NYMEX Natural Gas Future July 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 |
3.715 |
3.609 |
-0.106 |
-2.9% |
4.170 |
| High |
3.770 |
3.697 |
-0.073 |
-1.9% |
4.358 |
| Low |
3.601 |
3.500 |
-0.101 |
-2.8% |
3.601 |
| Close |
3.636 |
3.643 |
0.007 |
0.2% |
3.636 |
| Range |
0.169 |
0.197 |
0.028 |
16.6% |
0.757 |
| ATR |
0.234 |
0.231 |
-0.003 |
-1.1% |
0.000 |
| Volume |
58,137 |
46,084 |
-12,053 |
-20.7% |
213,631 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.204 |
4.121 |
3.751 |
|
| R3 |
4.007 |
3.924 |
3.697 |
|
| R2 |
3.810 |
3.810 |
3.679 |
|
| R1 |
3.727 |
3.727 |
3.661 |
3.769 |
| PP |
3.613 |
3.613 |
3.613 |
3.634 |
| S1 |
3.530 |
3.530 |
3.625 |
3.572 |
| S2 |
3.416 |
3.416 |
3.607 |
|
| S3 |
3.219 |
3.333 |
3.589 |
|
| S4 |
3.022 |
3.136 |
3.535 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.136 |
5.643 |
4.052 |
|
| R3 |
5.379 |
4.886 |
3.844 |
|
| R2 |
4.622 |
4.622 |
3.775 |
|
| R1 |
4.129 |
4.129 |
3.705 |
3.997 |
| PP |
3.865 |
3.865 |
3.865 |
3.799 |
| S1 |
3.372 |
3.372 |
3.567 |
3.240 |
| S2 |
3.108 |
3.108 |
3.497 |
|
| S3 |
2.351 |
2.615 |
3.428 |
|
| S4 |
1.594 |
1.858 |
3.220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.337 |
3.500 |
0.837 |
23.0% |
0.269 |
7.4% |
17% |
False |
True |
46,190 |
| 10 |
4.690 |
3.500 |
1.190 |
32.7% |
0.264 |
7.2% |
12% |
False |
True |
41,510 |
| 20 |
4.690 |
3.395 |
1.295 |
35.5% |
0.241 |
6.6% |
19% |
False |
False |
29,528 |
| 40 |
4.690 |
3.395 |
1.295 |
35.5% |
0.199 |
5.5% |
19% |
False |
False |
19,763 |
| 60 |
4.721 |
3.395 |
1.326 |
36.4% |
0.201 |
5.5% |
19% |
False |
False |
15,196 |
| 80 |
5.280 |
3.395 |
1.885 |
51.7% |
0.202 |
5.5% |
13% |
False |
False |
12,541 |
| 100 |
6.521 |
3.395 |
3.126 |
85.8% |
0.205 |
5.6% |
8% |
False |
False |
10,359 |
| 120 |
6.880 |
3.395 |
3.485 |
95.7% |
0.201 |
5.5% |
7% |
False |
False |
8,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.534 |
|
2.618 |
4.213 |
|
1.618 |
4.016 |
|
1.000 |
3.894 |
|
0.618 |
3.819 |
|
HIGH |
3.697 |
|
0.618 |
3.622 |
|
0.500 |
3.599 |
|
0.382 |
3.575 |
|
LOW |
3.500 |
|
0.618 |
3.378 |
|
1.000 |
3.303 |
|
1.618 |
3.181 |
|
2.618 |
2.984 |
|
4.250 |
2.663 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.628 |
3.815 |
| PP |
3.613 |
3.757 |
| S1 |
3.599 |
3.700 |
|