NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.750 |
4.457 |
-0.293 |
-6.2% |
3.814 |
High |
4.789 |
4.582 |
-0.207 |
-4.3% |
4.566 |
Low |
4.448 |
4.356 |
-0.092 |
-2.1% |
3.722 |
Close |
4.560 |
4.524 |
-0.036 |
-0.8% |
4.521 |
Range |
0.341 |
0.226 |
-0.115 |
-33.7% |
0.844 |
ATR |
0.205 |
0.206 |
0.002 |
0.7% |
0.000 |
Volume |
13,147 |
19,662 |
6,515 |
49.6% |
47,556 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.165 |
5.071 |
4.648 |
|
R3 |
4.939 |
4.845 |
4.586 |
|
R2 |
4.713 |
4.713 |
4.565 |
|
R1 |
4.619 |
4.619 |
4.545 |
4.666 |
PP |
4.487 |
4.487 |
4.487 |
4.511 |
S1 |
4.393 |
4.393 |
4.503 |
4.440 |
S2 |
4.261 |
4.261 |
4.483 |
|
S3 |
4.035 |
4.167 |
4.462 |
|
S4 |
3.809 |
3.941 |
4.400 |
|
|
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 |
4.333 |
0.456 |
10.1% |
0.244 |
5.4% |
42% |
False |
False |
13,553 |
10 |
4.789 |
3.642 |
1.147 |
25.4% |
0.241 |
5.3% |
77% |
False |
False |
10,809 |
20 |
4.789 |
3.520 |
1.269 |
28.1% |
0.191 |
4.2% |
79% |
False |
False |
7,603 |
40 |
4.820 |
3.520 |
1.300 |
28.7% |
0.190 |
4.2% |
77% |
False |
False |
5,394 |
60 |
4.820 |
3.520 |
1.300 |
28.7% |
0.182 |
4.0% |
77% |
False |
False |
4,395 |
80 |
5.350 |
3.520 |
1.830 |
40.5% |
0.187 |
4.1% |
55% |
False |
False |
3,638 |
100 |
6.619 |
3.520 |
3.099 |
68.5% |
0.193 |
4.3% |
32% |
False |
False |
3,087 |
120 |
7.153 |
3.520 |
3.633 |
80.3% |
0.189 |
4.2% |
28% |
False |
False |
2,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.543 |
2.618 |
5.174 |
1.618 |
4.948 |
1.000 |
4.808 |
0.618 |
4.722 |
HIGH |
4.582 |
0.618 |
4.496 |
0.500 |
4.469 |
0.382 |
4.442 |
LOW |
4.356 |
0.618 |
4.216 |
1.000 |
4.130 |
1.618 |
3.990 |
2.618 |
3.764 |
4.250 |
3.396 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.506 |
4.573 |
PP |
4.487 |
4.556 |
S1 |
4.469 |
4.540 |
|