NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
3.823 |
4.188 |
0.365 |
9.5% |
3.853 |
High |
4.190 |
4.308 |
0.118 |
2.8% |
4.308 |
Low |
3.800 |
4.025 |
0.225 |
5.9% |
3.728 |
Close |
4.173 |
4.055 |
-0.118 |
-2.8% |
4.055 |
Range |
0.390 |
0.283 |
-0.107 |
-27.4% |
0.580 |
ATR |
0.217 |
0.222 |
0.005 |
2.2% |
0.000 |
Volume |
5,895 |
11,101 |
5,206 |
88.3% |
29,091 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.978 |
4.800 |
4.211 |
|
R3 |
4.695 |
4.517 |
4.133 |
|
R2 |
4.412 |
4.412 |
4.107 |
|
R1 |
4.234 |
4.234 |
4.081 |
4.182 |
PP |
4.129 |
4.129 |
4.129 |
4.103 |
S1 |
3.951 |
3.951 |
4.029 |
3.899 |
S2 |
3.846 |
3.846 |
4.003 |
|
S3 |
3.563 |
3.668 |
3.977 |
|
S4 |
3.280 |
3.385 |
3.899 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.770 |
5.493 |
4.374 |
|
R3 |
5.190 |
4.913 |
4.215 |
|
R2 |
4.610 |
4.610 |
4.161 |
|
R1 |
4.333 |
4.333 |
4.108 |
4.472 |
PP |
4.030 |
4.030 |
4.030 |
4.100 |
S1 |
3.753 |
3.753 |
4.002 |
3.892 |
S2 |
3.450 |
3.450 |
3.949 |
|
S3 |
2.870 |
3.173 |
3.896 |
|
S4 |
2.290 |
2.593 |
3.736 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.308 |
3.728 |
0.580 |
14.3% |
0.223 |
5.5% |
56% |
True |
False |
7,122 |
10 |
4.561 |
3.728 |
0.833 |
20.5% |
0.239 |
5.9% |
39% |
False |
False |
6,556 |
20 |
4.830 |
3.717 |
1.113 |
27.4% |
0.231 |
5.7% |
30% |
False |
False |
7,070 |
40 |
4.830 |
3.596 |
1.234 |
30.4% |
0.180 |
4.4% |
37% |
False |
False |
4,818 |
60 |
4.860 |
3.596 |
1.264 |
31.2% |
0.182 |
4.5% |
36% |
False |
False |
3,860 |
80 |
5.392 |
3.596 |
1.796 |
44.3% |
0.181 |
4.5% |
26% |
False |
False |
3,227 |
100 |
6.665 |
3.596 |
3.069 |
75.7% |
0.186 |
4.6% |
15% |
False |
False |
2,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.511 |
2.618 |
5.049 |
1.618 |
4.766 |
1.000 |
4.591 |
0.618 |
4.483 |
HIGH |
4.308 |
0.618 |
4.200 |
0.500 |
4.167 |
0.382 |
4.133 |
LOW |
4.025 |
0.618 |
3.850 |
1.000 |
3.742 |
1.618 |
3.567 |
2.618 |
3.284 |
4.250 |
2.822 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.167 |
4.051 |
PP |
4.129 |
4.046 |
S1 |
4.092 |
4.042 |
|