NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
3.986 |
4.045 |
0.059 |
1.5% |
4.500 |
High |
4.070 |
4.067 |
-0.003 |
-0.1% |
4.677 |
Low |
3.892 |
3.946 |
0.054 |
1.4% |
3.995 |
Close |
4.033 |
4.024 |
-0.009 |
-0.2% |
4.026 |
Range |
0.178 |
0.121 |
-0.057 |
-32.0% |
0.682 |
ATR |
0.207 |
0.201 |
-0.006 |
-3.0% |
0.000 |
Volume |
8,669 |
10,738 |
2,069 |
23.9% |
45,727 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.375 |
4.321 |
4.091 |
|
R3 |
4.254 |
4.200 |
4.057 |
|
R2 |
4.133 |
4.133 |
4.046 |
|
R1 |
4.079 |
4.079 |
4.035 |
4.046 |
PP |
4.012 |
4.012 |
4.012 |
3.996 |
S1 |
3.958 |
3.958 |
4.013 |
3.925 |
S2 |
3.891 |
3.891 |
4.002 |
|
S3 |
3.770 |
3.837 |
3.991 |
|
S4 |
3.649 |
3.716 |
3.957 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.279 |
5.834 |
4.401 |
|
R3 |
5.597 |
5.152 |
4.214 |
|
R2 |
4.915 |
4.915 |
4.151 |
|
R1 |
4.470 |
4.470 |
4.089 |
4.352 |
PP |
4.233 |
4.233 |
4.233 |
4.173 |
S1 |
3.788 |
3.788 |
3.963 |
3.670 |
S2 |
3.551 |
3.551 |
3.901 |
|
S3 |
2.869 |
3.106 |
3.838 |
|
S4 |
2.187 |
2.424 |
3.651 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.489 |
3.892 |
0.597 |
14.8% |
0.195 |
4.8% |
22% |
False |
False |
9,578 |
10 |
4.955 |
3.892 |
1.063 |
26.4% |
0.219 |
5.4% |
12% |
False |
False |
11,056 |
20 |
4.955 |
3.754 |
1.201 |
29.8% |
0.213 |
5.3% |
22% |
False |
False |
10,130 |
40 |
4.955 |
3.754 |
1.201 |
29.8% |
0.177 |
4.4% |
22% |
False |
False |
7,939 |
60 |
4.978 |
3.754 |
1.224 |
30.4% |
0.182 |
4.5% |
22% |
False |
False |
7,686 |
80 |
5.499 |
3.754 |
1.745 |
43.4% |
0.186 |
4.6% |
15% |
False |
False |
7,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.581 |
2.618 |
4.384 |
1.618 |
4.263 |
1.000 |
4.188 |
0.618 |
4.142 |
HIGH |
4.067 |
0.618 |
4.021 |
0.500 |
4.007 |
0.382 |
3.992 |
LOW |
3.946 |
0.618 |
3.871 |
1.000 |
3.825 |
1.618 |
3.750 |
2.618 |
3.629 |
4.250 |
3.432 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.018 |
4.017 |
PP |
4.012 |
4.010 |
S1 |
4.007 |
4.004 |
|