NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.360 |
5.498 |
0.138 |
2.6% |
5.300 |
High |
5.526 |
5.520 |
-0.006 |
-0.1% |
5.364 |
Low |
5.276 |
5.429 |
0.153 |
2.9% |
5.170 |
Close |
5.509 |
5.466 |
-0.043 |
-0.8% |
5.333 |
Range |
0.250 |
0.091 |
-0.159 |
-63.6% |
0.194 |
ATR |
0.140 |
0.136 |
-0.003 |
-2.5% |
0.000 |
Volume |
2,495 |
1,559 |
-936 |
-37.5% |
11,785 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.745 |
5.696 |
5.516 |
|
R3 |
5.654 |
5.605 |
5.491 |
|
R2 |
5.563 |
5.563 |
5.483 |
|
R1 |
5.514 |
5.514 |
5.474 |
5.493 |
PP |
5.472 |
5.472 |
5.472 |
5.461 |
S1 |
5.423 |
5.423 |
5.458 |
5.402 |
S2 |
5.381 |
5.381 |
5.449 |
|
S3 |
5.290 |
5.332 |
5.441 |
|
S4 |
5.199 |
5.241 |
5.416 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.871 |
5.796 |
5.440 |
|
R3 |
5.677 |
5.602 |
5.386 |
|
R2 |
5.483 |
5.483 |
5.369 |
|
R1 |
5.408 |
5.408 |
5.351 |
5.446 |
PP |
5.289 |
5.289 |
5.289 |
5.308 |
S1 |
5.214 |
5.214 |
5.315 |
5.252 |
S2 |
5.095 |
5.095 |
5.297 |
|
S3 |
4.901 |
5.020 |
5.280 |
|
S4 |
4.707 |
4.826 |
5.226 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.526 |
5.170 |
0.356 |
6.5% |
0.135 |
2.5% |
83% |
False |
False |
2,396 |
10 |
5.569 |
5.170 |
0.399 |
7.3% |
0.114 |
2.1% |
74% |
False |
False |
2,614 |
20 |
5.732 |
5.170 |
0.562 |
10.3% |
0.117 |
2.1% |
53% |
False |
False |
2,199 |
40 |
6.051 |
5.170 |
0.881 |
16.1% |
0.143 |
2.6% |
34% |
False |
False |
2,244 |
60 |
6.550 |
5.170 |
1.380 |
25.2% |
0.148 |
2.7% |
21% |
False |
False |
2,092 |
80 |
7.143 |
5.170 |
1.973 |
36.1% |
0.151 |
2.8% |
15% |
False |
False |
1,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.907 |
2.618 |
5.758 |
1.618 |
5.667 |
1.000 |
5.611 |
0.618 |
5.576 |
HIGH |
5.520 |
0.618 |
5.485 |
0.500 |
5.475 |
0.382 |
5.464 |
LOW |
5.429 |
0.618 |
5.373 |
1.000 |
5.338 |
1.618 |
5.282 |
2.618 |
5.191 |
4.250 |
5.042 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.475 |
5.438 |
PP |
5.472 |
5.409 |
S1 |
5.469 |
5.381 |
|