NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.210 |
5.278 |
0.068 |
1.3% |
5.320 |
High |
5.373 |
5.297 |
-0.076 |
-1.4% |
5.523 |
Low |
5.159 |
5.160 |
0.001 |
0.0% |
5.159 |
Close |
5.334 |
5.170 |
-0.164 |
-3.1% |
5.170 |
Range |
0.214 |
0.137 |
-0.077 |
-36.0% |
0.364 |
ATR |
0.173 |
0.173 |
0.000 |
0.0% |
0.000 |
Volume |
4,942 |
3,748 |
-1,194 |
-24.2% |
21,420 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.620 |
5.532 |
5.245 |
|
R3 |
5.483 |
5.395 |
5.208 |
|
R2 |
5.346 |
5.346 |
5.195 |
|
R1 |
5.258 |
5.258 |
5.183 |
5.234 |
PP |
5.209 |
5.209 |
5.209 |
5.197 |
S1 |
5.121 |
5.121 |
5.157 |
5.097 |
S2 |
5.072 |
5.072 |
5.145 |
|
S3 |
4.935 |
4.984 |
5.132 |
|
S4 |
4.798 |
4.847 |
5.095 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.376 |
6.137 |
5.370 |
|
R3 |
6.012 |
5.773 |
5.270 |
|
R2 |
5.648 |
5.648 |
5.237 |
|
R1 |
5.409 |
5.409 |
5.203 |
5.347 |
PP |
5.284 |
5.284 |
5.284 |
5.253 |
S1 |
5.045 |
5.045 |
5.137 |
4.983 |
S2 |
4.920 |
4.920 |
5.103 |
|
S3 |
4.556 |
4.681 |
5.070 |
|
S4 |
4.192 |
4.317 |
4.970 |
|
|
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 |
7.0% |
0.190 |
3.7% |
3% |
False |
False |
4,284 |
10 |
5.523 |
4.578 |
0.945 |
18.3% |
0.203 |
3.9% |
63% |
False |
False |
3,658 |
20 |
5.523 |
4.434 |
1.089 |
21.1% |
0.153 |
3.0% |
68% |
False |
False |
2,604 |
40 |
5.523 |
4.434 |
1.089 |
21.1% |
0.143 |
2.8% |
68% |
False |
False |
1,937 |
60 |
5.523 |
4.434 |
1.089 |
21.1% |
0.144 |
2.8% |
68% |
False |
False |
1,602 |
80 |
5.975 |
4.434 |
1.541 |
29.8% |
0.151 |
2.9% |
48% |
False |
False |
1,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.879 |
2.618 |
5.656 |
1.618 |
5.519 |
1.000 |
5.434 |
0.618 |
5.382 |
HIGH |
5.297 |
0.618 |
5.245 |
0.500 |
5.229 |
0.382 |
5.212 |
LOW |
5.160 |
0.618 |
5.075 |
1.000 |
5.023 |
1.618 |
4.938 |
2.618 |
4.801 |
4.250 |
4.578 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.229 |
5.341 |
PP |
5.209 |
5.284 |
S1 |
5.190 |
5.227 |
|