NYMEX Natural Gas Future July 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 |
4.063 |
4.129 |
0.066 |
1.6% |
4.436 |
| High |
4.138 |
4.129 |
-0.009 |
-0.2% |
4.690 |
| Low |
3.937 |
3.707 |
-0.230 |
-5.8% |
4.200 |
| Close |
4.098 |
3.726 |
-0.372 |
-9.1% |
4.217 |
| Range |
0.201 |
0.422 |
0.221 |
110.0% |
0.490 |
| ATR |
0.225 |
0.239 |
0.014 |
6.3% |
0.000 |
| Volume |
48,515 |
44,142 |
-4,373 |
-9.0% |
179,034 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.120 |
4.845 |
3.958 |
|
| R3 |
4.698 |
4.423 |
3.842 |
|
| R2 |
4.276 |
4.276 |
3.803 |
|
| R1 |
4.001 |
4.001 |
3.765 |
3.928 |
| PP |
3.854 |
3.854 |
3.854 |
3.817 |
| S1 |
3.579 |
3.579 |
3.687 |
3.506 |
| S2 |
3.432 |
3.432 |
3.649 |
|
| S3 |
3.010 |
3.157 |
3.610 |
|
| S4 |
2.588 |
2.735 |
3.494 |
|
|
| 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 |
4.412 |
3.707 |
0.705 |
18.9% |
0.286 |
7.7% |
3% |
False |
True |
38,367 |
| 10 |
4.690 |
3.707 |
0.983 |
26.4% |
0.268 |
7.2% |
2% |
False |
True |
36,544 |
| 20 |
4.690 |
3.395 |
1.295 |
34.8% |
0.239 |
6.4% |
26% |
False |
False |
25,159 |
| 40 |
4.720 |
3.395 |
1.325 |
35.6% |
0.208 |
5.6% |
25% |
False |
False |
17,479 |
| 60 |
4.721 |
3.395 |
1.326 |
35.6% |
0.202 |
5.4% |
25% |
False |
False |
13,774 |
| 80 |
5.280 |
3.395 |
1.885 |
50.6% |
0.203 |
5.4% |
18% |
False |
False |
11,283 |
| 100 |
6.521 |
3.395 |
3.126 |
83.9% |
0.204 |
5.5% |
11% |
False |
False |
9,340 |
| 120 |
6.892 |
3.395 |
3.497 |
93.9% |
0.202 |
5.4% |
9% |
False |
False |
8,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.923 |
|
2.618 |
5.234 |
|
1.618 |
4.812 |
|
1.000 |
4.551 |
|
0.618 |
4.390 |
|
HIGH |
4.129 |
|
0.618 |
3.968 |
|
0.500 |
3.918 |
|
0.382 |
3.868 |
|
LOW |
3.707 |
|
0.618 |
3.446 |
|
1.000 |
3.285 |
|
1.618 |
3.024 |
|
2.618 |
2.602 |
|
4.250 |
1.914 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.918 |
4.022 |
| PP |
3.854 |
3.923 |
| S1 |
3.790 |
3.825 |
|