NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 28-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.721 |
4.665 |
-0.056 |
-1.2% |
5.149 |
High |
4.739 |
5.013 |
0.274 |
5.8% |
5.287 |
Low |
4.646 |
4.665 |
0.019 |
0.4% |
4.690 |
Close |
4.727 |
5.001 |
0.274 |
5.8% |
4.722 |
Range |
0.093 |
0.348 |
0.255 |
274.2% |
0.597 |
ATR |
0.173 |
0.185 |
0.013 |
7.3% |
0.000 |
Volume |
3,134 |
6,296 |
3,162 |
100.9% |
13,118 |
|
Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.937 |
5.817 |
5.192 |
|
R3 |
5.589 |
5.469 |
5.097 |
|
R2 |
5.241 |
5.241 |
5.065 |
|
R1 |
5.121 |
5.121 |
5.033 |
5.181 |
PP |
4.893 |
4.893 |
4.893 |
4.923 |
S1 |
4.773 |
4.773 |
4.969 |
4.833 |
S2 |
4.545 |
4.545 |
4.937 |
|
S3 |
4.197 |
4.425 |
4.905 |
|
S4 |
3.849 |
4.077 |
4.810 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.691 |
6.303 |
5.050 |
|
R3 |
6.094 |
5.706 |
4.886 |
|
R2 |
5.497 |
5.497 |
4.831 |
|
R1 |
5.109 |
5.109 |
4.777 |
5.005 |
PP |
4.900 |
4.900 |
4.900 |
4.847 |
S1 |
4.512 |
4.512 |
4.667 |
4.408 |
S2 |
4.303 |
4.303 |
4.613 |
|
S3 |
3.706 |
3.915 |
4.558 |
|
S4 |
3.109 |
3.318 |
4.394 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.023 |
4.605 |
0.418 |
8.4% |
0.184 |
3.7% |
95% |
False |
False |
3,584 |
10 |
5.373 |
4.605 |
0.768 |
15.4% |
0.185 |
3.7% |
52% |
False |
False |
3,329 |
20 |
5.523 |
4.434 |
1.089 |
21.8% |
0.190 |
3.8% |
52% |
False |
False |
3,323 |
40 |
5.523 |
4.434 |
1.089 |
21.8% |
0.148 |
3.0% |
52% |
False |
False |
2,219 |
60 |
5.523 |
4.434 |
1.089 |
21.8% |
0.151 |
3.0% |
52% |
False |
False |
1,892 |
80 |
5.975 |
4.434 |
1.541 |
30.8% |
0.153 |
3.1% |
37% |
False |
False |
1,667 |
100 |
7.150 |
4.434 |
2.716 |
54.3% |
0.158 |
3.2% |
21% |
False |
False |
1,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.492 |
2.618 |
5.924 |
1.618 |
5.576 |
1.000 |
5.361 |
0.618 |
5.228 |
HIGH |
5.013 |
0.618 |
4.880 |
0.500 |
4.839 |
0.382 |
4.798 |
LOW |
4.665 |
0.618 |
4.450 |
1.000 |
4.317 |
1.618 |
4.102 |
2.618 |
3.754 |
4.250 |
3.186 |
|
|
Fisher Pivots for day following 28-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.947 |
4.937 |
PP |
4.893 |
4.873 |
S1 |
4.839 |
4.809 |
|