NYMEX Natural Gas Future January 2010
| 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 |
6.190 |
5.990 |
-0.200 |
-3.2% |
6.366 |
| High |
6.190 |
6.131 |
-0.059 |
-1.0% |
6.439 |
| Low |
6.000 |
5.974 |
-0.026 |
-0.4% |
6.088 |
| Close |
6.054 |
6.112 |
0.058 |
1.0% |
6.133 |
| Range |
0.190 |
0.157 |
-0.033 |
-17.4% |
0.351 |
| ATR |
0.159 |
0.159 |
0.000 |
-0.1% |
0.000 |
| Volume |
3,436 |
7,340 |
3,904 |
113.6% |
31,139 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.543 |
6.485 |
6.198 |
|
| R3 |
6.386 |
6.328 |
6.155 |
|
| R2 |
6.229 |
6.229 |
6.141 |
|
| R1 |
6.171 |
6.171 |
6.126 |
6.200 |
| PP |
6.072 |
6.072 |
6.072 |
6.087 |
| S1 |
6.014 |
6.014 |
6.098 |
6.043 |
| S2 |
5.915 |
5.915 |
6.083 |
|
| S3 |
5.758 |
5.857 |
6.069 |
|
| S4 |
5.601 |
5.700 |
6.026 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.273 |
7.054 |
6.326 |
|
| R3 |
6.922 |
6.703 |
6.230 |
|
| R2 |
6.571 |
6.571 |
6.197 |
|
| R1 |
6.352 |
6.352 |
6.165 |
6.286 |
| PP |
6.220 |
6.220 |
6.220 |
6.187 |
| S1 |
6.001 |
6.001 |
6.101 |
5.935 |
| S2 |
5.869 |
5.869 |
6.069 |
|
| S3 |
5.518 |
5.650 |
6.036 |
|
| S4 |
5.167 |
5.299 |
5.940 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.798 |
|
2.618 |
6.542 |
|
1.618 |
6.385 |
|
1.000 |
6.288 |
|
0.618 |
6.228 |
|
HIGH |
6.131 |
|
0.618 |
6.071 |
|
0.500 |
6.053 |
|
0.382 |
6.034 |
|
LOW |
5.974 |
|
0.618 |
5.877 |
|
1.000 |
5.817 |
|
1.618 |
5.720 |
|
2.618 |
5.563 |
|
4.250 |
5.307 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.092 |
6.112 |
| PP |
6.072 |
6.111 |
| S1 |
6.053 |
6.111 |
|