NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.023 |
4.785 |
-0.238 |
-4.7% |
5.149 |
High |
5.023 |
4.789 |
-0.234 |
-4.7% |
5.287 |
Low |
4.778 |
4.690 |
-0.088 |
-1.8% |
4.690 |
Close |
4.796 |
4.722 |
-0.074 |
-1.5% |
4.722 |
Range |
0.245 |
0.099 |
-0.146 |
-59.6% |
0.597 |
ATR |
0.188 |
0.182 |
-0.006 |
-3.1% |
0.000 |
Volume |
2,090 |
4,344 |
2,254 |
107.8% |
13,118 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.031 |
4.975 |
4.776 |
|
R3 |
4.932 |
4.876 |
4.749 |
|
R2 |
4.833 |
4.833 |
4.740 |
|
R1 |
4.777 |
4.777 |
4.731 |
4.756 |
PP |
4.734 |
4.734 |
4.734 |
4.723 |
S1 |
4.678 |
4.678 |
4.713 |
4.657 |
S2 |
4.635 |
4.635 |
4.704 |
|
S3 |
4.536 |
4.579 |
4.695 |
|
S4 |
4.437 |
4.480 |
4.668 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.691 |
6.303 |
5.050 |
|
R3 |
6.094 |
5.706 |
4.886 |
|
R2 |
5.497 |
5.497 |
4.831 |
|
R1 |
5.109 |
5.109 |
4.777 |
5.005 |
PP |
4.900 |
4.900 |
4.900 |
4.847 |
S1 |
4.512 |
4.512 |
4.667 |
4.408 |
S2 |
4.303 |
4.303 |
4.613 |
|
S3 |
3.706 |
3.915 |
4.558 |
|
S4 |
3.109 |
3.318 |
4.394 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.287 |
4.690 |
0.597 |
12.6% |
0.185 |
3.9% |
5% |
False |
True |
2,623 |
10 |
5.523 |
4.690 |
0.833 |
17.6% |
0.188 |
4.0% |
4% |
False |
True |
3,453 |
20 |
5.523 |
4.434 |
1.089 |
23.1% |
0.176 |
3.7% |
26% |
False |
False |
2,946 |
40 |
5.523 |
4.434 |
1.089 |
23.1% |
0.143 |
3.0% |
26% |
False |
False |
2,066 |
60 |
5.523 |
4.434 |
1.089 |
23.1% |
0.151 |
3.2% |
26% |
False |
False |
1,729 |
80 |
5.975 |
4.434 |
1.541 |
32.6% |
0.153 |
3.2% |
19% |
False |
False |
1,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.210 |
2.618 |
5.048 |
1.618 |
4.949 |
1.000 |
4.888 |
0.618 |
4.850 |
HIGH |
4.789 |
0.618 |
4.751 |
0.500 |
4.740 |
0.382 |
4.728 |
LOW |
4.690 |
0.618 |
4.629 |
1.000 |
4.591 |
1.618 |
4.530 |
2.618 |
4.431 |
4.250 |
4.269 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.740 |
4.910 |
PP |
4.734 |
4.847 |
S1 |
4.728 |
4.785 |
|