NYMEX Natural Gas Future August 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 |
4.182 |
4.245 |
0.063 |
1.5% |
4.480 |
| High |
4.254 |
4.245 |
-0.009 |
-0.2% |
4.789 |
| Low |
4.069 |
3.838 |
-0.231 |
-5.7% |
4.319 |
| Close |
4.222 |
3.856 |
-0.366 |
-8.7% |
4.332 |
| Range |
0.185 |
0.407 |
0.222 |
120.0% |
0.470 |
| ATR |
0.212 |
0.226 |
0.014 |
6.5% |
0.000 |
| Volume |
11,750 |
7,096 |
-4,654 |
-39.6% |
63,214 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.201 |
4.935 |
4.080 |
|
| R3 |
4.794 |
4.528 |
3.968 |
|
| R2 |
4.387 |
4.387 |
3.931 |
|
| R1 |
4.121 |
4.121 |
3.893 |
4.051 |
| PP |
3.980 |
3.980 |
3.980 |
3.944 |
| S1 |
3.714 |
3.714 |
3.819 |
3.644 |
| S2 |
3.573 |
3.573 |
3.781 |
|
| S3 |
3.166 |
3.307 |
3.744 |
|
| S4 |
2.759 |
2.900 |
3.632 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.890 |
5.581 |
4.591 |
|
| R3 |
5.420 |
5.111 |
4.461 |
|
| R2 |
4.950 |
4.950 |
4.418 |
|
| R1 |
4.641 |
4.641 |
4.375 |
4.561 |
| PP |
4.480 |
4.480 |
4.480 |
4.440 |
| S1 |
4.171 |
4.171 |
4.289 |
4.091 |
| S2 |
4.010 |
4.010 |
4.246 |
|
| S3 |
3.540 |
3.701 |
4.203 |
|
| S4 |
3.070 |
3.231 |
4.074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.517 |
3.838 |
0.679 |
17.6% |
0.263 |
6.8% |
3% |
False |
True |
8,489 |
| 10 |
4.789 |
3.838 |
0.951 |
24.7% |
0.254 |
6.6% |
2% |
False |
True |
11,021 |
| 20 |
4.789 |
3.520 |
1.269 |
32.9% |
0.224 |
5.8% |
26% |
False |
False |
8,680 |
| 40 |
4.805 |
3.520 |
1.285 |
33.3% |
0.194 |
5.0% |
26% |
False |
False |
6,117 |
| 60 |
4.820 |
3.520 |
1.300 |
33.7% |
0.191 |
5.0% |
26% |
False |
False |
4,982 |
| 80 |
5.350 |
3.520 |
1.830 |
47.5% |
0.193 |
5.0% |
18% |
False |
False |
4,124 |
| 100 |
6.619 |
3.520 |
3.099 |
80.4% |
0.196 |
5.1% |
11% |
False |
False |
3,475 |
| 120 |
6.987 |
3.520 |
3.467 |
89.9% |
0.192 |
5.0% |
10% |
False |
False |
3,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.975 |
|
2.618 |
5.311 |
|
1.618 |
4.904 |
|
1.000 |
4.652 |
|
0.618 |
4.497 |
|
HIGH |
4.245 |
|
0.618 |
4.090 |
|
0.500 |
4.042 |
|
0.382 |
3.993 |
|
LOW |
3.838 |
|
0.618 |
3.586 |
|
1.000 |
3.431 |
|
1.618 |
3.179 |
|
2.618 |
2.772 |
|
4.250 |
2.108 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.042 |
4.137 |
| PP |
3.980 |
4.043 |
| S1 |
3.918 |
3.950 |
|