NYMEX Natural Gas Future September 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 |
4.827 |
4.570 |
-0.257 |
-5.3% |
3.891 |
High |
4.830 |
4.669 |
-0.161 |
-3.3% |
4.625 |
Low |
4.525 |
4.445 |
-0.080 |
-1.8% |
3.797 |
Close |
4.639 |
4.613 |
-0.026 |
-0.6% |
4.590 |
Range |
0.305 |
0.224 |
-0.081 |
-26.6% |
0.828 |
ATR |
0.191 |
0.193 |
0.002 |
1.2% |
0.000 |
Volume |
8,437 |
14,753 |
6,316 |
74.9% |
31,170 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.248 |
5.154 |
4.736 |
|
R3 |
5.024 |
4.930 |
4.675 |
|
R2 |
4.800 |
4.800 |
4.654 |
|
R1 |
4.706 |
4.706 |
4.634 |
4.753 |
PP |
4.576 |
4.576 |
4.576 |
4.599 |
S1 |
4.482 |
4.482 |
4.592 |
4.529 |
S2 |
4.352 |
4.352 |
4.572 |
|
S3 |
4.128 |
4.258 |
4.551 |
|
S4 |
3.904 |
4.034 |
4.490 |
|
|
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 |
4.830 |
4.410 |
0.420 |
9.1% |
0.217 |
4.7% |
48% |
False |
False |
9,915 |
10 |
4.830 |
3.717 |
1.113 |
24.1% |
0.223 |
4.8% |
81% |
False |
False |
7,584 |
20 |
4.830 |
3.596 |
1.234 |
26.8% |
0.172 |
3.7% |
82% |
False |
False |
5,154 |
40 |
4.860 |
3.596 |
1.264 |
27.4% |
0.176 |
3.8% |
80% |
False |
False |
3,612 |
60 |
4.860 |
3.596 |
1.264 |
27.4% |
0.170 |
3.7% |
80% |
False |
False |
3,003 |
80 |
5.392 |
3.596 |
1.796 |
38.9% |
0.175 |
3.8% |
57% |
False |
False |
2,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.621 |
2.618 |
5.255 |
1.618 |
5.031 |
1.000 |
4.893 |
0.618 |
4.807 |
HIGH |
4.669 |
0.618 |
4.583 |
0.500 |
4.557 |
0.382 |
4.531 |
LOW |
4.445 |
0.618 |
4.307 |
1.000 |
4.221 |
1.618 |
4.083 |
2.618 |
3.859 |
4.250 |
3.493 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.594 |
4.638 |
PP |
4.576 |
4.629 |
S1 |
4.557 |
4.621 |
|