NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.031 |
5.270 |
0.239 |
4.8% |
4.615 |
High |
5.277 |
5.401 |
0.124 |
2.3% |
5.401 |
Low |
4.958 |
5.201 |
0.243 |
4.9% |
4.578 |
Close |
5.194 |
5.377 |
0.183 |
3.5% |
5.377 |
Range |
0.319 |
0.200 |
-0.119 |
-37.3% |
0.823 |
ATR |
0.158 |
0.162 |
0.003 |
2.2% |
0.000 |
Volume |
4,154 |
3,704 |
-450 |
-10.8% |
15,166 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.926 |
5.852 |
5.487 |
|
R3 |
5.726 |
5.652 |
5.432 |
|
R2 |
5.526 |
5.526 |
5.414 |
|
R1 |
5.452 |
5.452 |
5.395 |
5.489 |
PP |
5.326 |
5.326 |
5.326 |
5.345 |
S1 |
5.252 |
5.252 |
5.359 |
5.289 |
S2 |
5.126 |
5.126 |
5.340 |
|
S3 |
4.926 |
5.052 |
5.322 |
|
S4 |
4.726 |
4.852 |
5.267 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.588 |
7.305 |
5.830 |
|
R3 |
6.765 |
6.482 |
5.603 |
|
R2 |
5.942 |
5.942 |
5.528 |
|
R1 |
5.659 |
5.659 |
5.452 |
5.801 |
PP |
5.119 |
5.119 |
5.119 |
5.189 |
S1 |
4.836 |
4.836 |
5.302 |
4.978 |
S2 |
4.296 |
4.296 |
5.226 |
|
S3 |
3.473 |
4.013 |
5.151 |
|
S4 |
2.650 |
3.190 |
4.924 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.401 |
4.578 |
0.823 |
15.3% |
0.216 |
4.0% |
97% |
True |
False |
3,033 |
10 |
5.401 |
4.434 |
0.967 |
18.0% |
0.164 |
3.1% |
98% |
True |
False |
2,440 |
20 |
5.401 |
4.434 |
0.967 |
18.0% |
0.137 |
2.5% |
98% |
True |
False |
1,747 |
40 |
5.485 |
4.434 |
1.051 |
19.5% |
0.139 |
2.6% |
90% |
False |
False |
1,511 |
60 |
5.790 |
4.434 |
1.356 |
25.2% |
0.142 |
2.6% |
70% |
False |
False |
1,307 |
80 |
6.340 |
4.434 |
1.906 |
35.4% |
0.149 |
2.8% |
49% |
False |
False |
1,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.251 |
2.618 |
5.925 |
1.618 |
5.725 |
1.000 |
5.601 |
0.618 |
5.525 |
HIGH |
5.401 |
0.618 |
5.325 |
0.500 |
5.301 |
0.382 |
5.277 |
LOW |
5.201 |
0.618 |
5.077 |
1.000 |
5.001 |
1.618 |
4.877 |
2.618 |
4.677 |
4.250 |
4.351 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.352 |
5.282 |
PP |
5.326 |
5.188 |
S1 |
5.301 |
5.093 |
|