NYMEX Natural Gas Future July 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 |
3.609 |
3.682 |
0.073 |
2.0% |
4.170 |
| High |
3.697 |
3.687 |
-0.010 |
-0.3% |
4.358 |
| Low |
3.500 |
3.550 |
0.050 |
1.4% |
3.601 |
| Close |
3.643 |
3.638 |
-0.005 |
-0.1% |
3.636 |
| Range |
0.197 |
0.137 |
-0.060 |
-30.5% |
0.757 |
| ATR |
0.231 |
0.225 |
-0.007 |
-2.9% |
0.000 |
| Volume |
46,084 |
74,825 |
28,741 |
62.4% |
213,631 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.036 |
3.974 |
3.713 |
|
| R3 |
3.899 |
3.837 |
3.676 |
|
| R2 |
3.762 |
3.762 |
3.663 |
|
| R1 |
3.700 |
3.700 |
3.651 |
3.663 |
| PP |
3.625 |
3.625 |
3.625 |
3.606 |
| S1 |
3.563 |
3.563 |
3.625 |
3.526 |
| S2 |
3.488 |
3.488 |
3.613 |
|
| S3 |
3.351 |
3.426 |
3.600 |
|
| S4 |
3.214 |
3.289 |
3.563 |
|
|
| 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 |
4.138 |
3.500 |
0.638 |
17.5% |
0.225 |
6.2% |
22% |
False |
False |
54,340 |
| 10 |
4.690 |
3.500 |
1.190 |
32.7% |
0.251 |
6.9% |
12% |
False |
False |
46,031 |
| 20 |
4.690 |
3.395 |
1.295 |
35.6% |
0.240 |
6.6% |
19% |
False |
False |
32,787 |
| 40 |
4.690 |
3.395 |
1.295 |
35.6% |
0.200 |
5.5% |
19% |
False |
False |
21,438 |
| 60 |
4.721 |
3.395 |
1.326 |
36.4% |
0.199 |
5.5% |
18% |
False |
False |
16,365 |
| 80 |
5.280 |
3.395 |
1.885 |
51.8% |
0.201 |
5.5% |
13% |
False |
False |
13,426 |
| 100 |
6.521 |
3.395 |
3.126 |
85.9% |
0.204 |
5.6% |
8% |
False |
False |
11,098 |
| 120 |
6.750 |
3.395 |
3.355 |
92.2% |
0.200 |
5.5% |
7% |
False |
False |
9,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.269 |
|
2.618 |
4.046 |
|
1.618 |
3.909 |
|
1.000 |
3.824 |
|
0.618 |
3.772 |
|
HIGH |
3.687 |
|
0.618 |
3.635 |
|
0.500 |
3.619 |
|
0.382 |
3.602 |
|
LOW |
3.550 |
|
0.618 |
3.465 |
|
1.000 |
3.413 |
|
1.618 |
3.328 |
|
2.618 |
3.191 |
|
4.250 |
2.968 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.632 |
3.637 |
| PP |
3.625 |
3.636 |
| S1 |
3.619 |
3.635 |
|