NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.595 |
3.480 |
-0.115 |
-3.2% |
4.037 |
| High |
3.638 |
3.589 |
-0.049 |
-1.3% |
4.239 |
| Low |
3.478 |
3.388 |
-0.090 |
-2.6% |
3.478 |
| Close |
3.515 |
3.537 |
0.022 |
0.6% |
3.515 |
| Range |
0.160 |
0.201 |
0.041 |
25.6% |
0.761 |
| ATR |
0.240 |
0.238 |
-0.003 |
-1.2% |
0.000 |
| Volume |
97,805 |
53,970 |
-43,835 |
-44.8% |
432,068 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.108 |
4.023 |
3.648 |
|
| R3 |
3.907 |
3.822 |
3.592 |
|
| R2 |
3.706 |
3.706 |
3.574 |
|
| R1 |
3.621 |
3.621 |
3.555 |
3.664 |
| PP |
3.505 |
3.505 |
3.505 |
3.526 |
| S1 |
3.420 |
3.420 |
3.519 |
3.463 |
| S2 |
3.304 |
3.304 |
3.500 |
|
| S3 |
3.103 |
3.219 |
3.482 |
|
| S4 |
2.902 |
3.018 |
3.426 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.027 |
5.532 |
3.934 |
|
| R3 |
5.266 |
4.771 |
3.724 |
|
| R2 |
4.505 |
4.505 |
3.655 |
|
| R1 |
4.010 |
4.010 |
3.585 |
3.877 |
| PP |
3.744 |
3.744 |
3.744 |
3.678 |
| S1 |
3.249 |
3.249 |
3.445 |
3.116 |
| S2 |
2.983 |
2.983 |
3.375 |
|
| S3 |
2.222 |
2.488 |
3.306 |
|
| S4 |
1.461 |
1.727 |
3.096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.206 |
3.388 |
0.818 |
23.1% |
0.265 |
7.5% |
18% |
False |
True |
84,409 |
| 10 |
4.575 |
3.388 |
1.187 |
33.6% |
0.267 |
7.6% |
13% |
False |
True |
91,367 |
| 20 |
4.575 |
3.251 |
1.324 |
37.4% |
0.248 |
7.0% |
22% |
False |
False |
82,413 |
| 40 |
4.575 |
3.251 |
1.324 |
37.4% |
0.209 |
5.9% |
22% |
False |
False |
52,664 |
| 60 |
4.609 |
3.251 |
1.358 |
38.4% |
0.217 |
6.1% |
21% |
False |
False |
38,330 |
| 80 |
5.140 |
3.251 |
1.889 |
53.4% |
0.218 |
6.2% |
15% |
False |
False |
30,010 |
| 100 |
6.413 |
3.251 |
3.162 |
89.4% |
0.221 |
6.2% |
9% |
False |
False |
24,461 |
| 120 |
6.760 |
3.251 |
3.509 |
99.2% |
0.215 |
6.1% |
8% |
False |
False |
20,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.443 |
|
2.618 |
4.115 |
|
1.618 |
3.914 |
|
1.000 |
3.790 |
|
0.618 |
3.713 |
|
HIGH |
3.589 |
|
0.618 |
3.512 |
|
0.500 |
3.489 |
|
0.382 |
3.465 |
|
LOW |
3.388 |
|
0.618 |
3.264 |
|
1.000 |
3.187 |
|
1.618 |
3.063 |
|
2.618 |
2.862 |
|
4.250 |
2.534 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.521 |
3.696 |
| PP |
3.505 |
3.643 |
| S1 |
3.489 |
3.590 |
|