NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
5.990 |
6.090 |
0.100 |
1.7% |
6.366 |
| High |
6.131 |
6.090 |
-0.041 |
-0.7% |
6.439 |
| Low |
5.974 |
5.832 |
-0.142 |
-2.4% |
6.088 |
| Close |
6.112 |
5.849 |
-0.263 |
-4.3% |
6.133 |
| Range |
0.157 |
0.258 |
0.101 |
64.3% |
0.351 |
| ATR |
0.159 |
0.167 |
0.009 |
5.5% |
0.000 |
| Volume |
7,340 |
3,829 |
-3,511 |
-47.8% |
31,139 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.698 |
6.531 |
5.991 |
|
| R3 |
6.440 |
6.273 |
5.920 |
|
| R2 |
6.182 |
6.182 |
5.896 |
|
| R1 |
6.015 |
6.015 |
5.873 |
5.970 |
| PP |
5.924 |
5.924 |
5.924 |
5.901 |
| S1 |
5.757 |
5.757 |
5.825 |
5.712 |
| S2 |
5.666 |
5.666 |
5.802 |
|
| S3 |
5.408 |
5.499 |
5.778 |
|
| S4 |
5.150 |
5.241 |
5.707 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.273 |
7.054 |
6.326 |
|
| R3 |
6.922 |
6.703 |
6.230 |
|
| R2 |
6.571 |
6.571 |
6.197 |
|
| R1 |
6.352 |
6.352 |
6.165 |
6.286 |
| PP |
6.220 |
6.220 |
6.220 |
6.187 |
| S1 |
6.001 |
6.001 |
6.101 |
5.935 |
| S2 |
5.869 |
5.869 |
6.069 |
|
| S3 |
5.518 |
5.650 |
6.036 |
|
| S4 |
5.167 |
5.299 |
5.940 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.187 |
|
2.618 |
6.765 |
|
1.618 |
6.507 |
|
1.000 |
6.348 |
|
0.618 |
6.249 |
|
HIGH |
6.090 |
|
0.618 |
5.991 |
|
0.500 |
5.961 |
|
0.382 |
5.931 |
|
LOW |
5.832 |
|
0.618 |
5.673 |
|
1.000 |
5.574 |
|
1.618 |
5.415 |
|
2.618 |
5.157 |
|
4.250 |
4.736 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.961 |
6.011 |
| PP |
5.924 |
5.957 |
| S1 |
5.886 |
5.903 |
|