NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.270 |
5.320 |
0.050 |
0.9% |
4.615 |
High |
5.401 |
5.393 |
-0.008 |
-0.1% |
5.401 |
Low |
5.201 |
5.277 |
0.076 |
1.5% |
4.578 |
Close |
5.377 |
5.345 |
-0.032 |
-0.6% |
5.377 |
Range |
0.200 |
0.116 |
-0.084 |
-42.0% |
0.823 |
ATR |
0.162 |
0.159 |
-0.003 |
-2.0% |
0.000 |
Volume |
3,704 |
2,674 |
-1,030 |
-27.8% |
15,166 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.686 |
5.632 |
5.409 |
|
R3 |
5.570 |
5.516 |
5.377 |
|
R2 |
5.454 |
5.454 |
5.366 |
|
R1 |
5.400 |
5.400 |
5.356 |
5.427 |
PP |
5.338 |
5.338 |
5.338 |
5.352 |
S1 |
5.284 |
5.284 |
5.334 |
5.311 |
S2 |
5.222 |
5.222 |
5.324 |
|
S3 |
5.106 |
5.168 |
5.313 |
|
S4 |
4.990 |
5.052 |
5.281 |
|
|
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 |
4.715 |
0.686 |
12.8% |
0.189 |
3.5% |
92% |
False |
False |
2,971 |
10 |
5.401 |
4.434 |
0.967 |
18.1% |
0.168 |
3.1% |
94% |
False |
False |
2,612 |
20 |
5.401 |
4.434 |
0.967 |
18.1% |
0.136 |
2.5% |
94% |
False |
False |
1,848 |
40 |
5.485 |
4.434 |
1.051 |
19.7% |
0.140 |
2.6% |
87% |
False |
False |
1,552 |
60 |
5.690 |
4.434 |
1.256 |
23.5% |
0.141 |
2.6% |
73% |
False |
False |
1,342 |
80 |
6.162 |
4.434 |
1.728 |
32.3% |
0.148 |
2.8% |
53% |
False |
False |
1,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.886 |
2.618 |
5.697 |
1.618 |
5.581 |
1.000 |
5.509 |
0.618 |
5.465 |
HIGH |
5.393 |
0.618 |
5.349 |
0.500 |
5.335 |
0.382 |
5.321 |
LOW |
5.277 |
0.618 |
5.205 |
1.000 |
5.161 |
1.618 |
5.089 |
2.618 |
4.973 |
4.250 |
4.784 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.342 |
5.290 |
PP |
5.338 |
5.235 |
S1 |
5.335 |
5.180 |
|