NYMEX Natural Gas Future December 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
5.959 |
6.060 |
0.101 |
1.7% |
5.360 |
| High |
6.095 |
6.083 |
-0.012 |
-0.2% |
6.095 |
| Low |
5.890 |
5.964 |
0.074 |
1.3% |
5.276 |
| Close |
6.067 |
6.018 |
-0.049 |
-0.8% |
6.067 |
| Range |
0.205 |
0.119 |
-0.086 |
-42.0% |
0.819 |
| ATR |
0.158 |
0.155 |
-0.003 |
-1.8% |
0.000 |
| Volume |
3,983 |
2,352 |
-1,631 |
-40.9% |
16,283 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.379 |
6.317 |
6.083 |
|
| R3 |
6.260 |
6.198 |
6.051 |
|
| R2 |
6.141 |
6.141 |
6.040 |
|
| R1 |
6.079 |
6.079 |
6.029 |
6.051 |
| PP |
6.022 |
6.022 |
6.022 |
6.007 |
| S1 |
5.960 |
5.960 |
6.007 |
5.932 |
| S2 |
5.903 |
5.903 |
5.996 |
|
| S3 |
5.784 |
5.841 |
5.985 |
|
| S4 |
5.665 |
5.722 |
5.953 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.270 |
7.987 |
6.517 |
|
| R3 |
7.451 |
7.168 |
6.292 |
|
| R2 |
6.632 |
6.632 |
6.217 |
|
| R1 |
6.349 |
6.349 |
6.142 |
6.491 |
| PP |
5.813 |
5.813 |
5.813 |
5.883 |
| S1 |
5.530 |
5.530 |
5.992 |
5.672 |
| S2 |
4.994 |
4.994 |
5.917 |
|
| S3 |
4.175 |
4.711 |
5.842 |
|
| S4 |
3.356 |
3.892 |
5.617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.095 |
5.429 |
0.666 |
11.1% |
0.183 |
3.0% |
88% |
False |
False |
3,228 |
| 10 |
6.095 |
5.170 |
0.925 |
15.4% |
0.157 |
2.6% |
92% |
False |
False |
2,806 |
| 20 |
6.095 |
5.170 |
0.925 |
15.4% |
0.132 |
2.2% |
92% |
False |
False |
2,620 |
| 40 |
6.095 |
5.170 |
0.925 |
15.4% |
0.152 |
2.5% |
92% |
False |
False |
2,441 |
| 60 |
6.260 |
5.170 |
1.090 |
18.1% |
0.150 |
2.5% |
78% |
False |
False |
2,207 |
| 80 |
6.750 |
5.170 |
1.580 |
26.3% |
0.153 |
2.5% |
54% |
False |
False |
2,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.589 |
|
2.618 |
6.395 |
|
1.618 |
6.276 |
|
1.000 |
6.202 |
|
0.618 |
6.157 |
|
HIGH |
6.083 |
|
0.618 |
6.038 |
|
0.500 |
6.024 |
|
0.382 |
6.009 |
|
LOW |
5.964 |
|
0.618 |
5.890 |
|
1.000 |
5.845 |
|
1.618 |
5.771 |
|
2.618 |
5.652 |
|
4.250 |
5.458 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.024 |
5.973 |
| PP |
6.022 |
5.928 |
| S1 |
6.020 |
5.883 |
|