NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.297 |
4.436 |
0.139 |
3.2% |
3.655 |
High |
4.460 |
4.472 |
0.012 |
0.3% |
4.460 |
Low |
4.218 |
4.311 |
0.093 |
2.2% |
3.603 |
Close |
4.416 |
4.412 |
-0.004 |
-0.1% |
4.416 |
Range |
0.242 |
0.161 |
-0.081 |
-33.5% |
0.857 |
ATR |
0.202 |
0.199 |
-0.003 |
-1.4% |
0.000 |
Volume |
30,919 |
23,645 |
-7,274 |
-23.5% |
95,784 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.881 |
4.808 |
4.501 |
|
R3 |
4.720 |
4.647 |
4.456 |
|
R2 |
4.559 |
4.559 |
4.442 |
|
R1 |
4.486 |
4.486 |
4.427 |
4.442 |
PP |
4.398 |
4.398 |
4.398 |
4.377 |
S1 |
4.325 |
4.325 |
4.397 |
4.281 |
S2 |
4.237 |
4.237 |
4.382 |
|
S3 |
4.076 |
4.164 |
4.368 |
|
S4 |
3.915 |
4.003 |
4.323 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.731 |
6.430 |
4.887 |
|
R3 |
5.874 |
5.573 |
4.652 |
|
R2 |
5.017 |
5.017 |
4.573 |
|
R1 |
4.716 |
4.716 |
4.495 |
4.867 |
PP |
4.160 |
4.160 |
4.160 |
4.235 |
S1 |
3.859 |
3.859 |
4.337 |
4.010 |
S2 |
3.303 |
3.303 |
4.259 |
|
S3 |
2.446 |
3.002 |
4.180 |
|
S4 |
1.589 |
2.145 |
3.945 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.472 |
3.705 |
0.767 |
17.4% |
0.240 |
5.4% |
92% |
True |
False |
20,924 |
10 |
4.472 |
3.395 |
1.077 |
24.4% |
0.217 |
4.9% |
94% |
True |
False |
17,546 |
20 |
4.472 |
3.395 |
1.077 |
24.4% |
0.185 |
4.2% |
94% |
True |
False |
13,808 |
40 |
4.721 |
3.395 |
1.326 |
30.1% |
0.191 |
4.3% |
77% |
False |
False |
10,591 |
60 |
4.865 |
3.395 |
1.470 |
33.3% |
0.184 |
4.2% |
69% |
False |
False |
9,185 |
80 |
5.366 |
3.395 |
1.971 |
44.7% |
0.190 |
4.3% |
52% |
False |
False |
7,547 |
100 |
6.521 |
3.395 |
3.126 |
70.9% |
0.197 |
4.5% |
33% |
False |
False |
6,341 |
120 |
7.121 |
3.395 |
3.726 |
84.5% |
0.198 |
4.5% |
27% |
False |
False |
5,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.156 |
2.618 |
4.893 |
1.618 |
4.732 |
1.000 |
4.633 |
0.618 |
4.571 |
HIGH |
4.472 |
0.618 |
4.410 |
0.500 |
4.392 |
0.382 |
4.373 |
LOW |
4.311 |
0.618 |
4.212 |
1.000 |
4.150 |
1.618 |
4.051 |
2.618 |
3.890 |
4.250 |
3.627 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.405 |
4.344 |
PP |
4.398 |
4.276 |
S1 |
4.392 |
4.208 |
|