NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.115 |
3.986 |
-0.129 |
-3.1% |
4.500 |
| High |
4.115 |
4.070 |
-0.045 |
-1.1% |
4.677 |
| Low |
3.995 |
3.892 |
-0.103 |
-2.6% |
3.995 |
| Close |
4.026 |
4.033 |
0.007 |
0.2% |
4.026 |
| Range |
0.120 |
0.178 |
0.058 |
48.3% |
0.682 |
| ATR |
0.209 |
0.207 |
-0.002 |
-1.1% |
0.000 |
| Volume |
11,667 |
8,669 |
-2,998 |
-25.7% |
45,727 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.532 |
4.461 |
4.131 |
|
| R3 |
4.354 |
4.283 |
4.082 |
|
| R2 |
4.176 |
4.176 |
4.066 |
|
| R1 |
4.105 |
4.105 |
4.049 |
4.141 |
| PP |
3.998 |
3.998 |
3.998 |
4.016 |
| S1 |
3.927 |
3.927 |
4.017 |
3.963 |
| S2 |
3.820 |
3.820 |
4.000 |
|
| S3 |
3.642 |
3.749 |
3.984 |
|
| S4 |
3.464 |
3.571 |
3.935 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.279 |
5.834 |
4.401 |
|
| R3 |
5.597 |
5.152 |
4.214 |
|
| R2 |
4.915 |
4.915 |
4.151 |
|
| R1 |
4.470 |
4.470 |
4.089 |
4.352 |
| PP |
4.233 |
4.233 |
4.233 |
4.173 |
| S1 |
3.788 |
3.788 |
3.963 |
3.670 |
| S2 |
3.551 |
3.551 |
3.901 |
|
| S3 |
2.869 |
3.106 |
3.838 |
|
| S4 |
2.187 |
2.424 |
3.651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.660 |
3.892 |
0.768 |
19.0% |
0.233 |
5.8% |
18% |
False |
True |
9,070 |
| 10 |
4.955 |
3.892 |
1.063 |
26.4% |
0.233 |
5.8% |
13% |
False |
True |
11,193 |
| 20 |
4.955 |
3.754 |
1.201 |
29.8% |
0.213 |
5.3% |
23% |
False |
False |
9,839 |
| 40 |
4.955 |
3.754 |
1.201 |
29.8% |
0.177 |
4.4% |
23% |
False |
False |
7,914 |
| 60 |
4.978 |
3.754 |
1.224 |
30.3% |
0.184 |
4.6% |
23% |
False |
False |
7,648 |
| 80 |
5.499 |
3.754 |
1.745 |
43.3% |
0.188 |
4.6% |
16% |
False |
False |
7,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.827 |
|
2.618 |
4.536 |
|
1.618 |
4.358 |
|
1.000 |
4.248 |
|
0.618 |
4.180 |
|
HIGH |
4.070 |
|
0.618 |
4.002 |
|
0.500 |
3.981 |
|
0.382 |
3.960 |
|
LOW |
3.892 |
|
0.618 |
3.782 |
|
1.000 |
3.714 |
|
1.618 |
3.604 |
|
2.618 |
3.426 |
|
4.250 |
3.136 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.016 |
4.179 |
| PP |
3.998 |
4.130 |
| S1 |
3.981 |
4.082 |
|