NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.480 |
3.570 |
0.090 |
2.6% |
4.037 |
| High |
3.589 |
3.578 |
-0.011 |
-0.3% |
4.239 |
| Low |
3.388 |
3.452 |
0.064 |
1.9% |
3.478 |
| Close |
3.537 |
3.538 |
0.001 |
0.0% |
3.515 |
| Range |
0.201 |
0.126 |
-0.075 |
-37.3% |
0.761 |
| ATR |
0.238 |
0.230 |
-0.008 |
-3.4% |
0.000 |
| Volume |
53,970 |
75,036 |
21,066 |
39.0% |
432,068 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.901 |
3.845 |
3.607 |
|
| R3 |
3.775 |
3.719 |
3.573 |
|
| R2 |
3.649 |
3.649 |
3.561 |
|
| R1 |
3.593 |
3.593 |
3.550 |
3.558 |
| PP |
3.523 |
3.523 |
3.523 |
3.505 |
| S1 |
3.467 |
3.467 |
3.526 |
3.432 |
| S2 |
3.397 |
3.397 |
3.515 |
|
| S3 |
3.271 |
3.341 |
3.503 |
|
| S4 |
3.145 |
3.215 |
3.469 |
|
|
| 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 |
4.008 |
3.388 |
0.620 |
17.5% |
0.221 |
6.2% |
24% |
False |
False |
82,743 |
| 10 |
4.575 |
3.388 |
1.187 |
33.6% |
0.252 |
7.1% |
13% |
False |
False |
90,165 |
| 20 |
4.575 |
3.251 |
1.324 |
37.4% |
0.245 |
6.9% |
22% |
False |
False |
83,825 |
| 40 |
4.575 |
3.251 |
1.324 |
37.4% |
0.209 |
5.9% |
22% |
False |
False |
54,205 |
| 60 |
4.609 |
3.251 |
1.358 |
38.4% |
0.213 |
6.0% |
21% |
False |
False |
39,439 |
| 80 |
5.140 |
3.251 |
1.889 |
53.4% |
0.216 |
6.1% |
15% |
False |
False |
30,911 |
| 100 |
6.413 |
3.251 |
3.162 |
89.4% |
0.219 |
6.2% |
9% |
False |
False |
25,202 |
| 120 |
6.627 |
3.251 |
3.376 |
95.4% |
0.215 |
6.1% |
9% |
False |
False |
21,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.114 |
|
2.618 |
3.908 |
|
1.618 |
3.782 |
|
1.000 |
3.704 |
|
0.618 |
3.656 |
|
HIGH |
3.578 |
|
0.618 |
3.530 |
|
0.500 |
3.515 |
|
0.382 |
3.500 |
|
LOW |
3.452 |
|
0.618 |
3.374 |
|
1.000 |
3.326 |
|
1.618 |
3.248 |
|
2.618 |
3.122 |
|
4.250 |
2.917 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.530 |
3.530 |
| PP |
3.523 |
3.521 |
| S1 |
3.515 |
3.513 |
|