NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.942 |
4.645 |
-0.297 |
-6.0% |
4.028 |
High |
4.955 |
4.795 |
-0.160 |
-3.2% |
4.755 |
Low |
4.644 |
4.572 |
-0.072 |
-1.6% |
3.937 |
Close |
4.758 |
4.739 |
-0.019 |
-0.4% |
4.717 |
Range |
0.311 |
0.223 |
-0.088 |
-28.3% |
0.818 |
ATR |
0.196 |
0.198 |
0.002 |
1.0% |
0.000 |
Volume |
15,064 |
15,798 |
734 |
4.9% |
45,259 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.371 |
5.278 |
4.862 |
|
R3 |
5.148 |
5.055 |
4.800 |
|
R2 |
4.925 |
4.925 |
4.780 |
|
R1 |
4.832 |
4.832 |
4.759 |
4.879 |
PP |
4.702 |
4.702 |
4.702 |
4.725 |
S1 |
4.609 |
4.609 |
4.719 |
4.656 |
S2 |
4.479 |
4.479 |
4.698 |
|
S3 |
4.256 |
4.386 |
4.678 |
|
S4 |
4.033 |
4.163 |
4.616 |
|
|
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 |
4.526 |
0.429 |
9.1% |
0.232 |
4.9% |
50% |
False |
False |
13,488 |
10 |
4.955 |
3.860 |
1.095 |
23.1% |
0.231 |
4.9% |
80% |
False |
False |
10,770 |
20 |
4.955 |
3.754 |
1.201 |
25.3% |
0.182 |
3.8% |
82% |
False |
False |
8,571 |
40 |
4.978 |
3.754 |
1.224 |
25.8% |
0.184 |
3.9% |
80% |
False |
False |
7,547 |
60 |
4.978 |
3.754 |
1.224 |
25.8% |
0.178 |
3.8% |
80% |
False |
False |
7,146 |
80 |
5.499 |
3.754 |
1.745 |
36.8% |
0.184 |
3.9% |
56% |
False |
False |
6,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.743 |
2.618 |
5.379 |
1.618 |
5.156 |
1.000 |
5.018 |
0.618 |
4.933 |
HIGH |
4.795 |
0.618 |
4.710 |
0.500 |
4.684 |
0.382 |
4.657 |
LOW |
4.572 |
0.618 |
4.434 |
1.000 |
4.349 |
1.618 |
4.211 |
2.618 |
3.988 |
4.250 |
3.624 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.721 |
4.764 |
PP |
4.702 |
4.755 |
S1 |
4.684 |
4.747 |
|