NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.833 |
5.920 |
0.087 |
1.5% |
6.060 |
High |
5.945 |
5.920 |
-0.025 |
-0.4% |
6.150 |
Low |
5.810 |
5.690 |
-0.120 |
-2.1% |
5.782 |
Close |
5.890 |
5.739 |
-0.151 |
-2.6% |
5.830 |
Range |
0.135 |
0.230 |
0.095 |
70.4% |
0.368 |
ATR |
0.168 |
0.173 |
0.004 |
2.6% |
0.000 |
Volume |
1,751 |
2,725 |
974 |
55.6% |
16,010 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.473 |
6.336 |
5.866 |
|
R3 |
6.243 |
6.106 |
5.802 |
|
R2 |
6.013 |
6.013 |
5.781 |
|
R1 |
5.876 |
5.876 |
5.760 |
5.830 |
PP |
5.783 |
5.783 |
5.783 |
5.760 |
S1 |
5.646 |
5.646 |
5.718 |
5.600 |
S2 |
5.553 |
5.553 |
5.697 |
|
S3 |
5.323 |
5.416 |
5.676 |
|
S4 |
5.093 |
5.186 |
5.613 |
|
|
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 |
5.690 |
0.460 |
8.0% |
0.194 |
3.4% |
11% |
False |
True |
3,075 |
10 |
6.150 |
5.496 |
0.654 |
11.4% |
0.204 |
3.5% |
37% |
False |
False |
3,271 |
20 |
6.150 |
5.170 |
0.980 |
17.1% |
0.159 |
2.8% |
58% |
False |
False |
2,943 |
40 |
6.150 |
5.170 |
0.980 |
17.1% |
0.148 |
2.6% |
58% |
False |
False |
2,515 |
60 |
6.150 |
5.170 |
0.980 |
17.1% |
0.157 |
2.7% |
58% |
False |
False |
2,345 |
80 |
6.550 |
5.170 |
1.380 |
24.0% |
0.155 |
2.7% |
41% |
False |
False |
2,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.898 |
2.618 |
6.522 |
1.618 |
6.292 |
1.000 |
6.150 |
0.618 |
6.062 |
HIGH |
5.920 |
0.618 |
5.832 |
0.500 |
5.805 |
0.382 |
5.778 |
LOW |
5.690 |
0.618 |
5.548 |
1.000 |
5.460 |
1.618 |
5.318 |
2.618 |
5.088 |
4.250 |
4.713 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.805 |
5.818 |
PP |
5.783 |
5.791 |
S1 |
5.761 |
5.765 |
|