NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.827 |
5.525 |
-0.302 |
-5.2% |
5.833 |
High |
5.827 |
5.529 |
-0.298 |
-5.1% |
5.945 |
Low |
5.507 |
5.430 |
-0.077 |
-1.4% |
5.430 |
Close |
5.526 |
5.457 |
-0.069 |
-1.2% |
5.457 |
Range |
0.320 |
0.099 |
-0.221 |
-69.1% |
0.515 |
ATR |
0.182 |
0.176 |
-0.006 |
-3.3% |
0.000 |
Volume |
2,293 |
6,306 |
4,013 |
175.0% |
16,427 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.769 |
5.712 |
5.511 |
|
R3 |
5.670 |
5.613 |
5.484 |
|
R2 |
5.571 |
5.571 |
5.475 |
|
R1 |
5.514 |
5.514 |
5.466 |
5.493 |
PP |
5.472 |
5.472 |
5.472 |
5.462 |
S1 |
5.415 |
5.415 |
5.448 |
5.394 |
S2 |
5.373 |
5.373 |
5.439 |
|
S3 |
5.274 |
5.316 |
5.430 |
|
S4 |
5.175 |
5.217 |
5.403 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.156 |
6.821 |
5.740 |
|
R3 |
6.641 |
6.306 |
5.599 |
|
R2 |
6.126 |
6.126 |
5.551 |
|
R1 |
5.791 |
5.791 |
5.504 |
5.701 |
PP |
5.611 |
5.611 |
5.611 |
5.566 |
S1 |
5.276 |
5.276 |
5.410 |
5.186 |
S2 |
5.096 |
5.096 |
5.363 |
|
S3 |
4.581 |
4.761 |
5.315 |
|
S4 |
4.066 |
4.246 |
5.174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.945 |
5.430 |
0.515 |
9.4% |
0.187 |
3.4% |
5% |
False |
True |
3,285 |
10 |
6.150 |
5.430 |
0.720 |
13.2% |
0.190 |
3.5% |
4% |
False |
True |
3,243 |
20 |
6.150 |
5.170 |
0.980 |
18.0% |
0.172 |
3.1% |
29% |
False |
False |
3,025 |
40 |
6.150 |
5.170 |
0.980 |
18.0% |
0.148 |
2.7% |
29% |
False |
False |
2,667 |
60 |
6.150 |
5.170 |
0.980 |
18.0% |
0.161 |
2.9% |
29% |
False |
False |
2,454 |
80 |
6.550 |
5.170 |
1.380 |
25.3% |
0.156 |
2.9% |
21% |
False |
False |
2,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.950 |
2.618 |
5.788 |
1.618 |
5.689 |
1.000 |
5.628 |
0.618 |
5.590 |
HIGH |
5.529 |
0.618 |
5.491 |
0.500 |
5.480 |
0.382 |
5.468 |
LOW |
5.430 |
0.618 |
5.369 |
1.000 |
5.331 |
1.618 |
5.270 |
2.618 |
5.171 |
4.250 |
5.009 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.480 |
5.629 |
PP |
5.472 |
5.571 |
S1 |
5.465 |
5.514 |
|