NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.440 |
4.545 |
0.105 |
2.4% |
3.891 |
High |
4.625 |
4.611 |
-0.014 |
-0.3% |
4.625 |
Low |
4.410 |
4.493 |
0.083 |
1.9% |
3.797 |
Close |
4.590 |
4.581 |
-0.009 |
-0.2% |
4.590 |
Range |
0.215 |
0.118 |
-0.097 |
-45.1% |
0.828 |
ATR |
0.183 |
0.179 |
-0.005 |
-2.5% |
0.000 |
Volume |
9,020 |
8,464 |
-556 |
-6.2% |
31,170 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.916 |
4.866 |
4.646 |
|
R3 |
4.798 |
4.748 |
4.613 |
|
R2 |
4.680 |
4.680 |
4.603 |
|
R1 |
4.630 |
4.630 |
4.592 |
4.655 |
PP |
4.562 |
4.562 |
4.562 |
4.574 |
S1 |
4.512 |
4.512 |
4.570 |
4.537 |
S2 |
4.444 |
4.444 |
4.559 |
|
S3 |
4.326 |
4.394 |
4.549 |
|
S4 |
4.208 |
4.276 |
4.516 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.821 |
6.534 |
5.045 |
|
R3 |
5.993 |
5.706 |
4.818 |
|
R2 |
5.165 |
5.165 |
4.742 |
|
R1 |
4.878 |
4.878 |
4.666 |
5.022 |
PP |
4.337 |
4.337 |
4.337 |
4.409 |
S1 |
4.050 |
4.050 |
4.514 |
4.194 |
S2 |
3.509 |
3.509 |
4.438 |
|
S3 |
2.681 |
3.222 |
4.362 |
|
S4 |
1.853 |
2.394 |
4.135 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.625 |
3.907 |
0.718 |
15.7% |
0.205 |
4.5% |
94% |
False |
False |
7,123 |
10 |
4.625 |
3.596 |
1.029 |
22.5% |
0.194 |
4.2% |
96% |
False |
False |
5,177 |
20 |
4.625 |
3.596 |
1.029 |
22.5% |
0.152 |
3.3% |
96% |
False |
False |
3,938 |
40 |
4.860 |
3.596 |
1.264 |
27.6% |
0.168 |
3.7% |
78% |
False |
False |
2,915 |
60 |
5.029 |
3.596 |
1.433 |
31.3% |
0.165 |
3.6% |
69% |
False |
False |
2,530 |
80 |
5.530 |
3.596 |
1.934 |
42.2% |
0.172 |
3.8% |
51% |
False |
False |
2,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.113 |
2.618 |
4.920 |
1.618 |
4.802 |
1.000 |
4.729 |
0.618 |
4.684 |
HIGH |
4.611 |
0.618 |
4.566 |
0.500 |
4.552 |
0.382 |
4.538 |
LOW |
4.493 |
0.618 |
4.420 |
1.000 |
4.375 |
1.618 |
4.302 |
2.618 |
4.184 |
4.250 |
3.992 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.571 |
4.519 |
PP |
4.562 |
4.458 |
S1 |
4.552 |
4.396 |
|