NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.278 |
5.149 |
-0.129 |
-2.4% |
5.320 |
High |
5.297 |
5.287 |
-0.010 |
-0.2% |
5.523 |
Low |
5.160 |
5.140 |
-0.020 |
-0.4% |
5.159 |
Close |
5.170 |
5.220 |
0.050 |
1.0% |
5.170 |
Range |
0.137 |
0.147 |
0.010 |
7.3% |
0.364 |
ATR |
0.173 |
0.171 |
-0.002 |
-1.1% |
0.000 |
Volume |
3,748 |
2,042 |
-1,706 |
-45.5% |
21,420 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.657 |
5.585 |
5.301 |
|
R3 |
5.510 |
5.438 |
5.260 |
|
R2 |
5.363 |
5.363 |
5.247 |
|
R1 |
5.291 |
5.291 |
5.233 |
5.327 |
PP |
5.216 |
5.216 |
5.216 |
5.234 |
S1 |
5.144 |
5.144 |
5.207 |
5.180 |
S2 |
5.069 |
5.069 |
5.193 |
|
S3 |
4.922 |
4.997 |
5.180 |
|
S4 |
4.775 |
4.850 |
5.139 |
|
|
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 |
5.140 |
0.383 |
7.3% |
0.196 |
3.8% |
21% |
False |
True |
4,157 |
10 |
5.523 |
4.715 |
0.808 |
15.5% |
0.193 |
3.7% |
63% |
False |
False |
3,564 |
20 |
5.523 |
4.434 |
1.089 |
20.9% |
0.155 |
3.0% |
72% |
False |
False |
2,608 |
40 |
5.523 |
4.434 |
1.089 |
20.9% |
0.142 |
2.7% |
72% |
False |
False |
1,917 |
60 |
5.523 |
4.434 |
1.089 |
20.9% |
0.146 |
2.8% |
72% |
False |
False |
1,613 |
80 |
5.975 |
4.434 |
1.541 |
29.5% |
0.150 |
2.9% |
51% |
False |
False |
1,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.912 |
2.618 |
5.672 |
1.618 |
5.525 |
1.000 |
5.434 |
0.618 |
5.378 |
HIGH |
5.287 |
0.618 |
5.231 |
0.500 |
5.214 |
0.382 |
5.196 |
LOW |
5.140 |
0.618 |
5.049 |
1.000 |
4.993 |
1.618 |
4.902 |
2.618 |
4.755 |
4.250 |
4.515 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.218 |
5.257 |
PP |
5.216 |
5.244 |
S1 |
5.214 |
5.232 |
|