NYMEX Natural Gas Future September 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 |
4.550 |
4.400 |
-0.150 |
-3.3% |
4.545 |
High |
4.561 |
4.551 |
-0.010 |
-0.2% |
4.830 |
Low |
4.408 |
4.400 |
-0.008 |
-0.2% |
4.408 |
Close |
4.421 |
4.465 |
0.044 |
1.0% |
4.421 |
Range |
0.153 |
0.151 |
-0.002 |
-1.3% |
0.422 |
ATR |
0.194 |
0.191 |
-0.003 |
-1.6% |
0.000 |
Volume |
8,314 |
5,544 |
-2,770 |
-33.3% |
48,872 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.925 |
4.846 |
4.548 |
|
R3 |
4.774 |
4.695 |
4.507 |
|
R2 |
4.623 |
4.623 |
4.493 |
|
R1 |
4.544 |
4.544 |
4.479 |
4.584 |
PP |
4.472 |
4.472 |
4.472 |
4.492 |
S1 |
4.393 |
4.393 |
4.451 |
4.433 |
S2 |
4.321 |
4.321 |
4.437 |
|
S3 |
4.170 |
4.242 |
4.423 |
|
S4 |
4.019 |
4.091 |
4.382 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.819 |
5.542 |
4.653 |
|
R3 |
5.397 |
5.120 |
4.537 |
|
R2 |
4.975 |
4.975 |
4.498 |
|
R1 |
4.698 |
4.698 |
4.460 |
4.626 |
PP |
4.553 |
4.553 |
4.553 |
4.517 |
S1 |
4.276 |
4.276 |
4.382 |
4.204 |
S2 |
4.131 |
4.131 |
4.344 |
|
S3 |
3.709 |
3.854 |
4.305 |
|
S4 |
3.287 |
3.432 |
4.189 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.830 |
4.400 |
0.430 |
9.6% |
0.211 |
4.7% |
15% |
False |
True |
9,190 |
10 |
4.830 |
3.907 |
0.923 |
20.7% |
0.208 |
4.7% |
60% |
False |
False |
8,156 |
20 |
4.830 |
3.596 |
1.234 |
27.6% |
0.173 |
3.9% |
70% |
False |
False |
5,585 |
40 |
4.858 |
3.596 |
1.262 |
28.3% |
0.161 |
3.6% |
69% |
False |
False |
3,854 |
60 |
4.860 |
3.596 |
1.264 |
28.3% |
0.171 |
3.8% |
69% |
False |
False |
3,188 |
80 |
5.392 |
3.596 |
1.796 |
40.2% |
0.175 |
3.9% |
48% |
False |
False |
2,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.193 |
2.618 |
4.946 |
1.618 |
4.795 |
1.000 |
4.702 |
0.618 |
4.644 |
HIGH |
4.551 |
0.618 |
4.493 |
0.500 |
4.476 |
0.382 |
4.458 |
LOW |
4.400 |
0.618 |
4.307 |
1.000 |
4.249 |
1.618 |
4.156 |
2.618 |
4.005 |
4.250 |
3.758 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.476 |
4.535 |
PP |
4.472 |
4.511 |
S1 |
4.469 |
4.488 |
|