NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.330 |
4.560 |
0.230 |
5.3% |
3.544 |
| High |
4.552 |
4.575 |
0.023 |
0.5% |
4.360 |
| Low |
4.276 |
4.203 |
-0.073 |
-1.7% |
3.469 |
| Close |
4.449 |
4.333 |
-0.116 |
-2.6% |
4.311 |
| Range |
0.276 |
0.372 |
0.096 |
34.8% |
0.891 |
| ATR |
0.215 |
0.226 |
0.011 |
5.2% |
0.000 |
| Volume |
87,055 |
111,072 |
24,017 |
27.6% |
428,027 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.486 |
5.282 |
4.538 |
|
| R3 |
5.114 |
4.910 |
4.435 |
|
| R2 |
4.742 |
4.742 |
4.401 |
|
| R1 |
4.538 |
4.538 |
4.367 |
4.454 |
| PP |
4.370 |
4.370 |
4.370 |
4.329 |
| S1 |
4.166 |
4.166 |
4.299 |
4.082 |
| S2 |
3.998 |
3.998 |
4.265 |
|
| S3 |
3.626 |
3.794 |
4.231 |
|
| S4 |
3.254 |
3.422 |
4.128 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.720 |
6.406 |
4.801 |
|
| R3 |
5.829 |
5.515 |
4.556 |
|
| R2 |
4.938 |
4.938 |
4.474 |
|
| R1 |
4.624 |
4.624 |
4.393 |
4.781 |
| PP |
4.047 |
4.047 |
4.047 |
4.125 |
| S1 |
3.733 |
3.733 |
4.229 |
3.890 |
| S2 |
3.156 |
3.156 |
4.148 |
|
| S3 |
2.265 |
2.842 |
4.066 |
|
| S4 |
1.374 |
1.951 |
3.821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.575 |
3.820 |
0.755 |
17.4% |
0.289 |
6.7% |
68% |
True |
False |
103,458 |
| 10 |
4.575 |
3.251 |
1.324 |
30.6% |
0.257 |
5.9% |
82% |
True |
False |
83,566 |
| 20 |
4.575 |
3.251 |
1.324 |
30.6% |
0.211 |
4.9% |
82% |
True |
False |
59,105 |
| 40 |
4.609 |
3.251 |
1.358 |
31.3% |
0.216 |
5.0% |
80% |
False |
False |
36,525 |
| 60 |
4.609 |
3.251 |
1.358 |
31.3% |
0.209 |
4.8% |
80% |
False |
False |
27,022 |
| 80 |
5.140 |
3.251 |
1.889 |
43.6% |
0.212 |
4.9% |
57% |
False |
False |
21,338 |
| 100 |
6.413 |
3.251 |
3.162 |
73.0% |
0.216 |
5.0% |
34% |
False |
False |
17,421 |
| 120 |
6.995 |
3.251 |
3.744 |
86.4% |
0.215 |
5.0% |
29% |
False |
False |
14,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.156 |
|
2.618 |
5.549 |
|
1.618 |
5.177 |
|
1.000 |
4.947 |
|
0.618 |
4.805 |
|
HIGH |
4.575 |
|
0.618 |
4.433 |
|
0.500 |
4.389 |
|
0.382 |
4.345 |
|
LOW |
4.203 |
|
0.618 |
3.973 |
|
1.000 |
3.831 |
|
1.618 |
3.601 |
|
2.618 |
3.229 |
|
4.250 |
2.622 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.389 |
4.385 |
| PP |
4.370 |
4.368 |
| S1 |
4.352 |
4.350 |
|