NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.522 |
5.210 |
-0.312 |
-5.7% |
4.615 |
High |
5.523 |
5.373 |
-0.150 |
-2.7% |
5.401 |
Low |
5.272 |
5.159 |
-0.113 |
-2.1% |
4.578 |
Close |
5.343 |
5.334 |
-0.009 |
-0.2% |
5.377 |
Range |
0.251 |
0.214 |
-0.037 |
-14.7% |
0.823 |
ATR |
0.170 |
0.173 |
0.003 |
1.8% |
0.000 |
Volume |
5,822 |
4,942 |
-880 |
-15.1% |
15,166 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.931 |
5.846 |
5.452 |
|
R3 |
5.717 |
5.632 |
5.393 |
|
R2 |
5.503 |
5.503 |
5.373 |
|
R1 |
5.418 |
5.418 |
5.354 |
5.461 |
PP |
5.289 |
5.289 |
5.289 |
5.310 |
S1 |
5.204 |
5.204 |
5.314 |
5.247 |
S2 |
5.075 |
5.075 |
5.295 |
|
S3 |
4.861 |
4.990 |
5.275 |
|
S4 |
4.647 |
4.776 |
5.216 |
|
|
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 |
5.159 |
0.364 |
6.8% |
0.203 |
3.8% |
48% |
False |
True |
4,275 |
10 |
5.523 |
4.520 |
1.003 |
18.8% |
0.204 |
3.8% |
81% |
False |
False |
3,654 |
20 |
5.523 |
4.434 |
1.089 |
20.4% |
0.156 |
2.9% |
83% |
False |
False |
2,481 |
40 |
5.523 |
4.434 |
1.089 |
20.4% |
0.150 |
2.8% |
83% |
False |
False |
1,861 |
60 |
5.523 |
4.434 |
1.089 |
20.4% |
0.145 |
2.7% |
83% |
False |
False |
1,560 |
80 |
5.976 |
4.434 |
1.542 |
28.9% |
0.151 |
2.8% |
58% |
False |
False |
1,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.283 |
2.618 |
5.933 |
1.618 |
5.719 |
1.000 |
5.587 |
0.618 |
5.505 |
HIGH |
5.373 |
0.618 |
5.291 |
0.500 |
5.266 |
0.382 |
5.241 |
LOW |
5.159 |
0.618 |
5.027 |
1.000 |
4.945 |
1.618 |
4.813 |
2.618 |
4.599 |
4.250 |
4.250 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.311 |
5.341 |
PP |
5.289 |
5.339 |
S1 |
5.266 |
5.336 |
|