NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 26-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.525 |
5.416 |
-0.109 |
-2.0% |
5.833 |
High |
5.529 |
5.509 |
-0.020 |
-0.4% |
5.945 |
Low |
5.430 |
5.365 |
-0.065 |
-1.2% |
5.430 |
Close |
5.457 |
5.473 |
0.016 |
0.3% |
5.457 |
Range |
0.099 |
0.144 |
0.045 |
45.5% |
0.515 |
ATR |
0.176 |
0.174 |
-0.002 |
-1.3% |
0.000 |
Volume |
6,306 |
2,194 |
-4,112 |
-65.2% |
16,427 |
|
Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.881 |
5.821 |
5.552 |
|
R3 |
5.737 |
5.677 |
5.513 |
|
R2 |
5.593 |
5.593 |
5.499 |
|
R1 |
5.533 |
5.533 |
5.486 |
5.563 |
PP |
5.449 |
5.449 |
5.449 |
5.464 |
S1 |
5.389 |
5.389 |
5.460 |
5.419 |
S2 |
5.305 |
5.305 |
5.447 |
|
S3 |
5.161 |
5.245 |
5.433 |
|
S4 |
5.017 |
5.101 |
5.394 |
|
|
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 |
5.920 |
5.365 |
0.555 |
10.1% |
0.189 |
3.5% |
19% |
False |
True |
3,374 |
10 |
6.150 |
5.365 |
0.785 |
14.3% |
0.193 |
3.5% |
14% |
False |
True |
3,227 |
20 |
6.150 |
5.170 |
0.980 |
17.9% |
0.175 |
3.2% |
31% |
False |
False |
3,017 |
40 |
6.150 |
5.170 |
0.980 |
17.9% |
0.146 |
2.7% |
31% |
False |
False |
2,613 |
60 |
6.150 |
5.170 |
0.980 |
17.9% |
0.158 |
2.9% |
31% |
False |
False |
2,474 |
80 |
6.550 |
5.170 |
1.380 |
25.2% |
0.156 |
2.9% |
22% |
False |
False |
2,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.121 |
2.618 |
5.886 |
1.618 |
5.742 |
1.000 |
5.653 |
0.618 |
5.598 |
HIGH |
5.509 |
0.618 |
5.454 |
0.500 |
5.437 |
0.382 |
5.420 |
LOW |
5.365 |
0.618 |
5.276 |
1.000 |
5.221 |
1.618 |
5.132 |
2.618 |
4.988 |
4.250 |
4.753 |
|
|
Fisher Pivots for day following 26-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.461 |
5.596 |
PP |
5.449 |
5.555 |
S1 |
5.437 |
5.514 |
|