NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.154 |
3.939 |
-0.215 |
-5.2% |
4.340 |
High |
4.206 |
4.008 |
-0.198 |
-4.7% |
4.575 |
Low |
3.859 |
3.815 |
-0.044 |
-1.1% |
4.083 |
Close |
3.914 |
3.970 |
0.056 |
1.4% |
4.098 |
Range |
0.347 |
0.193 |
-0.154 |
-44.4% |
0.492 |
ATR |
0.236 |
0.233 |
-0.003 |
-1.3% |
0.000 |
Volume |
83,366 |
101,063 |
17,697 |
21.2% |
518,114 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.510 |
4.433 |
4.076 |
|
R3 |
4.317 |
4.240 |
4.023 |
|
R2 |
4.124 |
4.124 |
4.005 |
|
R1 |
4.047 |
4.047 |
3.988 |
4.086 |
PP |
3.931 |
3.931 |
3.931 |
3.950 |
S1 |
3.854 |
3.854 |
3.952 |
3.893 |
S2 |
3.738 |
3.738 |
3.935 |
|
S3 |
3.545 |
3.661 |
3.917 |
|
S4 |
3.352 |
3.468 |
3.864 |
|
|
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 |
4.349 |
3.815 |
0.534 |
13.5% |
0.248 |
6.2% |
29% |
False |
True |
95,585 |
10 |
4.575 |
3.815 |
0.760 |
19.1% |
0.269 |
6.8% |
20% |
False |
True |
99,521 |
20 |
4.575 |
3.251 |
1.324 |
33.4% |
0.231 |
5.8% |
54% |
False |
False |
75,375 |
40 |
4.580 |
3.251 |
1.329 |
33.5% |
0.212 |
5.3% |
54% |
False |
False |
47,509 |
60 |
4.609 |
3.251 |
1.358 |
34.2% |
0.216 |
5.4% |
53% |
False |
False |
34,631 |
80 |
5.140 |
3.251 |
1.889 |
47.6% |
0.215 |
5.4% |
38% |
False |
False |
27,144 |
100 |
6.413 |
3.251 |
3.162 |
79.6% |
0.216 |
5.4% |
23% |
False |
False |
22,120 |
120 |
6.995 |
3.251 |
3.744 |
94.3% |
0.217 |
5.5% |
19% |
False |
False |
18,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.828 |
2.618 |
4.513 |
1.618 |
4.320 |
1.000 |
4.201 |
0.618 |
4.127 |
HIGH |
4.008 |
0.618 |
3.934 |
0.500 |
3.912 |
0.382 |
3.889 |
LOW |
3.815 |
0.618 |
3.696 |
1.000 |
3.622 |
1.618 |
3.503 |
2.618 |
3.310 |
4.250 |
2.995 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3.951 |
4.027 |
PP |
3.931 |
4.008 |
S1 |
3.912 |
3.989 |
|