NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.721 |
4.500 |
-0.221 |
-4.7% |
4.700 |
High |
4.721 |
4.677 |
-0.044 |
-0.9% |
4.955 |
Low |
4.546 |
4.480 |
-0.066 |
-1.5% |
4.546 |
Close |
4.558 |
4.600 |
0.042 |
0.9% |
4.558 |
Range |
0.175 |
0.197 |
0.022 |
12.6% |
0.409 |
ATR |
0.197 |
0.197 |
0.000 |
0.0% |
0.000 |
Volume |
14,565 |
9,043 |
-5,522 |
-37.9% |
68,311 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.177 |
5.085 |
4.708 |
|
R3 |
4.980 |
4.888 |
4.654 |
|
R2 |
4.783 |
4.783 |
4.636 |
|
R1 |
4.691 |
4.691 |
4.618 |
4.737 |
PP |
4.586 |
4.586 |
4.586 |
4.609 |
S1 |
4.494 |
4.494 |
4.582 |
4.540 |
S2 |
4.389 |
4.389 |
4.564 |
|
S3 |
4.192 |
4.297 |
4.546 |
|
S4 |
3.995 |
4.100 |
4.492 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.913 |
5.645 |
4.783 |
|
R3 |
5.504 |
5.236 |
4.670 |
|
R2 |
5.095 |
5.095 |
4.633 |
|
R1 |
4.827 |
4.827 |
4.595 |
4.757 |
PP |
4.686 |
4.686 |
4.686 |
4.651 |
S1 |
4.418 |
4.418 |
4.521 |
4.348 |
S2 |
4.277 |
4.277 |
4.483 |
|
S3 |
3.868 |
4.009 |
4.446 |
|
S4 |
3.459 |
3.600 |
4.333 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.955 |
4.480 |
0.475 |
10.3% |
0.232 |
5.0% |
25% |
False |
True |
13,316 |
10 |
4.955 |
4.048 |
0.907 |
19.7% |
0.225 |
4.9% |
61% |
False |
False |
11,479 |
20 |
4.955 |
3.754 |
1.201 |
26.1% |
0.182 |
3.9% |
70% |
False |
False |
9,069 |
40 |
4.978 |
3.754 |
1.224 |
26.6% |
0.174 |
3.8% |
69% |
False |
False |
7,642 |
60 |
4.978 |
3.754 |
1.224 |
26.6% |
0.180 |
3.9% |
69% |
False |
False |
7,290 |
80 |
5.499 |
3.754 |
1.745 |
37.9% |
0.184 |
4.0% |
48% |
False |
False |
6,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.514 |
2.618 |
5.193 |
1.618 |
4.996 |
1.000 |
4.874 |
0.618 |
4.799 |
HIGH |
4.677 |
0.618 |
4.602 |
0.500 |
4.579 |
0.382 |
4.555 |
LOW |
4.480 |
0.618 |
4.358 |
1.000 |
4.283 |
1.618 |
4.161 |
2.618 |
3.964 |
4.250 |
3.643 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.593 |
4.638 |
PP |
4.586 |
4.625 |
S1 |
4.579 |
4.613 |
|