NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.410 |
4.170 |
-0.240 |
-5.4% |
4.436 |
High |
4.412 |
4.358 |
-0.054 |
-1.2% |
4.690 |
Low |
4.200 |
4.118 |
-0.082 |
-2.0% |
4.200 |
Close |
4.217 |
4.265 |
0.048 |
1.1% |
4.217 |
Range |
0.212 |
0.240 |
0.028 |
13.2% |
0.490 |
ATR |
0.215 |
0.217 |
0.002 |
0.8% |
0.000 |
Volume |
36,342 |
28,764 |
-7,578 |
-20.9% |
179,034 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.967 |
4.856 |
4.397 |
|
R3 |
4.727 |
4.616 |
4.331 |
|
R2 |
4.487 |
4.487 |
4.309 |
|
R1 |
4.376 |
4.376 |
4.287 |
4.432 |
PP |
4.247 |
4.247 |
4.247 |
4.275 |
S1 |
4.136 |
4.136 |
4.243 |
4.192 |
S2 |
4.007 |
4.007 |
4.221 |
|
S3 |
3.767 |
3.896 |
4.199 |
|
S4 |
3.527 |
3.656 |
4.133 |
|
|
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 |
4.118 |
0.572 |
13.4% |
0.259 |
6.1% |
26% |
False |
True |
36,830 |
10 |
4.690 |
3.705 |
0.985 |
23.1% |
0.250 |
5.8% |
57% |
False |
False |
28,877 |
20 |
4.690 |
3.395 |
1.295 |
30.4% |
0.206 |
4.8% |
67% |
False |
False |
19,920 |
40 |
4.721 |
3.395 |
1.326 |
31.1% |
0.193 |
4.5% |
66% |
False |
False |
14,710 |
60 |
4.721 |
3.395 |
1.326 |
31.1% |
0.194 |
4.5% |
66% |
False |
False |
11,930 |
80 |
5.280 |
3.395 |
1.885 |
44.2% |
0.196 |
4.6% |
46% |
False |
False |
9,759 |
100 |
6.521 |
3.395 |
3.126 |
73.3% |
0.202 |
4.7% |
28% |
False |
False |
8,109 |
120 |
7.106 |
3.395 |
3.711 |
87.0% |
0.201 |
4.7% |
23% |
False |
False |
6,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.378 |
2.618 |
4.986 |
1.618 |
4.746 |
1.000 |
4.598 |
0.618 |
4.506 |
HIGH |
4.358 |
0.618 |
4.266 |
0.500 |
4.238 |
0.382 |
4.210 |
LOW |
4.118 |
0.618 |
3.970 |
1.000 |
3.878 |
1.618 |
3.730 |
2.618 |
3.490 |
4.250 |
3.098 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.256 |
4.295 |
PP |
4.247 |
4.285 |
S1 |
4.238 |
4.275 |
|