NYMEX Natural Gas Future December 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
6.060 |
6.070 |
0.010 |
0.2% |
5.360 |
| High |
6.083 |
6.150 |
0.067 |
1.1% |
6.095 |
| Low |
5.964 |
5.908 |
-0.056 |
-0.9% |
5.276 |
| Close |
6.018 |
6.060 |
0.042 |
0.7% |
6.067 |
| Range |
0.119 |
0.242 |
0.123 |
103.4% |
0.819 |
| ATR |
0.155 |
0.161 |
0.006 |
4.0% |
0.000 |
| Volume |
2,352 |
2,759 |
407 |
17.3% |
16,283 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.765 |
6.655 |
6.193 |
|
| R3 |
6.523 |
6.413 |
6.127 |
|
| R2 |
6.281 |
6.281 |
6.104 |
|
| R1 |
6.171 |
6.171 |
6.082 |
6.105 |
| PP |
6.039 |
6.039 |
6.039 |
6.007 |
| S1 |
5.929 |
5.929 |
6.038 |
5.863 |
| S2 |
5.797 |
5.797 |
6.016 |
|
| S3 |
5.555 |
5.687 |
5.993 |
|
| S4 |
5.313 |
5.445 |
5.927 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.270 |
7.987 |
6.517 |
|
| R3 |
7.451 |
7.168 |
6.292 |
|
| R2 |
6.632 |
6.632 |
6.217 |
|
| R1 |
6.349 |
6.349 |
6.142 |
6.491 |
| PP |
5.813 |
5.813 |
5.813 |
5.883 |
| S1 |
5.530 |
5.530 |
5.992 |
5.672 |
| S2 |
4.994 |
4.994 |
5.917 |
|
| S3 |
4.175 |
4.711 |
5.842 |
|
| S4 |
3.356 |
3.892 |
5.617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.150 |
5.496 |
0.654 |
10.8% |
0.213 |
3.5% |
86% |
True |
False |
3,468 |
| 10 |
6.150 |
5.170 |
0.980 |
16.2% |
0.174 |
2.9% |
91% |
True |
False |
2,932 |
| 20 |
6.150 |
5.170 |
0.980 |
16.2% |
0.138 |
2.3% |
91% |
True |
False |
2,686 |
| 40 |
6.150 |
5.170 |
0.980 |
16.2% |
0.155 |
2.6% |
91% |
True |
False |
2,485 |
| 60 |
6.150 |
5.170 |
0.980 |
16.2% |
0.152 |
2.5% |
91% |
True |
False |
2,231 |
| 80 |
6.613 |
5.170 |
1.443 |
23.8% |
0.153 |
2.5% |
62% |
False |
False |
2,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.179 |
|
2.618 |
6.784 |
|
1.618 |
6.542 |
|
1.000 |
6.392 |
|
0.618 |
6.300 |
|
HIGH |
6.150 |
|
0.618 |
6.058 |
|
0.500 |
6.029 |
|
0.382 |
6.000 |
|
LOW |
5.908 |
|
0.618 |
5.758 |
|
1.000 |
5.666 |
|
1.618 |
5.516 |
|
2.618 |
5.274 |
|
4.250 |
4.880 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.050 |
6.047 |
| PP |
6.039 |
6.033 |
| S1 |
6.029 |
6.020 |
|