NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.258 |
4.063 |
-0.195 |
-4.6% |
4.436 |
| High |
4.337 |
4.138 |
-0.199 |
-4.6% |
4.690 |
| Low |
3.980 |
3.937 |
-0.043 |
-1.1% |
4.200 |
| Close |
4.030 |
4.098 |
0.068 |
1.7% |
4.217 |
| Range |
0.357 |
0.201 |
-0.156 |
-43.7% |
0.490 |
| ATR |
0.227 |
0.225 |
-0.002 |
-0.8% |
0.000 |
| Volume |
34,073 |
48,515 |
14,442 |
42.4% |
179,034 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.661 |
4.580 |
4.209 |
|
| R3 |
4.460 |
4.379 |
4.153 |
|
| R2 |
4.259 |
4.259 |
4.135 |
|
| R1 |
4.178 |
4.178 |
4.116 |
4.219 |
| PP |
4.058 |
4.058 |
4.058 |
4.078 |
| S1 |
3.977 |
3.977 |
4.080 |
4.018 |
| S2 |
3.857 |
3.857 |
4.061 |
|
| S3 |
3.656 |
3.776 |
4.043 |
|
| S4 |
3.455 |
3.575 |
3.987 |
|
|
| 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 |
4.472 |
3.937 |
0.535 |
13.1% |
0.246 |
6.0% |
30% |
False |
True |
39,780 |
| 10 |
4.690 |
3.937 |
0.753 |
18.4% |
0.261 |
6.4% |
21% |
False |
True |
34,042 |
| 20 |
4.690 |
3.395 |
1.295 |
31.6% |
0.225 |
5.5% |
54% |
False |
False |
23,386 |
| 40 |
4.720 |
3.395 |
1.325 |
32.3% |
0.201 |
4.9% |
53% |
False |
False |
16,520 |
| 60 |
4.721 |
3.395 |
1.326 |
32.4% |
0.198 |
4.8% |
53% |
False |
False |
13,170 |
| 80 |
5.280 |
3.395 |
1.885 |
46.0% |
0.199 |
4.9% |
37% |
False |
False |
10,755 |
| 100 |
6.521 |
3.395 |
3.126 |
76.3% |
0.200 |
4.9% |
22% |
False |
False |
8,909 |
| 120 |
7.106 |
3.395 |
3.711 |
90.6% |
0.202 |
4.9% |
19% |
False |
False |
7,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.992 |
|
2.618 |
4.664 |
|
1.618 |
4.463 |
|
1.000 |
4.339 |
|
0.618 |
4.262 |
|
HIGH |
4.138 |
|
0.618 |
4.061 |
|
0.500 |
4.038 |
|
0.382 |
4.014 |
|
LOW |
3.937 |
|
0.618 |
3.813 |
|
1.000 |
3.736 |
|
1.618 |
3.612 |
|
2.618 |
3.411 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.078 |
4.148 |
| PP |
4.058 |
4.131 |
| S1 |
4.038 |
4.115 |
|