NYMEX Natural Gas Future June 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 |
4.037 |
4.154 |
0.117 |
2.9% |
4.340 |
| High |
4.239 |
4.206 |
-0.033 |
-0.8% |
4.575 |
| Low |
3.997 |
3.859 |
-0.138 |
-3.5% |
4.083 |
| Close |
4.139 |
3.914 |
-0.225 |
-5.4% |
4.098 |
| Range |
0.242 |
0.347 |
0.105 |
43.4% |
0.492 |
| ATR |
0.227 |
0.236 |
0.009 |
3.8% |
0.000 |
| Volume |
63,989 |
83,366 |
19,377 |
30.3% |
518,114 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.034 |
4.821 |
4.105 |
|
| R3 |
4.687 |
4.474 |
4.009 |
|
| R2 |
4.340 |
4.340 |
3.978 |
|
| R1 |
4.127 |
4.127 |
3.946 |
4.060 |
| PP |
3.993 |
3.993 |
3.993 |
3.960 |
| S1 |
3.780 |
3.780 |
3.882 |
3.713 |
| S2 |
3.646 |
3.646 |
3.850 |
|
| S3 |
3.299 |
3.433 |
3.819 |
|
| S4 |
2.952 |
3.086 |
3.723 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.728 |
5.405 |
4.369 |
|
| R3 |
5.236 |
4.913 |
4.233 |
|
| R2 |
4.744 |
4.744 |
4.188 |
|
| R1 |
4.421 |
4.421 |
4.143 |
4.337 |
| PP |
4.252 |
4.252 |
4.252 |
4.210 |
| S1 |
3.929 |
3.929 |
4.053 |
3.845 |
| S2 |
3.760 |
3.760 |
4.008 |
|
| S3 |
3.268 |
3.437 |
3.963 |
|
| S4 |
2.776 |
2.945 |
3.827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.575 |
3.859 |
0.716 |
18.3% |
0.284 |
7.3% |
8% |
False |
True |
97,587 |
| 10 |
4.575 |
3.596 |
0.979 |
25.0% |
0.280 |
7.1% |
32% |
False |
False |
95,059 |
| 20 |
4.575 |
3.251 |
1.324 |
33.8% |
0.225 |
5.7% |
50% |
False |
False |
71,740 |
| 40 |
4.589 |
3.251 |
1.338 |
34.2% |
0.211 |
5.4% |
50% |
False |
False |
45,102 |
| 60 |
4.609 |
3.251 |
1.358 |
34.7% |
0.216 |
5.5% |
49% |
False |
False |
33,005 |
| 80 |
5.140 |
3.251 |
1.889 |
48.3% |
0.215 |
5.5% |
35% |
False |
False |
25,913 |
| 100 |
6.413 |
3.251 |
3.162 |
80.8% |
0.217 |
5.5% |
21% |
False |
False |
21,119 |
| 120 |
6.995 |
3.251 |
3.744 |
95.7% |
0.217 |
5.6% |
18% |
False |
False |
17,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.681 |
|
2.618 |
5.114 |
|
1.618 |
4.767 |
|
1.000 |
4.553 |
|
0.618 |
4.420 |
|
HIGH |
4.206 |
|
0.618 |
4.073 |
|
0.500 |
4.033 |
|
0.382 |
3.992 |
|
LOW |
3.859 |
|
0.618 |
3.645 |
|
1.000 |
3.512 |
|
1.618 |
3.298 |
|
2.618 |
2.951 |
|
4.250 |
2.384 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.033 |
4.088 |
| PP |
3.993 |
4.030 |
| S1 |
3.954 |
3.972 |
|