NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.498 |
5.496 |
-0.002 |
0.0% |
5.300 |
High |
5.520 |
5.695 |
0.175 |
3.2% |
5.364 |
Low |
5.429 |
5.496 |
0.067 |
1.2% |
5.170 |
Close |
5.466 |
5.691 |
0.225 |
4.1% |
5.333 |
Range |
0.091 |
0.199 |
0.108 |
118.7% |
0.194 |
ATR |
0.136 |
0.143 |
0.007 |
4.9% |
0.000 |
Volume |
1,559 |
2,870 |
1,311 |
84.1% |
11,785 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.224 |
6.157 |
5.800 |
|
R3 |
6.025 |
5.958 |
5.746 |
|
R2 |
5.826 |
5.826 |
5.727 |
|
R1 |
5.759 |
5.759 |
5.709 |
5.793 |
PP |
5.627 |
5.627 |
5.627 |
5.644 |
S1 |
5.560 |
5.560 |
5.673 |
5.594 |
S2 |
5.428 |
5.428 |
5.655 |
|
S3 |
5.229 |
5.361 |
5.636 |
|
S4 |
5.030 |
5.162 |
5.582 |
|
|
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 |
5.695 |
5.170 |
0.525 |
9.2% |
0.151 |
2.6% |
99% |
True |
False |
2,566 |
10 |
5.695 |
5.170 |
0.525 |
9.2% |
0.128 |
2.2% |
99% |
True |
False |
2,651 |
20 |
5.732 |
5.170 |
0.562 |
9.9% |
0.123 |
2.2% |
93% |
False |
False |
2,277 |
40 |
6.051 |
5.170 |
0.881 |
15.5% |
0.146 |
2.6% |
59% |
False |
False |
2,290 |
60 |
6.550 |
5.170 |
1.380 |
24.2% |
0.150 |
2.6% |
38% |
False |
False |
2,104 |
80 |
7.143 |
5.170 |
1.973 |
34.7% |
0.152 |
2.7% |
26% |
False |
False |
1,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.541 |
2.618 |
6.216 |
1.618 |
6.017 |
1.000 |
5.894 |
0.618 |
5.818 |
HIGH |
5.695 |
0.618 |
5.619 |
0.500 |
5.596 |
0.382 |
5.572 |
LOW |
5.496 |
0.618 |
5.373 |
1.000 |
5.297 |
1.618 |
5.174 |
2.618 |
4.975 |
4.250 |
4.650 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.659 |
5.623 |
PP |
5.627 |
5.554 |
S1 |
5.596 |
5.486 |
|