NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.500 |
4.656 |
0.156 |
3.5% |
4.700 |
High |
4.677 |
4.660 |
-0.017 |
-0.4% |
4.955 |
Low |
4.480 |
4.350 |
-0.130 |
-2.9% |
4.546 |
Close |
4.600 |
4.394 |
-0.206 |
-4.5% |
4.558 |
Range |
0.197 |
0.310 |
0.113 |
57.4% |
0.409 |
ATR |
0.197 |
0.205 |
0.008 |
4.1% |
0.000 |
Volume |
9,043 |
8,200 |
-843 |
-9.3% |
68,311 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.398 |
5.206 |
4.565 |
|
R3 |
5.088 |
4.896 |
4.479 |
|
R2 |
4.778 |
4.778 |
4.451 |
|
R1 |
4.586 |
4.586 |
4.422 |
4.527 |
PP |
4.468 |
4.468 |
4.468 |
4.439 |
S1 |
4.276 |
4.276 |
4.366 |
4.217 |
S2 |
4.158 |
4.158 |
4.337 |
|
S3 |
3.848 |
3.966 |
4.309 |
|
S4 |
3.538 |
3.656 |
4.224 |
|
|
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 |
4.350 |
0.605 |
13.8% |
0.243 |
5.5% |
7% |
False |
True |
12,534 |
10 |
4.955 |
4.090 |
0.865 |
19.7% |
0.243 |
5.5% |
35% |
False |
False |
11,584 |
20 |
4.955 |
3.754 |
1.201 |
27.3% |
0.192 |
4.4% |
53% |
False |
False |
9,244 |
40 |
4.978 |
3.754 |
1.224 |
27.9% |
0.179 |
4.1% |
52% |
False |
False |
7,704 |
60 |
4.978 |
3.754 |
1.224 |
27.9% |
0.183 |
4.2% |
52% |
False |
False |
7,350 |
80 |
5.499 |
3.754 |
1.745 |
39.7% |
0.186 |
4.2% |
37% |
False |
False |
6,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.978 |
2.618 |
5.472 |
1.618 |
5.162 |
1.000 |
4.970 |
0.618 |
4.852 |
HIGH |
4.660 |
0.618 |
4.542 |
0.500 |
4.505 |
0.382 |
4.468 |
LOW |
4.350 |
0.618 |
4.158 |
1.000 |
4.040 |
1.618 |
3.848 |
2.618 |
3.538 |
4.250 |
3.033 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.505 |
4.536 |
PP |
4.468 |
4.488 |
S1 |
4.431 |
4.441 |
|