NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.665 |
5.010 |
0.345 |
7.4% |
4.680 |
High |
5.013 |
5.135 |
0.122 |
2.4% |
5.135 |
Low |
4.665 |
4.855 |
0.190 |
4.1% |
4.605 |
Close |
5.001 |
4.873 |
-0.128 |
-2.6% |
4.873 |
Range |
0.348 |
0.280 |
-0.068 |
-19.5% |
0.530 |
ATR |
0.185 |
0.192 |
0.007 |
3.7% |
0.000 |
Volume |
6,296 |
4,191 |
-2,105 |
-33.4% |
15,677 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.794 |
5.614 |
5.027 |
|
R3 |
5.514 |
5.334 |
4.950 |
|
R2 |
5.234 |
5.234 |
4.924 |
|
R1 |
5.054 |
5.054 |
4.899 |
5.004 |
PP |
4.954 |
4.954 |
4.954 |
4.930 |
S1 |
4.774 |
4.774 |
4.847 |
4.724 |
S2 |
4.674 |
4.674 |
4.822 |
|
S3 |
4.394 |
4.494 |
4.796 |
|
S4 |
4.114 |
4.214 |
4.719 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.461 |
6.197 |
5.165 |
|
R3 |
5.931 |
5.667 |
5.019 |
|
R2 |
5.401 |
5.401 |
4.970 |
|
R1 |
5.137 |
5.137 |
4.922 |
5.269 |
PP |
4.871 |
4.871 |
4.871 |
4.937 |
S1 |
4.607 |
4.607 |
4.824 |
4.739 |
S2 |
4.341 |
4.341 |
4.776 |
|
S3 |
3.811 |
4.077 |
4.727 |
|
S4 |
3.281 |
3.547 |
4.582 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.135 |
4.605 |
0.530 |
10.9% |
0.191 |
3.9% |
51% |
True |
False |
4,004 |
10 |
5.297 |
4.605 |
0.692 |
14.2% |
0.192 |
3.9% |
39% |
False |
False |
3,254 |
20 |
5.523 |
4.520 |
1.003 |
20.6% |
0.198 |
4.1% |
35% |
False |
False |
3,454 |
40 |
5.523 |
4.434 |
1.089 |
22.3% |
0.153 |
3.1% |
40% |
False |
False |
2,294 |
60 |
5.523 |
4.434 |
1.089 |
22.3% |
0.153 |
3.1% |
40% |
False |
False |
1,946 |
80 |
5.975 |
4.434 |
1.541 |
31.6% |
0.155 |
3.2% |
28% |
False |
False |
1,700 |
100 |
7.150 |
4.434 |
2.716 |
55.7% |
0.158 |
3.2% |
16% |
False |
False |
1,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.325 |
2.618 |
5.868 |
1.618 |
5.588 |
1.000 |
5.415 |
0.618 |
5.308 |
HIGH |
5.135 |
0.618 |
5.028 |
0.500 |
4.995 |
0.382 |
4.962 |
LOW |
4.855 |
0.618 |
4.682 |
1.000 |
4.575 |
1.618 |
4.402 |
2.618 |
4.122 |
4.250 |
3.665 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.995 |
4.891 |
PP |
4.954 |
4.885 |
S1 |
4.914 |
4.879 |
|