NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.371 |
4.410 |
0.039 |
0.9% |
4.436 |
High |
4.472 |
4.412 |
-0.060 |
-1.3% |
4.690 |
Low |
4.250 |
4.200 |
-0.050 |
-1.2% |
4.200 |
Close |
4.414 |
4.217 |
-0.197 |
-4.5% |
4.217 |
Range |
0.222 |
0.212 |
-0.010 |
-4.5% |
0.490 |
ATR |
0.215 |
0.215 |
0.000 |
0.0% |
0.000 |
Volume |
51,206 |
36,342 |
-14,864 |
-29.0% |
179,034 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.912 |
4.777 |
4.334 |
|
R3 |
4.700 |
4.565 |
4.275 |
|
R2 |
4.488 |
4.488 |
4.256 |
|
R1 |
4.353 |
4.353 |
4.236 |
4.315 |
PP |
4.276 |
4.276 |
4.276 |
4.257 |
S1 |
4.141 |
4.141 |
4.198 |
4.103 |
S2 |
4.064 |
4.064 |
4.178 |
|
S3 |
3.852 |
3.929 |
4.159 |
|
S4 |
3.640 |
3.717 |
4.100 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.839 |
5.518 |
4.487 |
|
R3 |
5.349 |
5.028 |
4.352 |
|
R2 |
4.859 |
4.859 |
4.307 |
|
R1 |
4.538 |
4.538 |
4.262 |
4.454 |
PP |
4.369 |
4.369 |
4.369 |
4.327 |
S1 |
4.048 |
4.048 |
4.172 |
3.964 |
S2 |
3.879 |
3.879 |
4.127 |
|
S3 |
3.389 |
3.558 |
4.082 |
|
S4 |
2.899 |
3.068 |
3.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.690 |
4.200 |
0.490 |
11.6% |
0.243 |
5.8% |
3% |
False |
True |
35,806 |
10 |
4.690 |
3.603 |
1.087 |
25.8% |
0.252 |
6.0% |
56% |
False |
False |
27,481 |
20 |
4.690 |
3.395 |
1.295 |
30.7% |
0.205 |
4.9% |
63% |
False |
False |
18,854 |
40 |
4.721 |
3.395 |
1.326 |
31.4% |
0.193 |
4.6% |
62% |
False |
False |
14,148 |
60 |
4.721 |
3.395 |
1.326 |
31.4% |
0.191 |
4.5% |
62% |
False |
False |
11,555 |
80 |
5.280 |
3.395 |
1.885 |
44.7% |
0.196 |
4.7% |
44% |
False |
False |
9,428 |
100 |
6.521 |
3.395 |
3.126 |
74.1% |
0.201 |
4.8% |
26% |
False |
False |
7,841 |
120 |
7.106 |
3.395 |
3.711 |
88.0% |
0.200 |
4.7% |
22% |
False |
False |
6,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.313 |
2.618 |
4.967 |
1.618 |
4.755 |
1.000 |
4.624 |
0.618 |
4.543 |
HIGH |
4.412 |
0.618 |
4.331 |
0.500 |
4.306 |
0.382 |
4.281 |
LOW |
4.200 |
0.618 |
4.069 |
1.000 |
3.988 |
1.618 |
3.857 |
2.618 |
3.645 |
4.250 |
3.299 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.306 |
4.445 |
PP |
4.276 |
4.369 |
S1 |
4.247 |
4.293 |
|