NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.320 |
5.407 |
0.087 |
1.6% |
4.615 |
High |
5.393 |
5.500 |
0.107 |
2.0% |
5.401 |
Low |
5.277 |
5.268 |
-0.009 |
-0.2% |
4.578 |
Close |
5.345 |
5.442 |
0.097 |
1.8% |
5.377 |
Range |
0.116 |
0.232 |
0.116 |
100.0% |
0.823 |
ATR |
0.159 |
0.164 |
0.005 |
3.3% |
0.000 |
Volume |
2,674 |
4,234 |
1,560 |
58.3% |
15,166 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.099 |
6.003 |
5.570 |
|
R3 |
5.867 |
5.771 |
5.506 |
|
R2 |
5.635 |
5.635 |
5.485 |
|
R1 |
5.539 |
5.539 |
5.463 |
5.587 |
PP |
5.403 |
5.403 |
5.403 |
5.428 |
S1 |
5.307 |
5.307 |
5.421 |
5.355 |
S2 |
5.171 |
5.171 |
5.399 |
|
S3 |
4.939 |
5.075 |
5.378 |
|
S4 |
4.707 |
4.843 |
5.314 |
|
|
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 |
5.500 |
4.785 |
0.715 |
13.1% |
0.215 |
4.0% |
92% |
True |
False |
3,393 |
10 |
5.500 |
4.434 |
1.066 |
19.6% |
0.182 |
3.3% |
95% |
True |
False |
2,931 |
20 |
5.500 |
4.434 |
1.066 |
19.6% |
0.141 |
2.6% |
95% |
True |
False |
2,038 |
40 |
5.500 |
4.434 |
1.066 |
19.6% |
0.142 |
2.6% |
95% |
True |
False |
1,638 |
60 |
5.550 |
4.434 |
1.116 |
20.5% |
0.143 |
2.6% |
90% |
False |
False |
1,399 |
80 |
6.066 |
4.434 |
1.632 |
30.0% |
0.148 |
2.7% |
62% |
False |
False |
1,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.486 |
2.618 |
6.107 |
1.618 |
5.875 |
1.000 |
5.732 |
0.618 |
5.643 |
HIGH |
5.500 |
0.618 |
5.411 |
0.500 |
5.384 |
0.382 |
5.357 |
LOW |
5.268 |
0.618 |
5.125 |
1.000 |
5.036 |
1.618 |
4.893 |
2.618 |
4.661 |
4.250 |
4.282 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.423 |
5.412 |
PP |
5.403 |
5.381 |
S1 |
5.384 |
5.351 |
|