NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.930 |
5.833 |
-0.097 |
-1.6% |
6.060 |
High |
5.941 |
5.945 |
0.004 |
0.1% |
6.150 |
Low |
5.834 |
5.810 |
-0.024 |
-0.4% |
5.782 |
Close |
5.830 |
5.890 |
0.060 |
1.0% |
5.830 |
Range |
0.107 |
0.135 |
0.028 |
26.2% |
0.368 |
ATR |
0.171 |
0.168 |
-0.003 |
-1.5% |
0.000 |
Volume |
2,280 |
1,751 |
-529 |
-23.2% |
16,010 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.287 |
6.223 |
5.964 |
|
R3 |
6.152 |
6.088 |
5.927 |
|
R2 |
6.017 |
6.017 |
5.915 |
|
R1 |
5.953 |
5.953 |
5.902 |
5.985 |
PP |
5.882 |
5.882 |
5.882 |
5.898 |
S1 |
5.818 |
5.818 |
5.878 |
5.850 |
S2 |
5.747 |
5.747 |
5.865 |
|
S3 |
5.612 |
5.683 |
5.853 |
|
S4 |
5.477 |
5.548 |
5.816 |
|
|
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 |
6.2% |
0.196 |
3.3% |
29% |
False |
False |
3,081 |
10 |
6.150 |
5.429 |
0.721 |
12.2% |
0.190 |
3.2% |
64% |
False |
False |
3,154 |
20 |
6.150 |
5.170 |
0.980 |
16.6% |
0.151 |
2.6% |
73% |
False |
False |
2,871 |
40 |
6.150 |
5.170 |
0.980 |
16.6% |
0.146 |
2.5% |
73% |
False |
False |
2,500 |
60 |
6.150 |
5.170 |
0.980 |
16.6% |
0.155 |
2.6% |
73% |
False |
False |
2,318 |
80 |
6.550 |
5.170 |
1.380 |
23.4% |
0.154 |
2.6% |
52% |
False |
False |
2,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.519 |
2.618 |
6.298 |
1.618 |
6.163 |
1.000 |
6.080 |
0.618 |
6.028 |
HIGH |
5.945 |
0.618 |
5.893 |
0.500 |
5.878 |
0.382 |
5.862 |
LOW |
5.810 |
0.618 |
5.727 |
1.000 |
5.675 |
1.618 |
5.592 |
2.618 |
5.457 |
4.250 |
5.236 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.886 |
5.891 |
PP |
5.882 |
5.891 |
S1 |
5.878 |
5.890 |
|