NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.149 |
5.262 |
0.113 |
2.2% |
5.320 |
High |
5.287 |
5.267 |
-0.020 |
-0.4% |
5.523 |
Low |
5.140 |
4.994 |
-0.146 |
-2.8% |
5.159 |
Close |
5.220 |
5.042 |
-0.178 |
-3.4% |
5.170 |
Range |
0.147 |
0.273 |
0.126 |
85.7% |
0.364 |
ATR |
0.171 |
0.179 |
0.007 |
4.2% |
0.000 |
Volume |
2,042 |
2,296 |
254 |
12.4% |
21,420 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.920 |
5.754 |
5.192 |
|
R3 |
5.647 |
5.481 |
5.117 |
|
R2 |
5.374 |
5.374 |
5.092 |
|
R1 |
5.208 |
5.208 |
5.067 |
5.155 |
PP |
5.101 |
5.101 |
5.101 |
5.074 |
S1 |
4.935 |
4.935 |
5.017 |
4.882 |
S2 |
4.828 |
4.828 |
4.992 |
|
S3 |
4.555 |
4.662 |
4.967 |
|
S4 |
4.282 |
4.389 |
4.892 |
|
|
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 |
4.994 |
0.529 |
10.5% |
0.204 |
4.1% |
9% |
False |
True |
3,770 |
10 |
5.523 |
4.785 |
0.738 |
14.6% |
0.210 |
4.2% |
35% |
False |
False |
3,581 |
20 |
5.523 |
4.434 |
1.089 |
21.6% |
0.165 |
3.3% |
56% |
False |
False |
2,680 |
40 |
5.523 |
4.434 |
1.089 |
21.6% |
0.146 |
2.9% |
56% |
False |
False |
1,945 |
60 |
5.523 |
4.434 |
1.089 |
21.6% |
0.148 |
2.9% |
56% |
False |
False |
1,629 |
80 |
5.975 |
4.434 |
1.541 |
30.6% |
0.152 |
3.0% |
39% |
False |
False |
1,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.427 |
2.618 |
5.982 |
1.618 |
5.709 |
1.000 |
5.540 |
0.618 |
5.436 |
HIGH |
5.267 |
0.618 |
5.163 |
0.500 |
5.131 |
0.382 |
5.098 |
LOW |
4.994 |
0.618 |
4.825 |
1.000 |
4.721 |
1.618 |
4.552 |
2.618 |
4.279 |
4.250 |
3.834 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.131 |
5.146 |
PP |
5.101 |
5.111 |
S1 |
5.072 |
5.077 |
|