NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.400 |
4.520 |
0.120 |
2.7% |
4.545 |
High |
4.551 |
4.530 |
-0.021 |
-0.5% |
4.830 |
Low |
4.400 |
4.200 |
-0.200 |
-4.5% |
4.408 |
Close |
4.465 |
4.249 |
-0.216 |
-4.8% |
4.421 |
Range |
0.151 |
0.330 |
0.179 |
118.5% |
0.422 |
ATR |
0.191 |
0.201 |
0.010 |
5.2% |
0.000 |
Volume |
5,544 |
4,117 |
-1,427 |
-25.7% |
48,872 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.316 |
5.113 |
4.431 |
|
R3 |
4.986 |
4.783 |
4.340 |
|
R2 |
4.656 |
4.656 |
4.310 |
|
R1 |
4.453 |
4.453 |
4.279 |
4.390 |
PP |
4.326 |
4.326 |
4.326 |
4.295 |
S1 |
4.123 |
4.123 |
4.219 |
4.060 |
S2 |
3.996 |
3.996 |
4.189 |
|
S3 |
3.666 |
3.793 |
4.158 |
|
S4 |
3.336 |
3.463 |
4.068 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.819 |
5.542 |
4.653 |
|
R3 |
5.397 |
5.120 |
4.537 |
|
R2 |
4.975 |
4.975 |
4.498 |
|
R1 |
4.698 |
4.698 |
4.460 |
4.626 |
PP |
4.553 |
4.553 |
4.553 |
4.517 |
S1 |
4.276 |
4.276 |
4.382 |
4.204 |
S2 |
4.131 |
4.131 |
4.344 |
|
S3 |
3.709 |
3.854 |
4.305 |
|
S4 |
3.287 |
3.432 |
4.189 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.830 |
4.200 |
0.630 |
14.8% |
0.233 |
5.5% |
8% |
False |
True |
8,233 |
10 |
4.830 |
3.951 |
0.879 |
20.7% |
0.228 |
5.4% |
34% |
False |
False |
8,037 |
20 |
4.830 |
3.596 |
1.234 |
29.0% |
0.186 |
4.4% |
53% |
False |
False |
5,670 |
40 |
4.858 |
3.596 |
1.262 |
29.7% |
0.167 |
3.9% |
52% |
False |
False |
3,907 |
60 |
4.860 |
3.596 |
1.264 |
29.7% |
0.175 |
4.1% |
52% |
False |
False |
3,238 |
80 |
5.392 |
3.596 |
1.796 |
42.3% |
0.176 |
4.1% |
36% |
False |
False |
2,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.933 |
2.618 |
5.394 |
1.618 |
5.064 |
1.000 |
4.860 |
0.618 |
4.734 |
HIGH |
4.530 |
0.618 |
4.404 |
0.500 |
4.365 |
0.382 |
4.326 |
LOW |
4.200 |
0.618 |
3.996 |
1.000 |
3.870 |
1.618 |
3.666 |
2.618 |
3.336 |
4.250 |
2.798 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.365 |
4.381 |
PP |
4.326 |
4.337 |
S1 |
4.288 |
4.293 |
|