NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.407 |
5.522 |
0.115 |
2.1% |
4.615 |
High |
5.500 |
5.523 |
0.023 |
0.4% |
5.401 |
Low |
5.268 |
5.272 |
0.004 |
0.1% |
4.578 |
Close |
5.442 |
5.343 |
-0.099 |
-1.8% |
5.377 |
Range |
0.232 |
0.251 |
0.019 |
8.2% |
0.823 |
ATR |
0.164 |
0.170 |
0.006 |
3.8% |
0.000 |
Volume |
4,234 |
5,822 |
1,588 |
37.5% |
15,166 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.132 |
5.989 |
5.481 |
|
R3 |
5.881 |
5.738 |
5.412 |
|
R2 |
5.630 |
5.630 |
5.389 |
|
R1 |
5.487 |
5.487 |
5.366 |
5.433 |
PP |
5.379 |
5.379 |
5.379 |
5.353 |
S1 |
5.236 |
5.236 |
5.320 |
5.182 |
S2 |
5.128 |
5.128 |
5.297 |
|
S3 |
4.877 |
4.985 |
5.274 |
|
S4 |
4.626 |
4.734 |
5.205 |
|
|
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 |
5.523 |
4.958 |
0.565 |
10.6% |
0.224 |
4.2% |
68% |
True |
False |
4,117 |
10 |
5.523 |
4.434 |
1.089 |
20.4% |
0.194 |
3.6% |
83% |
True |
False |
3,317 |
20 |
5.523 |
4.434 |
1.089 |
20.4% |
0.149 |
2.8% |
83% |
True |
False |
2,278 |
40 |
5.523 |
4.434 |
1.089 |
20.4% |
0.147 |
2.7% |
83% |
True |
False |
1,762 |
60 |
5.523 |
4.434 |
1.089 |
20.4% |
0.143 |
2.7% |
83% |
True |
False |
1,490 |
80 |
5.985 |
4.434 |
1.551 |
29.0% |
0.150 |
2.8% |
59% |
False |
False |
1,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.590 |
2.618 |
6.180 |
1.618 |
5.929 |
1.000 |
5.774 |
0.618 |
5.678 |
HIGH |
5.523 |
0.618 |
5.427 |
0.500 |
5.398 |
0.382 |
5.368 |
LOW |
5.272 |
0.618 |
5.117 |
1.000 |
5.021 |
1.618 |
4.866 |
2.618 |
4.615 |
4.250 |
4.205 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.398 |
5.396 |
PP |
5.379 |
5.378 |
S1 |
5.361 |
5.361 |
|