NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 26-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.785 |
4.680 |
-0.105 |
-2.2% |
5.149 |
High |
4.789 |
4.738 |
-0.051 |
-1.1% |
5.287 |
Low |
4.690 |
4.605 |
-0.085 |
-1.8% |
4.690 |
Close |
4.722 |
4.728 |
0.006 |
0.1% |
4.722 |
Range |
0.099 |
0.133 |
0.034 |
34.3% |
0.597 |
ATR |
0.182 |
0.179 |
-0.004 |
-1.9% |
0.000 |
Volume |
4,344 |
2,056 |
-2,288 |
-52.7% |
13,118 |
|
Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.089 |
5.042 |
4.801 |
|
R3 |
4.956 |
4.909 |
4.765 |
|
R2 |
4.823 |
4.823 |
4.752 |
|
R1 |
4.776 |
4.776 |
4.740 |
4.800 |
PP |
4.690 |
4.690 |
4.690 |
4.702 |
S1 |
4.643 |
4.643 |
4.716 |
4.667 |
S2 |
4.557 |
4.557 |
4.704 |
|
S3 |
4.424 |
4.510 |
4.691 |
|
S4 |
4.291 |
4.377 |
4.655 |
|
|
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 |
5.267 |
4.605 |
0.662 |
14.0% |
0.183 |
3.9% |
19% |
False |
True |
2,626 |
10 |
5.523 |
4.605 |
0.918 |
19.4% |
0.189 |
4.0% |
13% |
False |
True |
3,392 |
20 |
5.523 |
4.434 |
1.089 |
23.0% |
0.179 |
3.8% |
27% |
False |
False |
3,002 |
40 |
5.523 |
4.434 |
1.089 |
23.0% |
0.142 |
3.0% |
27% |
False |
False |
2,066 |
60 |
5.523 |
4.434 |
1.089 |
23.0% |
0.148 |
3.1% |
27% |
False |
False |
1,756 |
80 |
5.975 |
4.434 |
1.541 |
32.6% |
0.152 |
3.2% |
19% |
False |
False |
1,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.303 |
2.618 |
5.086 |
1.618 |
4.953 |
1.000 |
4.871 |
0.618 |
4.820 |
HIGH |
4.738 |
0.618 |
4.687 |
0.500 |
4.672 |
0.382 |
4.656 |
LOW |
4.605 |
0.618 |
4.523 |
1.000 |
4.472 |
1.618 |
4.390 |
2.618 |
4.257 |
4.250 |
4.040 |
|
|
Fisher Pivots for day following 26-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.709 |
4.814 |
PP |
4.690 |
4.785 |
S1 |
4.672 |
4.757 |
|