NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.003 |
3.595 |
-0.408 |
-10.2% |
4.037 |
| High |
4.003 |
3.638 |
-0.365 |
-9.1% |
4.239 |
| Low |
3.579 |
3.478 |
-0.101 |
-2.8% |
3.478 |
| Close |
3.603 |
3.515 |
-0.088 |
-2.4% |
3.515 |
| Range |
0.424 |
0.160 |
-0.264 |
-62.3% |
0.761 |
| ATR |
0.247 |
0.240 |
-0.006 |
-2.5% |
0.000 |
| Volume |
85,845 |
97,805 |
11,960 |
13.9% |
432,068 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.024 |
3.929 |
3.603 |
|
| R3 |
3.864 |
3.769 |
3.559 |
|
| R2 |
3.704 |
3.704 |
3.544 |
|
| R1 |
3.609 |
3.609 |
3.530 |
3.577 |
| PP |
3.544 |
3.544 |
3.544 |
3.527 |
| S1 |
3.449 |
3.449 |
3.500 |
3.417 |
| S2 |
3.384 |
3.384 |
3.486 |
|
| S3 |
3.224 |
3.289 |
3.471 |
|
| S4 |
3.064 |
3.129 |
3.427 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.027 |
5.532 |
3.934 |
|
| R3 |
5.266 |
4.771 |
3.724 |
|
| R2 |
4.505 |
4.505 |
3.655 |
|
| R1 |
4.010 |
4.010 |
3.585 |
3.877 |
| PP |
3.744 |
3.744 |
3.744 |
3.678 |
| S1 |
3.249 |
3.249 |
3.445 |
3.116 |
| S2 |
2.983 |
2.983 |
3.375 |
|
| S3 |
2.222 |
2.488 |
3.306 |
|
| S4 |
1.461 |
1.727 |
3.096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.239 |
3.478 |
0.761 |
21.7% |
0.273 |
7.8% |
5% |
False |
True |
86,413 |
| 10 |
4.575 |
3.478 |
1.097 |
31.2% |
0.264 |
7.5% |
3% |
False |
True |
95,018 |
| 20 |
4.575 |
3.251 |
1.324 |
37.7% |
0.244 |
6.9% |
20% |
False |
False |
81,331 |
| 40 |
4.575 |
3.251 |
1.324 |
37.7% |
0.212 |
6.0% |
20% |
False |
False |
51,696 |
| 60 |
4.609 |
3.251 |
1.358 |
38.6% |
0.220 |
6.3% |
19% |
False |
False |
37,515 |
| 80 |
5.140 |
3.251 |
1.889 |
53.7% |
0.218 |
6.2% |
14% |
False |
False |
29,376 |
| 100 |
6.413 |
3.251 |
3.162 |
90.0% |
0.221 |
6.3% |
8% |
False |
False |
23,933 |
| 120 |
6.760 |
3.251 |
3.509 |
99.8% |
0.215 |
6.1% |
8% |
False |
False |
20,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.318 |
|
2.618 |
4.057 |
|
1.618 |
3.897 |
|
1.000 |
3.798 |
|
0.618 |
3.737 |
|
HIGH |
3.638 |
|
0.618 |
3.577 |
|
0.500 |
3.558 |
|
0.382 |
3.539 |
|
LOW |
3.478 |
|
0.618 |
3.379 |
|
1.000 |
3.318 |
|
1.618 |
3.219 |
|
2.618 |
3.059 |
|
4.250 |
2.798 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.558 |
3.743 |
| PP |
3.544 |
3.667 |
| S1 |
3.529 |
3.591 |
|