NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.480 |
4.532 |
0.052 |
1.2% |
3.814 |
High |
4.575 |
4.760 |
0.185 |
4.0% |
4.566 |
Low |
4.420 |
4.494 |
0.074 |
1.7% |
3.722 |
Close |
4.517 |
4.662 |
0.145 |
3.2% |
4.521 |
Range |
0.155 |
0.266 |
0.111 |
71.6% |
0.844 |
ATR |
0.189 |
0.194 |
0.006 |
2.9% |
0.000 |
Volume |
10,580 |
9,831 |
-749 |
-7.1% |
47,556 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.437 |
5.315 |
4.808 |
|
R3 |
5.171 |
5.049 |
4.735 |
|
R2 |
4.905 |
4.905 |
4.711 |
|
R1 |
4.783 |
4.783 |
4.686 |
4.844 |
PP |
4.639 |
4.639 |
4.639 |
4.669 |
S1 |
4.517 |
4.517 |
4.638 |
4.578 |
S2 |
4.373 |
4.373 |
4.613 |
|
S3 |
4.107 |
4.251 |
4.589 |
|
S4 |
3.841 |
3.985 |
4.516 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.802 |
6.505 |
4.985 |
|
R3 |
5.958 |
5.661 |
4.753 |
|
R2 |
5.114 |
5.114 |
4.676 |
|
R1 |
4.817 |
4.817 |
4.598 |
4.966 |
PP |
4.270 |
4.270 |
4.270 |
4.344 |
S1 |
3.973 |
3.973 |
4.444 |
4.122 |
S2 |
3.426 |
3.426 |
4.366 |
|
S3 |
2.582 |
3.129 |
4.289 |
|
S4 |
1.738 |
2.285 |
4.057 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.760 |
3.865 |
0.895 |
19.2% |
0.246 |
5.3% |
89% |
True |
False |
10,834 |
10 |
4.760 |
3.520 |
1.240 |
26.6% |
0.217 |
4.7% |
92% |
True |
False |
8,690 |
20 |
4.760 |
3.520 |
1.240 |
26.6% |
0.176 |
3.8% |
92% |
True |
False |
6,257 |
40 |
4.820 |
3.520 |
1.300 |
27.9% |
0.182 |
3.9% |
88% |
False |
False |
4,668 |
60 |
4.850 |
3.520 |
1.330 |
28.5% |
0.179 |
3.8% |
86% |
False |
False |
3,883 |
80 |
5.420 |
3.520 |
1.900 |
40.8% |
0.184 |
3.9% |
60% |
False |
False |
3,247 |
100 |
6.619 |
3.520 |
3.099 |
66.5% |
0.190 |
4.1% |
37% |
False |
False |
2,771 |
120 |
7.211 |
3.520 |
3.691 |
79.2% |
0.187 |
4.0% |
31% |
False |
False |
2,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.891 |
2.618 |
5.456 |
1.618 |
5.190 |
1.000 |
5.026 |
0.618 |
4.924 |
HIGH |
4.760 |
0.618 |
4.658 |
0.500 |
4.627 |
0.382 |
4.596 |
LOW |
4.494 |
0.618 |
4.330 |
1.000 |
4.228 |
1.618 |
4.064 |
2.618 |
3.798 |
4.250 |
3.364 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.650 |
4.624 |
PP |
4.639 |
4.585 |
S1 |
4.627 |
4.547 |
|