NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.457 |
4.517 |
0.060 |
1.3% |
4.480 |
High |
4.582 |
4.517 |
-0.065 |
-1.4% |
4.789 |
Low |
4.356 |
4.319 |
-0.037 |
-0.8% |
4.319 |
Close |
4.524 |
4.332 |
-0.192 |
-4.2% |
4.332 |
Range |
0.226 |
0.198 |
-0.028 |
-12.4% |
0.470 |
ATR |
0.206 |
0.206 |
0.000 |
0.0% |
0.000 |
Volume |
19,662 |
9,994 |
-9,668 |
-49.2% |
63,214 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.983 |
4.856 |
4.441 |
|
R3 |
4.785 |
4.658 |
4.386 |
|
R2 |
4.587 |
4.587 |
4.368 |
|
R1 |
4.460 |
4.460 |
4.350 |
4.425 |
PP |
4.389 |
4.389 |
4.389 |
4.372 |
S1 |
4.262 |
4.262 |
4.314 |
4.227 |
S2 |
4.191 |
4.191 |
4.296 |
|
S3 |
3.993 |
4.064 |
4.278 |
|
S4 |
3.795 |
3.866 |
4.223 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.890 |
5.581 |
4.591 |
|
R3 |
5.420 |
5.111 |
4.461 |
|
R2 |
4.950 |
4.950 |
4.418 |
|
R1 |
4.641 |
4.641 |
4.375 |
4.561 |
PP |
4.480 |
4.480 |
4.480 |
4.440 |
S1 |
4.171 |
4.171 |
4.289 |
4.091 |
S2 |
4.010 |
4.010 |
4.246 |
|
S3 |
3.540 |
3.701 |
4.203 |
|
S4 |
3.070 |
3.231 |
4.074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.789 |
4.319 |
0.470 |
10.8% |
0.237 |
5.5% |
3% |
False |
True |
12,642 |
10 |
4.789 |
3.722 |
1.067 |
24.6% |
0.241 |
5.6% |
57% |
False |
False |
11,077 |
20 |
4.789 |
3.520 |
1.269 |
29.3% |
0.191 |
4.4% |
64% |
False |
False |
7,930 |
40 |
4.820 |
3.520 |
1.300 |
30.0% |
0.181 |
4.2% |
62% |
False |
False |
5,597 |
60 |
4.820 |
3.520 |
1.300 |
30.0% |
0.182 |
4.2% |
62% |
False |
False |
4,535 |
80 |
5.350 |
3.520 |
1.830 |
42.2% |
0.188 |
4.3% |
44% |
False |
False |
3,756 |
100 |
6.619 |
3.520 |
3.099 |
71.5% |
0.193 |
4.4% |
26% |
False |
False |
3,175 |
120 |
7.153 |
3.520 |
3.633 |
83.9% |
0.189 |
4.4% |
22% |
False |
False |
2,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.359 |
2.618 |
5.035 |
1.618 |
4.837 |
1.000 |
4.715 |
0.618 |
4.639 |
HIGH |
4.517 |
0.618 |
4.441 |
0.500 |
4.418 |
0.382 |
4.395 |
LOW |
4.319 |
0.618 |
4.197 |
1.000 |
4.121 |
1.618 |
3.999 |
2.618 |
3.801 |
4.250 |
3.478 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.418 |
4.554 |
PP |
4.389 |
4.480 |
S1 |
4.361 |
4.406 |
|