NYMEX Natural Gas Future December 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
6.130 |
5.850 |
-0.280 |
-4.6% |
5.360 |
| High |
6.150 |
6.000 |
-0.150 |
-2.4% |
6.095 |
| Low |
5.870 |
5.782 |
-0.088 |
-1.5% |
5.276 |
| Close |
5.953 |
5.974 |
0.021 |
0.4% |
6.067 |
| Range |
0.280 |
0.218 |
-0.062 |
-22.1% |
0.819 |
| ATR |
0.170 |
0.173 |
0.003 |
2.0% |
0.000 |
| Volume |
4,216 |
4,403 |
187 |
4.4% |
16,283 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.573 |
6.491 |
6.094 |
|
| R3 |
6.355 |
6.273 |
6.034 |
|
| R2 |
6.137 |
6.137 |
6.014 |
|
| R1 |
6.055 |
6.055 |
5.994 |
6.096 |
| PP |
5.919 |
5.919 |
5.919 |
5.939 |
| S1 |
5.837 |
5.837 |
5.954 |
5.878 |
| S2 |
5.701 |
5.701 |
5.934 |
|
| S3 |
5.483 |
5.619 |
5.914 |
|
| S4 |
5.265 |
5.401 |
5.854 |
|
|
| 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 |
5.782 |
0.368 |
6.2% |
0.213 |
3.6% |
52% |
False |
True |
3,542 |
| 10 |
6.150 |
5.235 |
0.915 |
15.3% |
0.203 |
3.4% |
81% |
False |
False |
3,260 |
| 20 |
6.150 |
5.170 |
0.980 |
16.4% |
0.155 |
2.6% |
82% |
False |
False |
2,912 |
| 40 |
6.150 |
5.170 |
0.980 |
16.4% |
0.162 |
2.7% |
82% |
False |
False |
2,640 |
| 60 |
6.150 |
5.170 |
0.980 |
16.4% |
0.155 |
2.6% |
82% |
False |
False |
2,349 |
| 80 |
6.550 |
5.170 |
1.380 |
23.1% |
0.155 |
2.6% |
58% |
False |
False |
2,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.927 |
|
2.618 |
6.571 |
|
1.618 |
6.353 |
|
1.000 |
6.218 |
|
0.618 |
6.135 |
|
HIGH |
6.000 |
|
0.618 |
5.917 |
|
0.500 |
5.891 |
|
0.382 |
5.865 |
|
LOW |
5.782 |
|
0.618 |
5.647 |
|
1.000 |
5.564 |
|
1.618 |
5.429 |
|
2.618 |
5.211 |
|
4.250 |
4.856 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.946 |
5.971 |
| PP |
5.919 |
5.969 |
| S1 |
5.891 |
5.966 |
|