1 |
4.011 |
4.011 |
4.117 |
4.068 |
S2 |
3.883 |
3.883 |
4.095 |
|
S3 |
3.641 |
3.769 |
4.072 |
|
S4 |
3.399 |
3.527 |
4.006 |
|
|
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 |
3.997 |
0.578 |
14.0% |
0.270 |
6.5% |
25% |
False |
True |
98,325 |
10 |
4.575 |
3.570 |
1.005 |
24.3% |
0.261 |
6.3% |
57% |
False |
False |
94,091 |
20 |
4.575 |
3.251 |
1.324 |
32.0% |
0.213 |
5.2% |
67% |
False |
False |
68,980 |
40 |
4.589 |
3.251 |
1.338 |
32.3% |
0.206 |
5.0% |
66% |
False |
False |
43,251 |
60 |
4.609 |
3.251 |
1.358 |
32.8% |
0.212 |
5.1% |
65% |
False |
False |
31,685 |
80 |
5.140 |
3.251 |
1.889 |
45.6% |
0.213 |
5.2% |
47% |
False |
False |
24,916 |
100 |
6.413 |
3.251 |
3.162 |
76.4% |
0.217 |
5.2% |
28% |
False |
False |
20,302 |
120 |
6.995 |
3.251 |
3.744 |
90.5% |
0.216 |
5.2% |
24% |
False |
False |
17,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.268 |
2.618 |
4.873 |
1.618 |
4.631 |
1.000 |
4.481 |
0.618 |
4.389 |
HIGH |
4.239 |
0.618 |
4.147 |
0.500 |
4.118 |
0.382 |
4.089 |
LOW |
3.997 |
0.618 |
3.847 |
1.000 |
3.755 |
1.618 |
3.605 |
2.618 |
3.363 |
4.250 |
2.969 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.132 |
4.173 |
PP |
4.125 |
4.162 |
S1 |
4.118 |
4.150 |
|