NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.490 |
5.830 |
0.340 |
6.2% |
5.416 |
High |
5.750 |
5.860 |
0.110 |
1.9% |
5.860 |
Low |
5.430 |
5.530 |
0.100 |
1.8% |
5.365 |
Close |
5.733 |
5.596 |
-0.137 |
-2.4% |
5.596 |
Range |
0.320 |
0.330 |
0.010 |
3.1% |
0.495 |
ATR |
0.179 |
0.190 |
0.011 |
6.0% |
0.000 |
Volume |
3,815 |
3,769 |
-46 |
-1.2% |
12,028 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.652 |
6.454 |
5.778 |
|
R3 |
6.322 |
6.124 |
5.687 |
|
R2 |
5.992 |
5.992 |
5.657 |
|
R1 |
5.794 |
5.794 |
5.626 |
5.728 |
PP |
5.662 |
5.662 |
5.662 |
5.629 |
S1 |
5.464 |
5.464 |
5.566 |
5.398 |
S2 |
5.332 |
5.332 |
5.536 |
|
S3 |
5.002 |
5.134 |
5.505 |
|
S4 |
4.672 |
4.804 |
5.415 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.092 |
6.839 |
5.868 |
|
R3 |
6.597 |
6.344 |
5.732 |
|
R2 |
6.102 |
6.102 |
5.687 |
|
R1 |
5.849 |
5.849 |
5.641 |
5.976 |
PP |
5.607 |
5.607 |
5.607 |
5.670 |
S1 |
5.354 |
5.354 |
5.551 |
5.481 |
S2 |
5.112 |
5.112 |
5.505 |
|
S3 |
4.617 |
4.859 |
5.460 |
|
S4 |
4.122 |
4.364 |
5.324 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.860 |
5.365 |
0.495 |
8.8% |
0.199 |
3.6% |
47% |
True |
False |
3,666 |
10 |
5.945 |
5.365 |
0.580 |
10.4% |
0.194 |
3.5% |
40% |
False |
False |
3,073 |
20 |
6.150 |
5.235 |
0.915 |
16.4% |
0.199 |
3.5% |
39% |
False |
False |
3,167 |
40 |
6.150 |
5.170 |
0.980 |
17.5% |
0.157 |
2.8% |
43% |
False |
False |
2,677 |
60 |
6.150 |
5.170 |
0.980 |
17.5% |
0.163 |
2.9% |
43% |
False |
False |
2,575 |
80 |
6.550 |
5.170 |
1.380 |
24.7% |
0.160 |
2.9% |
31% |
False |
False |
2,341 |
100 |
7.621 |
5.170 |
2.451 |
43.8% |
0.164 |
2.9% |
17% |
False |
False |
2,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.263 |
2.618 |
6.724 |
1.618 |
6.394 |
1.000 |
6.190 |
0.618 |
6.064 |
HIGH |
5.860 |
0.618 |
5.734 |
0.500 |
5.695 |
0.382 |
5.656 |
LOW |
5.530 |
0.618 |
5.326 |
1.000 |
5.200 |
1.618 |
4.996 |
2.618 |
4.666 |
4.250 |
4.128 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.695 |
5.627 |
PP |
5.662 |
5.616 |
S1 |
5.629 |
5.606 |
|