NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.593 |
4.700 |
0.107 |
2.3% |
4.028 |
High |
4.755 |
4.757 |
0.002 |
0.0% |
4.755 |
Low |
4.526 |
4.613 |
0.087 |
1.9% |
3.937 |
Close |
4.717 |
4.703 |
-0.014 |
-0.3% |
4.717 |
Range |
0.229 |
0.144 |
-0.085 |
-37.1% |
0.818 |
ATR |
0.184 |
0.182 |
-0.003 |
-1.6% |
0.000 |
Volume |
13,694 |
10,771 |
-2,923 |
-21.3% |
45,259 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.123 |
5.057 |
4.782 |
|
R3 |
4.979 |
4.913 |
4.743 |
|
R2 |
4.835 |
4.835 |
4.729 |
|
R1 |
4.769 |
4.769 |
4.716 |
4.802 |
PP |
4.691 |
4.691 |
4.691 |
4.708 |
S1 |
4.625 |
4.625 |
4.690 |
4.658 |
S2 |
4.547 |
4.547 |
4.677 |
|
S3 |
4.403 |
4.481 |
4.663 |
|
S4 |
4.259 |
4.337 |
4.624 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.924 |
6.638 |
5.167 |
|
R3 |
6.106 |
5.820 |
4.942 |
|
R2 |
5.288 |
5.288 |
4.867 |
|
R1 |
5.002 |
5.002 |
4.792 |
5.145 |
PP |
4.470 |
4.470 |
4.470 |
4.541 |
S1 |
4.184 |
4.184 |
4.642 |
4.327 |
S2 |
3.652 |
3.652 |
4.567 |
|
S3 |
2.834 |
3.366 |
4.492 |
|
S4 |
2.016 |
2.548 |
4.267 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.757 |
4.048 |
0.709 |
15.1% |
0.218 |
4.6% |
92% |
True |
False |
9,641 |
10 |
4.757 |
3.754 |
1.003 |
21.3% |
0.194 |
4.1% |
95% |
True |
False |
8,484 |
20 |
4.757 |
3.754 |
1.003 |
21.3% |
0.160 |
3.4% |
95% |
True |
False |
7,261 |
40 |
4.978 |
3.754 |
1.224 |
26.0% |
0.175 |
3.7% |
78% |
False |
False |
6,899 |
60 |
5.140 |
3.754 |
1.386 |
29.5% |
0.173 |
3.7% |
68% |
False |
False |
6,617 |
80 |
5.650 |
3.754 |
1.896 |
40.3% |
0.181 |
3.9% |
50% |
False |
False |
6,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.369 |
2.618 |
5.134 |
1.618 |
4.990 |
1.000 |
4.901 |
0.618 |
4.846 |
HIGH |
4.757 |
0.618 |
4.702 |
0.500 |
4.685 |
0.382 |
4.668 |
LOW |
4.613 |
0.618 |
4.524 |
1.000 |
4.469 |
1.618 |
4.380 |
2.618 |
4.236 |
4.250 |
4.001 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.697 |
4.640 |
PP |
4.691 |
4.577 |
S1 |
4.685 |
4.515 |
|