NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.262 |
4.990 |
-0.272 |
-5.2% |
5.320 |
High |
5.267 |
5.130 |
-0.137 |
-2.6% |
5.523 |
Low |
4.994 |
4.967 |
-0.027 |
-0.5% |
5.159 |
Close |
5.042 |
5.105 |
0.063 |
1.2% |
5.170 |
Range |
0.273 |
0.163 |
-0.110 |
-40.3% |
0.364 |
ATR |
0.179 |
0.178 |
-0.001 |
-0.6% |
0.000 |
Volume |
2,296 |
2,346 |
50 |
2.2% |
21,420 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.556 |
5.494 |
5.195 |
|
R3 |
5.393 |
5.331 |
5.150 |
|
R2 |
5.230 |
5.230 |
5.135 |
|
R1 |
5.168 |
5.168 |
5.120 |
5.199 |
PP |
5.067 |
5.067 |
5.067 |
5.083 |
S1 |
5.005 |
5.005 |
5.090 |
5.036 |
S2 |
4.904 |
4.904 |
5.075 |
|
S3 |
4.741 |
4.842 |
5.060 |
|
S4 |
4.578 |
4.679 |
5.015 |
|
|
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 |
5.373 |
4.967 |
0.406 |
8.0% |
0.187 |
3.7% |
34% |
False |
True |
3,074 |
10 |
5.523 |
4.958 |
0.565 |
11.1% |
0.205 |
4.0% |
26% |
False |
False |
3,596 |
20 |
5.523 |
4.434 |
1.089 |
21.3% |
0.171 |
3.3% |
62% |
False |
False |
2,737 |
40 |
5.523 |
4.434 |
1.089 |
21.3% |
0.146 |
2.9% |
62% |
False |
False |
1,991 |
60 |
5.523 |
4.434 |
1.089 |
21.3% |
0.148 |
2.9% |
62% |
False |
False |
1,655 |
80 |
5.975 |
4.434 |
1.541 |
30.2% |
0.152 |
3.0% |
44% |
False |
False |
1,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.823 |
2.618 |
5.557 |
1.618 |
5.394 |
1.000 |
5.293 |
0.618 |
5.231 |
HIGH |
5.130 |
0.618 |
5.068 |
0.500 |
5.049 |
0.382 |
5.029 |
LOW |
4.967 |
0.618 |
4.866 |
1.000 |
4.804 |
1.618 |
4.703 |
2.618 |
4.540 |
4.250 |
4.274 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.086 |
5.127 |
PP |
5.067 |
5.120 |
S1 |
5.049 |
5.112 |
|