NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.532 |
4.750 |
0.218 |
4.8% |
3.814 |
High |
4.760 |
4.789 |
0.029 |
0.6% |
4.566 |
Low |
4.494 |
4.448 |
-0.046 |
-1.0% |
3.722 |
Close |
4.662 |
4.560 |
-0.102 |
-2.2% |
4.521 |
Range |
0.266 |
0.341 |
0.075 |
28.2% |
0.844 |
ATR |
0.194 |
0.205 |
0.010 |
5.4% |
0.000 |
Volume |
9,831 |
13,147 |
3,316 |
33.7% |
47,556 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.622 |
5.432 |
4.748 |
|
R3 |
5.281 |
5.091 |
4.654 |
|
R2 |
4.940 |
4.940 |
4.623 |
|
R1 |
4.750 |
4.750 |
4.591 |
4.675 |
PP |
4.599 |
4.599 |
4.599 |
4.561 |
S1 |
4.409 |
4.409 |
4.529 |
4.334 |
S2 |
4.258 |
4.258 |
4.497 |
|
S3 |
3.917 |
4.068 |
4.466 |
|
S4 |
3.576 |
3.727 |
4.372 |
|
|
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 |
4.789 |
4.092 |
0.697 |
15.3% |
0.260 |
5.7% |
67% |
True |
False |
11,782 |
10 |
4.789 |
3.520 |
1.269 |
27.8% |
0.234 |
5.1% |
82% |
True |
False |
9,611 |
20 |
4.789 |
3.520 |
1.269 |
27.8% |
0.188 |
4.1% |
82% |
True |
False |
6,743 |
40 |
4.820 |
3.520 |
1.300 |
28.5% |
0.189 |
4.1% |
80% |
False |
False |
4,946 |
60 |
4.820 |
3.520 |
1.300 |
28.5% |
0.181 |
4.0% |
80% |
False |
False |
4,092 |
80 |
5.350 |
3.520 |
1.830 |
40.1% |
0.187 |
4.1% |
57% |
False |
False |
3,401 |
100 |
6.619 |
3.520 |
3.099 |
68.0% |
0.192 |
4.2% |
34% |
False |
False |
2,898 |
120 |
7.211 |
3.520 |
3.691 |
80.9% |
0.189 |
4.1% |
28% |
False |
False |
2,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.238 |
2.618 |
5.682 |
1.618 |
5.341 |
1.000 |
5.130 |
0.618 |
5.000 |
HIGH |
4.789 |
0.618 |
4.659 |
0.500 |
4.619 |
0.382 |
4.578 |
LOW |
4.448 |
0.618 |
4.237 |
1.000 |
4.107 |
1.618 |
3.896 |
2.618 |
3.555 |
4.250 |
2.999 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.619 |
4.605 |
PP |
4.599 |
4.590 |
S1 |
4.580 |
4.575 |
|