NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.714 |
4.942 |
0.228 |
4.8% |
4.028 |
High |
4.931 |
4.955 |
0.024 |
0.5% |
4.755 |
Low |
4.676 |
4.644 |
-0.032 |
-0.7% |
3.937 |
Close |
4.845 |
4.758 |
-0.087 |
-1.8% |
4.717 |
Range |
0.255 |
0.311 |
0.056 |
22.0% |
0.818 |
ATR |
0.187 |
0.196 |
0.009 |
4.7% |
0.000 |
Volume |
12,113 |
15,064 |
2,951 |
24.4% |
45,259 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.719 |
5.549 |
4.929 |
|
R3 |
5.408 |
5.238 |
4.844 |
|
R2 |
5.097 |
5.097 |
4.815 |
|
R1 |
4.927 |
4.927 |
4.787 |
4.857 |
PP |
4.786 |
4.786 |
4.786 |
4.750 |
S1 |
4.616 |
4.616 |
4.729 |
4.546 |
S2 |
4.475 |
4.475 |
4.701 |
|
S3 |
4.164 |
4.305 |
4.672 |
|
S4 |
3.853 |
3.994 |
4.587 |
|
|
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 |
4.955 |
4.272 |
0.683 |
14.4% |
0.253 |
5.3% |
71% |
True |
False |
12,094 |
10 |
4.955 |
3.754 |
1.201 |
25.2% |
0.222 |
4.7% |
84% |
True |
False |
10,056 |
20 |
4.955 |
3.754 |
1.201 |
25.2% |
0.177 |
3.7% |
84% |
True |
False |
8,085 |
40 |
4.978 |
3.754 |
1.224 |
25.7% |
0.182 |
3.8% |
82% |
False |
False |
7,266 |
60 |
4.978 |
3.754 |
1.224 |
25.7% |
0.177 |
3.7% |
82% |
False |
False |
6,944 |
80 |
5.499 |
3.754 |
1.745 |
36.7% |
0.184 |
3.9% |
58% |
False |
False |
6,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.277 |
2.618 |
5.769 |
1.618 |
5.458 |
1.000 |
5.266 |
0.618 |
5.147 |
HIGH |
4.955 |
0.618 |
4.836 |
0.500 |
4.800 |
0.382 |
4.763 |
LOW |
4.644 |
0.618 |
4.452 |
1.000 |
4.333 |
1.618 |
4.141 |
2.618 |
3.830 |
4.250 |
3.322 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.800 |
4.784 |
PP |
4.786 |
4.775 |
S1 |
4.772 |
4.767 |
|