NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.850 |
5.930 |
0.080 |
1.4% |
6.060 |
High |
6.000 |
5.941 |
-0.059 |
-1.0% |
6.150 |
Low |
5.782 |
5.834 |
0.052 |
0.9% |
5.782 |
Close |
5.974 |
5.830 |
-0.144 |
-2.4% |
5.830 |
Range |
0.218 |
0.107 |
-0.111 |
-50.9% |
0.368 |
ATR |
0.173 |
0.171 |
-0.002 |
-1.4% |
0.000 |
Volume |
4,403 |
2,280 |
-2,123 |
-48.2% |
16,010 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.189 |
6.117 |
5.889 |
|
R3 |
6.082 |
6.010 |
5.859 |
|
R2 |
5.975 |
5.975 |
5.850 |
|
R1 |
5.903 |
5.903 |
5.840 |
5.886 |
PP |
5.868 |
5.868 |
5.868 |
5.860 |
S1 |
5.796 |
5.796 |
5.820 |
5.779 |
S2 |
5.761 |
5.761 |
5.810 |
|
S3 |
5.654 |
5.689 |
5.801 |
|
S4 |
5.547 |
5.582 |
5.771 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.025 |
6.795 |
6.032 |
|
R3 |
6.657 |
6.427 |
5.931 |
|
R2 |
6.289 |
6.289 |
5.897 |
|
R1 |
6.059 |
6.059 |
5.864 |
5.990 |
PP |
5.921 |
5.921 |
5.921 |
5.886 |
S1 |
5.691 |
5.691 |
5.796 |
5.622 |
S2 |
5.553 |
5.553 |
5.763 |
|
S3 |
5.185 |
5.323 |
5.729 |
|
S4 |
4.817 |
4.955 |
5.628 |
|
|
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 |
6.3% |
0.193 |
3.3% |
13% |
False |
False |
3,202 |
10 |
6.150 |
5.276 |
0.874 |
15.0% |
0.201 |
3.4% |
63% |
False |
False |
3,229 |
20 |
6.150 |
5.170 |
0.980 |
16.8% |
0.150 |
2.6% |
67% |
False |
False |
2,922 |
40 |
6.150 |
5.170 |
0.980 |
16.8% |
0.147 |
2.5% |
67% |
False |
False |
2,668 |
60 |
6.150 |
5.170 |
0.980 |
16.8% |
0.154 |
2.6% |
67% |
False |
False |
2,357 |
80 |
6.550 |
5.170 |
1.380 |
23.7% |
0.155 |
2.7% |
48% |
False |
False |
2,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.396 |
2.618 |
6.221 |
1.618 |
6.114 |
1.000 |
6.048 |
0.618 |
6.007 |
HIGH |
5.941 |
0.618 |
5.900 |
0.500 |
5.888 |
0.382 |
5.875 |
LOW |
5.834 |
0.618 |
5.768 |
1.000 |
5.727 |
1.618 |
5.661 |
2.618 |
5.554 |
4.250 |
5.379 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.888 |
5.966 |
PP |
5.868 |
5.921 |
S1 |
5.849 |
5.875 |
|