NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.517 |
4.300 |
-0.217 |
-4.8% |
4.480 |
High |
4.517 |
4.464 |
-0.053 |
-1.2% |
4.789 |
Low |
4.319 |
4.261 |
-0.058 |
-1.3% |
4.319 |
Close |
4.332 |
4.377 |
0.045 |
1.0% |
4.332 |
Range |
0.198 |
0.203 |
0.005 |
2.5% |
0.470 |
ATR |
0.206 |
0.206 |
0.000 |
-0.1% |
0.000 |
Volume |
9,994 |
6,438 |
-3,556 |
-35.6% |
63,214 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.976 |
4.880 |
4.489 |
|
R3 |
4.773 |
4.677 |
4.433 |
|
R2 |
4.570 |
4.570 |
4.414 |
|
R1 |
4.474 |
4.474 |
4.396 |
4.522 |
PP |
4.367 |
4.367 |
4.367 |
4.392 |
S1 |
4.271 |
4.271 |
4.358 |
4.319 |
S2 |
4.164 |
4.164 |
4.340 |
|
S3 |
3.961 |
4.068 |
4.321 |
|
S4 |
3.758 |
3.865 |
4.265 |
|
|
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 |
4.261 |
0.528 |
12.1% |
0.247 |
5.6% |
22% |
False |
True |
11,814 |
10 |
4.789 |
3.827 |
0.962 |
22.0% |
0.235 |
5.4% |
57% |
False |
False |
11,142 |
20 |
4.789 |
3.520 |
1.269 |
29.0% |
0.192 |
4.4% |
68% |
False |
False |
7,987 |
40 |
4.820 |
3.520 |
1.300 |
29.7% |
0.181 |
4.1% |
66% |
False |
False |
5,677 |
60 |
4.820 |
3.520 |
1.300 |
29.7% |
0.184 |
4.2% |
66% |
False |
False |
4,609 |
80 |
5.350 |
3.520 |
1.830 |
41.8% |
0.188 |
4.3% |
47% |
False |
False |
3,827 |
100 |
6.619 |
3.520 |
3.099 |
70.8% |
0.193 |
4.4% |
28% |
False |
False |
3,232 |
120 |
7.153 |
3.520 |
3.633 |
83.0% |
0.190 |
4.3% |
24% |
False |
False |
2,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.327 |
2.618 |
4.995 |
1.618 |
4.792 |
1.000 |
4.667 |
0.618 |
4.589 |
HIGH |
4.464 |
0.618 |
4.386 |
0.500 |
4.363 |
0.382 |
4.339 |
LOW |
4.261 |
0.618 |
4.136 |
1.000 |
4.058 |
1.618 |
3.933 |
2.618 |
3.730 |
4.250 |
3.398 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.372 |
4.422 |
PP |
4.367 |
4.407 |
S1 |
4.363 |
4.392 |
|