NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.714 |
4.942 |
0.228 |
4.8% |
4.028 |
| High |
4.931 |
4.955 |
0.024 |
0.5% |
4.755 |
| Low |
4.676 |
4.644 |
-0.032 |
-0.7% |
3.937 |
| Close |
4.845 |
4.758 |
-0.087 |
-1.8% |
4.717 |
| Range |
0.255 |
0.311 |
0.056 |
22.0% |
0.818 |
| ATR |
0.187 |
0.196 |
0.009 |
4.7% |
0.000 |
| Volume |
12,113 |
15,064 |
2,951 |
24.4% |
45,259 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.719 |
5.549 |
4.929 |
|
| R3 |
5.408 |
5.238 |
4.844 |
|
| R2 |
5.097 |
5.097 |
4.815 |
|
| R1 |
4.927 |
4.927 |
4.787 |
4.857 |
| PP |
4.786 |
4.786 |
4.786 |
4.750 |
| S1 |
4.616 |
4.616 |
4.729 |
4.546 |
| S2 |
4.475 |
4.475 |
4.701 |
|
| S3 |
4.164 |
4.305 |
4.672 |
|
| S4 |
3.853 |
3.994 |
4.587 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.924 |
6.638 |
5.167 |
|
| R3 |
6.106 |
5.820 |
4.942 |
|
| R2 |
5.288 |
5.288 |
4.867 |
|
| R1 |
5.002 |
5.002 |
4.792 |
5.145 |
| PP |
4.470 |
4.470 |
4.470 |
4.541 |
| S1 |
4.184 |
4.184 |
4.642 |
4.327 |
| S2 |
3.652 |
3.652 |
4.567 |
|
| S3 |
2.834 |
3.366 |
4.492 |
|
| S4 |
2.016 |
2.548 |
4.267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.955 |
4.272 |
0.683 |
14.4% |
0.253 |
5.3% |
71% |
True |
False |
12,094 |
| 10 |
4.955 |
3.754 |
1.201 |
25.2% |
0.222 |
4.7% |
84% |
True |
False |
10,056 |
| 20 |
4.955 |
3.754 |
1.201 |
25.2% |
0.177 |
3.7% |
84% |
True |
False |
8,085 |
| 40 |
4.978 |
3.754 |
1.224 |
25.7% |
0.182 |
3.8% |
82% |
False |
False |
7,266 |
| 60 |
4.978 |
3.754 |
1.224 |
25.7% |
0.177 |
3.7% |
82% |
False |
False |
6,944 |
| 80 |
5.499 |
3.754 |
1.745 |
36.7% |
0.184 |
3.9% |
58% |
False |
False |
6,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.277 |
|
2.618 |
5.769 |
|
1.618 |
5.458 |
|
1.000 |
5.266 |
|
0.618 |
5.147 |
|
HIGH |
4.955 |
|
0.618 |
4.836 |
|
0.500 |
4.800 |
|
0.382 |
4.763 |
|
LOW |
4.644 |
|
0.618 |
4.452 |
|
1.000 |
4.333 |
|
1.618 |
4.141 |
|
2.618 |
3.830 |
|
4.250 |
3.322 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.800 |
4.784 |
| PP |
4.786 |
4.775 |
| S1 |
4.772 |
4.767 |
|