NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.680 |
4.721 |
0.041 |
0.9% |
5.149 |
High |
4.738 |
4.739 |
0.001 |
0.0% |
5.287 |
Low |
4.605 |
4.646 |
0.041 |
0.9% |
4.690 |
Close |
4.728 |
4.727 |
-0.001 |
0.0% |
4.722 |
Range |
0.133 |
0.093 |
-0.040 |
-30.1% |
0.597 |
ATR |
0.179 |
0.173 |
-0.006 |
-3.4% |
0.000 |
Volume |
2,056 |
3,134 |
1,078 |
52.4% |
13,118 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.983 |
4.948 |
4.778 |
|
R3 |
4.890 |
4.855 |
4.753 |
|
R2 |
4.797 |
4.797 |
4.744 |
|
R1 |
4.762 |
4.762 |
4.736 |
4.780 |
PP |
4.704 |
4.704 |
4.704 |
4.713 |
S1 |
4.669 |
4.669 |
4.718 |
4.687 |
S2 |
4.611 |
4.611 |
4.710 |
|
S3 |
4.518 |
4.576 |
4.701 |
|
S4 |
4.425 |
4.483 |
4.676 |
|
|
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 |
5.130 |
4.605 |
0.525 |
11.1% |
0.147 |
3.1% |
23% |
False |
False |
2,794 |
10 |
5.523 |
4.605 |
0.918 |
19.4% |
0.176 |
3.7% |
13% |
False |
False |
3,282 |
20 |
5.523 |
4.434 |
1.089 |
23.0% |
0.179 |
3.8% |
27% |
False |
False |
3,106 |
40 |
5.523 |
4.434 |
1.089 |
23.0% |
0.143 |
3.0% |
27% |
False |
False |
2,114 |
60 |
5.523 |
4.434 |
1.089 |
23.0% |
0.147 |
3.1% |
27% |
False |
False |
1,793 |
80 |
5.975 |
4.434 |
1.541 |
32.6% |
0.152 |
3.2% |
19% |
False |
False |
1,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.134 |
2.618 |
4.982 |
1.618 |
4.889 |
1.000 |
4.832 |
0.618 |
4.796 |
HIGH |
4.739 |
0.618 |
4.703 |
0.500 |
4.693 |
0.382 |
4.682 |
LOW |
4.646 |
0.618 |
4.589 |
1.000 |
4.553 |
1.618 |
4.496 |
2.618 |
4.403 |
4.250 |
4.251 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.716 |
4.717 |
PP |
4.704 |
4.707 |
S1 |
4.693 |
4.697 |
|