NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.853 |
3.890 |
0.037 |
1.0% |
4.400 |
| High |
3.922 |
3.890 |
-0.032 |
-0.8% |
4.551 |
| Low |
3.728 |
3.776 |
0.048 |
1.3% |
3.835 |
| Close |
3.868 |
3.858 |
-0.010 |
-0.3% |
3.866 |
| Range |
0.194 |
0.114 |
-0.080 |
-41.2% |
0.716 |
| ATR |
0.211 |
0.204 |
-0.007 |
-3.3% |
0.000 |
| Volume |
6,308 |
5,787 |
-521 |
-8.3% |
28,161 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.183 |
4.135 |
3.921 |
|
| R3 |
4.069 |
4.021 |
3.889 |
|
| R2 |
3.955 |
3.955 |
3.879 |
|
| R1 |
3.907 |
3.907 |
3.868 |
3.874 |
| PP |
3.841 |
3.841 |
3.841 |
3.825 |
| S1 |
3.793 |
3.793 |
3.848 |
3.760 |
| S2 |
3.727 |
3.727 |
3.837 |
|
| S3 |
3.613 |
3.679 |
3.827 |
|
| S4 |
3.499 |
3.565 |
3.795 |
|
|
| 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 |
4.400 |
3.728 |
0.672 |
17.4% |
0.217 |
5.6% |
19% |
False |
False |
6,119 |
| 10 |
4.830 |
3.728 |
1.102 |
28.6% |
0.225 |
5.8% |
12% |
False |
False |
7,176 |
| 20 |
4.830 |
3.596 |
1.234 |
32.0% |
0.214 |
5.5% |
21% |
False |
False |
6,547 |
| 40 |
4.830 |
3.596 |
1.234 |
32.0% |
0.169 |
4.4% |
21% |
False |
False |
4,469 |
| 60 |
4.860 |
3.596 |
1.264 |
32.8% |
0.176 |
4.6% |
21% |
False |
False |
3,614 |
| 80 |
5.392 |
3.596 |
1.796 |
46.6% |
0.179 |
4.6% |
15% |
False |
False |
3,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.375 |
|
2.618 |
4.188 |
|
1.618 |
4.074 |
|
1.000 |
4.004 |
|
0.618 |
3.960 |
|
HIGH |
3.890 |
|
0.618 |
3.846 |
|
0.500 |
3.833 |
|
0.382 |
3.820 |
|
LOW |
3.776 |
|
0.618 |
3.706 |
|
1.000 |
3.662 |
|
1.618 |
3.592 |
|
2.618 |
3.478 |
|
4.250 |
3.292 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.850 |
3.855 |
| PP |
3.841 |
3.852 |
| S1 |
3.833 |
3.849 |
|