NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.017 |
4.297 |
0.280 |
7.0% |
3.655 |
| High |
4.299 |
4.460 |
0.161 |
3.7% |
4.460 |
| Low |
3.943 |
4.218 |
0.275 |
7.0% |
3.603 |
| Close |
4.197 |
4.416 |
0.219 |
5.2% |
4.416 |
| Range |
0.356 |
0.242 |
-0.114 |
-32.0% |
0.857 |
| ATR |
0.197 |
0.202 |
0.005 |
2.4% |
0.000 |
| Volume |
19,123 |
30,919 |
11,796 |
61.7% |
95,784 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.091 |
4.995 |
4.549 |
|
| R3 |
4.849 |
4.753 |
4.483 |
|
| R2 |
4.607 |
4.607 |
4.460 |
|
| R1 |
4.511 |
4.511 |
4.438 |
4.559 |
| PP |
4.365 |
4.365 |
4.365 |
4.389 |
| S1 |
4.269 |
4.269 |
4.394 |
4.317 |
| S2 |
4.123 |
4.123 |
4.372 |
|
| S3 |
3.881 |
4.027 |
4.349 |
|
| S4 |
3.639 |
3.785 |
4.283 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.731 |
6.430 |
4.887 |
|
| R3 |
5.874 |
5.573 |
4.652 |
|
| R2 |
5.017 |
5.017 |
4.573 |
|
| R1 |
4.716 |
4.716 |
4.495 |
4.867 |
| PP |
4.160 |
4.160 |
4.160 |
4.235 |
| S1 |
3.859 |
3.859 |
4.337 |
4.010 |
| S2 |
3.303 |
3.303 |
4.259 |
|
| S3 |
2.446 |
3.002 |
4.180 |
|
| S4 |
1.589 |
2.145 |
3.945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.460 |
3.603 |
0.857 |
19.4% |
0.261 |
5.9% |
95% |
True |
False |
19,156 |
| 10 |
4.460 |
3.395 |
1.065 |
24.1% |
0.217 |
4.9% |
96% |
True |
False |
15,941 |
| 20 |
4.460 |
3.395 |
1.065 |
24.1% |
0.184 |
4.2% |
96% |
True |
False |
13,295 |
| 40 |
4.721 |
3.395 |
1.326 |
30.0% |
0.190 |
4.3% |
77% |
False |
False |
10,225 |
| 60 |
5.032 |
3.395 |
1.637 |
37.1% |
0.186 |
4.2% |
62% |
False |
False |
8,844 |
| 80 |
5.600 |
3.395 |
2.205 |
49.9% |
0.191 |
4.3% |
46% |
False |
False |
7,305 |
| 100 |
6.521 |
3.395 |
3.126 |
70.8% |
0.197 |
4.5% |
33% |
False |
False |
6,110 |
| 120 |
7.121 |
3.395 |
3.726 |
84.4% |
0.199 |
4.5% |
27% |
False |
False |
5,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.489 |
|
2.618 |
5.094 |
|
1.618 |
4.852 |
|
1.000 |
4.702 |
|
0.618 |
4.610 |
|
HIGH |
4.460 |
|
0.618 |
4.368 |
|
0.500 |
4.339 |
|
0.382 |
4.310 |
|
LOW |
4.218 |
|
0.618 |
4.068 |
|
1.000 |
3.976 |
|
1.618 |
3.826 |
|
2.618 |
3.584 |
|
4.250 |
3.190 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.390 |
4.310 |
| PP |
4.365 |
4.204 |
| S1 |
4.339 |
4.098 |
|