NYMEX Natural Gas Future July 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 |
4.170 |
4.258 |
0.088 |
2.1% |
4.436 |
| High |
4.358 |
4.337 |
-0.021 |
-0.5% |
4.690 |
| Low |
4.118 |
3.980 |
-0.138 |
-3.4% |
4.200 |
| Close |
4.265 |
4.030 |
-0.235 |
-5.5% |
4.217 |
| Range |
0.240 |
0.357 |
0.117 |
48.8% |
0.490 |
| ATR |
0.217 |
0.227 |
0.010 |
4.6% |
0.000 |
| Volume |
28,764 |
34,073 |
5,309 |
18.5% |
179,034 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.187 |
4.965 |
4.226 |
|
| R3 |
4.830 |
4.608 |
4.128 |
|
| R2 |
4.473 |
4.473 |
4.095 |
|
| R1 |
4.251 |
4.251 |
4.063 |
4.184 |
| PP |
4.116 |
4.116 |
4.116 |
4.082 |
| S1 |
3.894 |
3.894 |
3.997 |
3.827 |
| S2 |
3.759 |
3.759 |
3.965 |
|
| S3 |
3.402 |
3.537 |
3.932 |
|
| S4 |
3.045 |
3.180 |
3.834 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.839 |
5.518 |
4.487 |
|
| R3 |
5.349 |
5.028 |
4.352 |
|
| R2 |
4.859 |
4.859 |
4.307 |
|
| R1 |
4.538 |
4.538 |
4.262 |
4.454 |
| PP |
4.369 |
4.369 |
4.369 |
4.327 |
| S1 |
4.048 |
4.048 |
4.172 |
3.964 |
| S2 |
3.879 |
3.879 |
4.127 |
|
| S3 |
3.389 |
3.558 |
4.082 |
|
| S4 |
2.899 |
3.068 |
3.948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.690 |
3.980 |
0.710 |
17.6% |
0.276 |
6.8% |
7% |
False |
True |
37,723 |
| 10 |
4.690 |
3.736 |
0.954 |
23.7% |
0.270 |
6.7% |
31% |
False |
False |
30,972 |
| 20 |
4.690 |
3.395 |
1.295 |
32.1% |
0.218 |
5.4% |
49% |
False |
False |
21,367 |
| 40 |
4.721 |
3.395 |
1.326 |
32.9% |
0.200 |
5.0% |
48% |
False |
False |
15,407 |
| 60 |
4.721 |
3.395 |
1.326 |
32.9% |
0.198 |
4.9% |
48% |
False |
False |
12,459 |
| 80 |
5.280 |
3.395 |
1.885 |
46.8% |
0.199 |
4.9% |
34% |
False |
False |
10,163 |
| 100 |
6.521 |
3.395 |
3.126 |
77.6% |
0.201 |
5.0% |
20% |
False |
False |
8,439 |
| 120 |
7.106 |
3.395 |
3.711 |
92.1% |
0.202 |
5.0% |
17% |
False |
False |
7,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.854 |
|
2.618 |
5.272 |
|
1.618 |
4.915 |
|
1.000 |
4.694 |
|
0.618 |
4.558 |
|
HIGH |
4.337 |
|
0.618 |
4.201 |
|
0.500 |
4.159 |
|
0.382 |
4.116 |
|
LOW |
3.980 |
|
0.618 |
3.759 |
|
1.000 |
3.623 |
|
1.618 |
3.402 |
|
2.618 |
3.045 |
|
4.250 |
2.463 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.159 |
4.196 |
| PP |
4.116 |
4.141 |
| S1 |
4.073 |
4.085 |
|