NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.939 |
4.003 |
0.064 |
1.6% |
4.340 |
| High |
4.008 |
4.003 |
-0.005 |
-0.1% |
4.575 |
| Low |
3.815 |
3.579 |
-0.236 |
-6.2% |
4.083 |
| Close |
3.970 |
3.603 |
-0.367 |
-9.2% |
4.098 |
| Range |
0.193 |
0.424 |
0.231 |
119.7% |
0.492 |
| ATR |
0.233 |
0.247 |
0.014 |
5.9% |
0.000 |
| Volume |
101,063 |
85,845 |
-15,218 |
-15.1% |
518,114 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.000 |
4.726 |
3.836 |
|
| R3 |
4.576 |
4.302 |
3.720 |
|
| R2 |
4.152 |
4.152 |
3.681 |
|
| R1 |
3.878 |
3.878 |
3.642 |
3.803 |
| PP |
3.728 |
3.728 |
3.728 |
3.691 |
| S1 |
3.454 |
3.454 |
3.564 |
3.379 |
| S2 |
3.304 |
3.304 |
3.525 |
|
| S3 |
2.880 |
3.030 |
3.486 |
|
| S4 |
2.456 |
2.606 |
3.370 |
|
|
| 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 |
4.317 |
3.579 |
0.738 |
20.5% |
0.288 |
8.0% |
3% |
False |
True |
89,196 |
| 10 |
4.575 |
3.579 |
0.996 |
27.6% |
0.275 |
7.6% |
2% |
False |
True |
98,161 |
| 20 |
4.575 |
3.251 |
1.324 |
36.7% |
0.245 |
6.8% |
27% |
False |
False |
78,467 |
| 40 |
4.580 |
3.251 |
1.329 |
36.9% |
0.220 |
6.1% |
26% |
False |
False |
49,440 |
| 60 |
4.609 |
3.251 |
1.358 |
37.7% |
0.219 |
6.1% |
26% |
False |
False |
35,950 |
| 80 |
5.140 |
3.251 |
1.889 |
52.4% |
0.219 |
6.1% |
19% |
False |
False |
28,195 |
| 100 |
6.413 |
3.251 |
3.162 |
87.8% |
0.220 |
6.1% |
11% |
False |
False |
22,959 |
| 120 |
6.760 |
3.251 |
3.509 |
97.4% |
0.216 |
6.0% |
10% |
False |
False |
19,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.805 |
|
2.618 |
5.113 |
|
1.618 |
4.689 |
|
1.000 |
4.427 |
|
0.618 |
4.265 |
|
HIGH |
4.003 |
|
0.618 |
3.841 |
|
0.500 |
3.791 |
|
0.382 |
3.741 |
|
LOW |
3.579 |
|
0.618 |
3.317 |
|
1.000 |
3.155 |
|
1.618 |
2.893 |
|
2.618 |
2.469 |
|
4.250 |
1.777 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.791 |
3.893 |
| PP |
3.728 |
3.796 |
| S1 |
3.666 |
3.700 |
|