NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.645 |
4.721 |
0.076 |
1.6% |
4.700 |
| High |
4.795 |
4.721 |
-0.074 |
-1.5% |
4.955 |
| Low |
4.572 |
4.546 |
-0.026 |
-0.6% |
4.546 |
| Close |
4.739 |
4.558 |
-0.181 |
-3.8% |
4.558 |
| Range |
0.223 |
0.175 |
-0.048 |
-21.5% |
0.409 |
| ATR |
0.198 |
0.197 |
0.000 |
-0.2% |
0.000 |
| Volume |
15,798 |
14,565 |
-1,233 |
-7.8% |
68,311 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.133 |
5.021 |
4.654 |
|
| R3 |
4.958 |
4.846 |
4.606 |
|
| R2 |
4.783 |
4.783 |
4.590 |
|
| R1 |
4.671 |
4.671 |
4.574 |
4.640 |
| PP |
4.608 |
4.608 |
4.608 |
4.593 |
| S1 |
4.496 |
4.496 |
4.542 |
4.465 |
| S2 |
4.433 |
4.433 |
4.526 |
|
| S3 |
4.258 |
4.321 |
4.510 |
|
| S4 |
4.083 |
4.146 |
4.462 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.913 |
5.645 |
4.783 |
|
| R3 |
5.504 |
5.236 |
4.670 |
|
| R2 |
5.095 |
5.095 |
4.633 |
|
| R1 |
4.827 |
4.827 |
4.595 |
4.757 |
| PP |
4.686 |
4.686 |
4.686 |
4.651 |
| S1 |
4.418 |
4.418 |
4.521 |
4.348 |
| S2 |
4.277 |
4.277 |
4.483 |
|
| S3 |
3.868 |
4.009 |
4.446 |
|
| S4 |
3.459 |
3.600 |
4.333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.955 |
4.546 |
0.409 |
9.0% |
0.222 |
4.9% |
3% |
False |
True |
13,662 |
| 10 |
4.955 |
3.937 |
1.018 |
22.3% |
0.231 |
5.1% |
61% |
False |
False |
11,357 |
| 20 |
4.955 |
3.754 |
1.201 |
26.3% |
0.180 |
3.9% |
67% |
False |
False |
8,920 |
| 40 |
4.978 |
3.754 |
1.224 |
26.9% |
0.174 |
3.8% |
66% |
False |
False |
7,755 |
| 60 |
4.978 |
3.754 |
1.224 |
26.9% |
0.178 |
3.9% |
66% |
False |
False |
7,274 |
| 80 |
5.499 |
3.754 |
1.745 |
38.3% |
0.185 |
4.1% |
46% |
False |
False |
6,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.465 |
|
2.618 |
5.179 |
|
1.618 |
5.004 |
|
1.000 |
4.896 |
|
0.618 |
4.829 |
|
HIGH |
4.721 |
|
0.618 |
4.654 |
|
0.500 |
4.634 |
|
0.382 |
4.613 |
|
LOW |
4.546 |
|
0.618 |
4.438 |
|
1.000 |
4.371 |
|
1.618 |
4.263 |
|
2.618 |
4.088 |
|
4.250 |
3.802 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.634 |
4.751 |
| PP |
4.608 |
4.686 |
| S1 |
4.583 |
4.622 |
|