NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.700 |
4.714 |
0.014 |
0.3% |
4.028 |
High |
4.757 |
4.931 |
0.174 |
3.7% |
4.755 |
Low |
4.613 |
4.676 |
0.063 |
1.4% |
3.937 |
Close |
4.703 |
4.845 |
0.142 |
3.0% |
4.717 |
Range |
0.144 |
0.255 |
0.111 |
77.1% |
0.818 |
ATR |
0.182 |
0.187 |
0.005 |
2.9% |
0.000 |
Volume |
10,771 |
12,113 |
1,342 |
12.5% |
45,259 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.582 |
5.469 |
4.985 |
|
R3 |
5.327 |
5.214 |
4.915 |
|
R2 |
5.072 |
5.072 |
4.892 |
|
R1 |
4.959 |
4.959 |
4.868 |
5.016 |
PP |
4.817 |
4.817 |
4.817 |
4.846 |
S1 |
4.704 |
4.704 |
4.822 |
4.761 |
S2 |
4.562 |
4.562 |
4.798 |
|
S3 |
4.307 |
4.449 |
4.775 |
|
S4 |
4.052 |
4.194 |
4.705 |
|
|
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 |
4.931 |
4.090 |
0.841 |
17.4% |
0.242 |
5.0% |
90% |
True |
False |
10,635 |
10 |
4.931 |
3.754 |
1.177 |
24.3% |
0.207 |
4.3% |
93% |
True |
False |
9,204 |
20 |
4.931 |
3.754 |
1.177 |
24.3% |
0.167 |
3.4% |
93% |
True |
False |
7,617 |
40 |
4.978 |
3.754 |
1.224 |
25.3% |
0.177 |
3.7% |
89% |
False |
False |
7,089 |
60 |
4.978 |
3.754 |
1.224 |
25.3% |
0.175 |
3.6% |
89% |
False |
False |
6,734 |
80 |
5.608 |
3.754 |
1.854 |
38.3% |
0.182 |
3.7% |
59% |
False |
False |
6,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.015 |
2.618 |
5.599 |
1.618 |
5.344 |
1.000 |
5.186 |
0.618 |
5.089 |
HIGH |
4.931 |
0.618 |
4.834 |
0.500 |
4.804 |
0.382 |
4.773 |
LOW |
4.676 |
0.618 |
4.518 |
1.000 |
4.421 |
1.618 |
4.263 |
2.618 |
4.008 |
4.250 |
3.592 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.831 |
4.806 |
PP |
4.817 |
4.767 |
S1 |
4.804 |
4.729 |
|