NYMEX Natural Gas Future September 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 |
4.400 |
3.966 |
-0.434 |
-9.9% |
4.400 |
| High |
4.400 |
3.969 |
-0.431 |
-9.8% |
4.551 |
| Low |
3.938 |
3.835 |
-0.103 |
-2.6% |
3.835 |
| Close |
3.954 |
3.866 |
-0.088 |
-2.2% |
3.866 |
| Range |
0.462 |
0.134 |
-0.328 |
-71.0% |
0.716 |
| ATR |
0.218 |
0.212 |
-0.006 |
-2.8% |
0.000 |
| Volume |
3,573 |
6,519 |
2,946 |
82.5% |
28,161 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.292 |
4.213 |
3.940 |
|
| R3 |
4.158 |
4.079 |
3.903 |
|
| R2 |
4.024 |
4.024 |
3.891 |
|
| R1 |
3.945 |
3.945 |
3.878 |
3.918 |
| PP |
3.890 |
3.890 |
3.890 |
3.876 |
| S1 |
3.811 |
3.811 |
3.854 |
3.784 |
| S2 |
3.756 |
3.756 |
3.841 |
|
| S3 |
3.622 |
3.677 |
3.829 |
|
| S4 |
3.488 |
3.543 |
3.792 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.232 |
5.765 |
4.260 |
|
| R3 |
5.516 |
5.049 |
4.063 |
|
| R2 |
4.800 |
4.800 |
3.997 |
|
| R1 |
4.333 |
4.333 |
3.932 |
4.209 |
| PP |
4.084 |
4.084 |
4.084 |
4.022 |
| S1 |
3.617 |
3.617 |
3.800 |
3.493 |
| S2 |
3.368 |
3.368 |
3.735 |
|
| S3 |
2.652 |
2.901 |
3.669 |
|
| S4 |
1.936 |
2.185 |
3.472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.551 |
3.835 |
0.716 |
18.5% |
0.251 |
6.5% |
4% |
False |
True |
5,632 |
| 10 |
4.830 |
3.835 |
0.995 |
25.7% |
0.228 |
5.9% |
3% |
False |
True |
7,703 |
| 20 |
4.830 |
3.596 |
1.234 |
31.9% |
0.210 |
5.4% |
22% |
False |
False |
6,102 |
| 40 |
4.830 |
3.596 |
1.234 |
31.9% |
0.169 |
4.4% |
22% |
False |
False |
4,266 |
| 60 |
4.860 |
3.596 |
1.264 |
32.7% |
0.180 |
4.7% |
21% |
False |
False |
3,481 |
| 80 |
5.392 |
3.596 |
1.796 |
46.5% |
0.180 |
4.7% |
15% |
False |
False |
2,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.539 |
|
2.618 |
4.320 |
|
1.618 |
4.186 |
|
1.000 |
4.103 |
|
0.618 |
4.052 |
|
HIGH |
3.969 |
|
0.618 |
3.918 |
|
0.500 |
3.902 |
|
0.382 |
3.886 |
|
LOW |
3.835 |
|
0.618 |
3.752 |
|
1.000 |
3.701 |
|
1.618 |
3.618 |
|
2.618 |
3.484 |
|
4.250 |
3.266 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.902 |
4.118 |
| PP |
3.890 |
4.034 |
| S1 |
3.878 |
3.950 |
|