NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.966 |
3.853 |
-0.113 |
-2.8% |
4.400 |
| High |
3.969 |
3.922 |
-0.047 |
-1.2% |
4.551 |
| Low |
3.835 |
3.728 |
-0.107 |
-2.8% |
3.835 |
| Close |
3.866 |
3.868 |
0.002 |
0.1% |
3.866 |
| Range |
0.134 |
0.194 |
0.060 |
44.8% |
0.716 |
| ATR |
0.212 |
0.211 |
-0.001 |
-0.6% |
0.000 |
| Volume |
6,519 |
6,308 |
-211 |
-3.2% |
28,161 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.339 |
3.975 |
|
| R3 |
4.227 |
4.145 |
3.921 |
|
| R2 |
4.033 |
4.033 |
3.904 |
|
| R1 |
3.951 |
3.951 |
3.886 |
3.992 |
| PP |
3.839 |
3.839 |
3.839 |
3.860 |
| S1 |
3.757 |
3.757 |
3.850 |
3.798 |
| S2 |
3.645 |
3.645 |
3.832 |
|
| S3 |
3.451 |
3.563 |
3.815 |
|
| S4 |
3.257 |
3.369 |
3.761 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.232 |
5.765 |
4.260 |
|
| R3 |
5.516 |
5.049 |
4.063 |
|
| R2 |
4.800 |
4.800 |
3.997 |
|
| R1 |
4.333 |
4.333 |
3.932 |
4.209 |
| PP |
4.084 |
4.084 |
4.084 |
4.022 |
| S1 |
3.617 |
3.617 |
3.800 |
3.493 |
| S2 |
3.368 |
3.368 |
3.735 |
|
| S3 |
2.652 |
2.901 |
3.669 |
|
| S4 |
1.936 |
2.185 |
3.472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.530 |
3.728 |
0.802 |
20.7% |
0.260 |
6.7% |
17% |
False |
True |
5,785 |
| 10 |
4.830 |
3.728 |
1.102 |
28.5% |
0.236 |
6.1% |
13% |
False |
True |
7,487 |
| 20 |
4.830 |
3.596 |
1.234 |
31.9% |
0.215 |
5.5% |
22% |
False |
False |
6,332 |
| 40 |
4.830 |
3.596 |
1.234 |
31.9% |
0.168 |
4.3% |
22% |
False |
False |
4,382 |
| 60 |
4.860 |
3.596 |
1.264 |
32.7% |
0.178 |
4.6% |
22% |
False |
False |
3,559 |
| 80 |
5.392 |
3.596 |
1.796 |
46.4% |
0.180 |
4.6% |
15% |
False |
False |
2,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.747 |
|
2.618 |
4.430 |
|
1.618 |
4.236 |
|
1.000 |
4.116 |
|
0.618 |
4.042 |
|
HIGH |
3.922 |
|
0.618 |
3.848 |
|
0.500 |
3.825 |
|
0.382 |
3.802 |
|
LOW |
3.728 |
|
0.618 |
3.608 |
|
1.000 |
3.534 |
|
1.618 |
3.414 |
|
2.618 |
3.220 |
|
4.250 |
2.904 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.854 |
4.064 |
| PP |
3.839 |
3.999 |
| S1 |
3.825 |
3.933 |
|