NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.920 |
5.739 |
-0.181 |
-3.1% |
6.060 |
High |
5.920 |
5.817 |
-0.103 |
-1.7% |
6.150 |
Low |
5.690 |
5.665 |
-0.025 |
-0.4% |
5.782 |
Close |
5.739 |
5.795 |
0.056 |
1.0% |
5.830 |
Range |
0.230 |
0.152 |
-0.078 |
-33.9% |
0.368 |
ATR |
0.173 |
0.171 |
-0.001 |
-0.9% |
0.000 |
Volume |
2,725 |
3,352 |
627 |
23.0% |
16,010 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.215 |
6.157 |
5.879 |
|
R3 |
6.063 |
6.005 |
5.837 |
|
R2 |
5.911 |
5.911 |
5.823 |
|
R1 |
5.853 |
5.853 |
5.809 |
5.882 |
PP |
5.759 |
5.759 |
5.759 |
5.774 |
S1 |
5.701 |
5.701 |
5.781 |
5.730 |
S2 |
5.607 |
5.607 |
5.767 |
|
S3 |
5.455 |
5.549 |
5.753 |
|
S4 |
5.303 |
5.397 |
5.711 |
|
|
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 |
6.000 |
5.665 |
0.335 |
5.8% |
0.168 |
2.9% |
39% |
False |
True |
2,902 |
10 |
6.150 |
5.665 |
0.485 |
8.4% |
0.199 |
3.4% |
27% |
False |
True |
3,319 |
20 |
6.150 |
5.170 |
0.980 |
16.9% |
0.163 |
2.8% |
64% |
False |
False |
2,985 |
40 |
6.150 |
5.170 |
0.980 |
16.9% |
0.148 |
2.6% |
64% |
False |
False |
2,578 |
60 |
6.150 |
5.170 |
0.980 |
16.9% |
0.157 |
2.7% |
64% |
False |
False |
2,362 |
80 |
6.550 |
5.170 |
1.380 |
23.8% |
0.155 |
2.7% |
45% |
False |
False |
2,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.463 |
2.618 |
6.215 |
1.618 |
6.063 |
1.000 |
5.969 |
0.618 |
5.911 |
HIGH |
5.817 |
0.618 |
5.759 |
0.500 |
5.741 |
0.382 |
5.723 |
LOW |
5.665 |
0.618 |
5.571 |
1.000 |
5.513 |
1.618 |
5.419 |
2.618 |
5.267 |
4.250 |
5.019 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.777 |
5.805 |
PP |
5.759 |
5.802 |
S1 |
5.741 |
5.798 |
|