NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.496 |
5.700 |
0.204 |
3.7% |
5.300 |
High |
5.695 |
5.970 |
0.275 |
4.8% |
5.364 |
Low |
5.496 |
5.670 |
0.174 |
3.2% |
5.170 |
Close |
5.691 |
5.899 |
0.208 |
3.7% |
5.333 |
Range |
0.199 |
0.300 |
0.101 |
50.8% |
0.194 |
ATR |
0.143 |
0.154 |
0.011 |
7.8% |
0.000 |
Volume |
2,870 |
5,376 |
2,506 |
87.3% |
11,785 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.746 |
6.623 |
6.064 |
|
R3 |
6.446 |
6.323 |
5.982 |
|
R2 |
6.146 |
6.146 |
5.954 |
|
R1 |
6.023 |
6.023 |
5.927 |
6.085 |
PP |
5.846 |
5.846 |
5.846 |
5.877 |
S1 |
5.723 |
5.723 |
5.872 |
5.785 |
S2 |
5.546 |
5.546 |
5.844 |
|
S3 |
5.246 |
5.423 |
5.817 |
|
S4 |
4.946 |
5.123 |
5.734 |
|
|
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 |
5.970 |
5.235 |
0.735 |
12.5% |
0.194 |
3.3% |
90% |
True |
False |
2,979 |
10 |
5.970 |
5.170 |
0.800 |
13.6% |
0.147 |
2.5% |
91% |
True |
False |
2,782 |
20 |
5.970 |
5.170 |
0.800 |
13.6% |
0.134 |
2.3% |
91% |
True |
False |
2,437 |
40 |
6.051 |
5.170 |
0.881 |
14.9% |
0.152 |
2.6% |
83% |
False |
False |
2,390 |
60 |
6.440 |
5.170 |
1.270 |
21.5% |
0.150 |
2.5% |
57% |
False |
False |
2,162 |
80 |
7.063 |
5.170 |
1.893 |
32.1% |
0.154 |
2.6% |
39% |
False |
False |
1,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.245 |
2.618 |
6.755 |
1.618 |
6.455 |
1.000 |
6.270 |
0.618 |
6.155 |
HIGH |
5.970 |
0.618 |
5.855 |
0.500 |
5.820 |
0.382 |
5.785 |
LOW |
5.670 |
0.618 |
5.485 |
1.000 |
5.370 |
1.618 |
5.185 |
2.618 |
4.885 |
4.250 |
4.395 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.873 |
5.833 |
PP |
5.846 |
5.766 |
S1 |
5.820 |
5.700 |
|