NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.805 |
4.785 |
-0.020 |
-0.4% |
4.539 |
High |
4.817 |
4.993 |
0.176 |
3.7% |
4.670 |
Low |
4.715 |
4.785 |
0.070 |
1.5% |
4.434 |
Close |
4.756 |
4.991 |
0.235 |
4.9% |
4.643 |
Range |
0.102 |
0.208 |
0.106 |
103.9% |
0.236 |
ATR |
0.139 |
0.146 |
0.007 |
5.0% |
0.000 |
Volume |
2,126 |
2,200 |
74 |
3.5% |
9,234 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.547 |
5.477 |
5.105 |
|
R3 |
5.339 |
5.269 |
5.048 |
|
R2 |
5.131 |
5.131 |
5.029 |
|
R1 |
5.061 |
5.061 |
5.010 |
5.096 |
PP |
4.923 |
4.923 |
4.923 |
4.941 |
S1 |
4.853 |
4.853 |
4.972 |
4.888 |
S2 |
4.715 |
4.715 |
4.953 |
|
S3 |
4.507 |
4.645 |
4.934 |
|
S4 |
4.299 |
4.437 |
4.877 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.290 |
5.203 |
4.773 |
|
R3 |
5.054 |
4.967 |
4.708 |
|
R2 |
4.818 |
4.818 |
4.686 |
|
R1 |
4.731 |
4.731 |
4.665 |
4.775 |
PP |
4.582 |
4.582 |
4.582 |
4.604 |
S1 |
4.495 |
4.495 |
4.621 |
4.539 |
S2 |
4.346 |
4.346 |
4.600 |
|
S3 |
4.110 |
4.259 |
4.578 |
|
S4 |
3.874 |
4.023 |
4.513 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.993 |
4.434 |
0.559 |
11.2% |
0.164 |
3.3% |
100% |
True |
False |
2,517 |
10 |
4.993 |
4.434 |
0.559 |
11.2% |
0.136 |
2.7% |
100% |
True |
False |
1,878 |
20 |
5.054 |
4.434 |
0.620 |
12.4% |
0.124 |
2.5% |
90% |
False |
False |
1,457 |
40 |
5.485 |
4.434 |
1.051 |
21.1% |
0.134 |
2.7% |
53% |
False |
False |
1,381 |
60 |
5.969 |
4.434 |
1.535 |
30.8% |
0.141 |
2.8% |
36% |
False |
False |
1,227 |
80 |
6.647 |
4.434 |
2.213 |
44.3% |
0.147 |
2.9% |
25% |
False |
False |
1,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.877 |
2.618 |
5.538 |
1.618 |
5.330 |
1.000 |
5.201 |
0.618 |
5.122 |
HIGH |
4.993 |
0.618 |
4.914 |
0.500 |
4.889 |
0.382 |
4.864 |
LOW |
4.785 |
0.618 |
4.656 |
1.000 |
4.577 |
1.618 |
4.448 |
2.618 |
4.240 |
4.250 |
3.901 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.957 |
4.923 |
PP |
4.923 |
4.854 |
S1 |
4.889 |
4.786 |
|