NYMEX Natural Gas Future December 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
6.070 |
6.130 |
0.060 |
1.0% |
5.360 |
| High |
6.150 |
6.150 |
0.000 |
0.0% |
6.095 |
| Low |
5.908 |
5.870 |
-0.038 |
-0.6% |
5.276 |
| Close |
6.060 |
5.953 |
-0.107 |
-1.8% |
6.067 |
| Range |
0.242 |
0.280 |
0.038 |
15.7% |
0.819 |
| ATR |
0.161 |
0.170 |
0.008 |
5.3% |
0.000 |
| Volume |
2,759 |
4,216 |
1,457 |
52.8% |
16,283 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.831 |
6.672 |
6.107 |
|
| R3 |
6.551 |
6.392 |
6.030 |
|
| R2 |
6.271 |
6.271 |
6.004 |
|
| R1 |
6.112 |
6.112 |
5.979 |
6.052 |
| PP |
5.991 |
5.991 |
5.991 |
5.961 |
| S1 |
5.832 |
5.832 |
5.927 |
5.772 |
| S2 |
5.711 |
5.711 |
5.902 |
|
| S3 |
5.431 |
5.552 |
5.876 |
|
| S4 |
5.151 |
5.272 |
5.799 |
|
|
| 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 |
6.150 |
5.670 |
0.480 |
8.1% |
0.229 |
3.9% |
59% |
True |
False |
3,737 |
| 10 |
6.150 |
5.170 |
0.980 |
16.5% |
0.190 |
3.2% |
80% |
True |
False |
3,151 |
| 20 |
6.150 |
5.170 |
0.980 |
16.5% |
0.148 |
2.5% |
80% |
True |
False |
2,806 |
| 40 |
6.150 |
5.170 |
0.980 |
16.5% |
0.160 |
2.7% |
80% |
True |
False |
2,567 |
| 60 |
6.150 |
5.170 |
0.980 |
16.5% |
0.153 |
2.6% |
80% |
True |
False |
2,294 |
| 80 |
6.560 |
5.170 |
1.390 |
23.3% |
0.155 |
2.6% |
56% |
False |
False |
2,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.340 |
|
2.618 |
6.883 |
|
1.618 |
6.603 |
|
1.000 |
6.430 |
|
0.618 |
6.323 |
|
HIGH |
6.150 |
|
0.618 |
6.043 |
|
0.500 |
6.010 |
|
0.382 |
5.977 |
|
LOW |
5.870 |
|
0.618 |
5.697 |
|
1.000 |
5.590 |
|
1.618 |
5.417 |
|
2.618 |
5.137 |
|
4.250 |
4.680 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.010 |
6.010 |
| PP |
5.991 |
5.991 |
| S1 |
5.972 |
5.972 |
|