NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.785 |
5.031 |
0.246 |
5.1% |
4.539 |
High |
4.993 |
5.277 |
0.284 |
5.7% |
4.670 |
Low |
4.785 |
4.958 |
0.173 |
3.6% |
4.434 |
Close |
4.991 |
5.194 |
0.203 |
4.1% |
4.643 |
Range |
0.208 |
0.319 |
0.111 |
53.4% |
0.236 |
ATR |
0.146 |
0.158 |
0.012 |
8.5% |
0.000 |
Volume |
2,200 |
4,154 |
1,954 |
88.8% |
9,234 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.100 |
5.966 |
5.369 |
|
R3 |
5.781 |
5.647 |
5.282 |
|
R2 |
5.462 |
5.462 |
5.252 |
|
R1 |
5.328 |
5.328 |
5.223 |
5.395 |
PP |
5.143 |
5.143 |
5.143 |
5.177 |
S1 |
5.009 |
5.009 |
5.165 |
5.076 |
S2 |
4.824 |
4.824 |
5.136 |
|
S3 |
4.505 |
4.690 |
5.106 |
|
S4 |
4.186 |
4.371 |
5.019 |
|
|
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 |
5.277 |
4.520 |
0.757 |
14.6% |
0.206 |
4.0% |
89% |
True |
False |
3,033 |
10 |
5.277 |
4.434 |
0.843 |
16.2% |
0.157 |
3.0% |
90% |
True |
False |
2,205 |
20 |
5.277 |
4.434 |
0.843 |
16.2% |
0.135 |
2.6% |
90% |
True |
False |
1,606 |
40 |
5.485 |
4.434 |
1.051 |
20.2% |
0.140 |
2.7% |
72% |
False |
False |
1,443 |
60 |
5.880 |
4.434 |
1.446 |
27.8% |
0.142 |
2.7% |
53% |
False |
False |
1,275 |
80 |
6.501 |
4.434 |
2.067 |
39.8% |
0.149 |
2.9% |
37% |
False |
False |
1,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.633 |
2.618 |
6.112 |
1.618 |
5.793 |
1.000 |
5.596 |
0.618 |
5.474 |
HIGH |
5.277 |
0.618 |
5.155 |
0.500 |
5.118 |
0.382 |
5.080 |
LOW |
4.958 |
0.618 |
4.761 |
1.000 |
4.639 |
1.618 |
4.442 |
2.618 |
4.123 |
4.250 |
3.602 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.169 |
5.128 |
PP |
5.143 |
5.062 |
S1 |
5.118 |
4.996 |
|