NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.393 |
3.544 |
0.151 |
4.5% |
3.390 |
| High |
3.591 |
3.740 |
0.149 |
4.1% |
3.591 |
| Low |
3.361 |
3.469 |
0.108 |
3.2% |
3.251 |
| Close |
3.546 |
3.725 |
0.179 |
5.0% |
3.546 |
| Range |
0.230 |
0.271 |
0.041 |
17.8% |
0.340 |
| ATR |
0.184 |
0.190 |
0.006 |
3.4% |
0.000 |
| Volume |
61,289 |
69,215 |
7,926 |
12.9% |
248,424 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.458 |
4.362 |
3.874 |
|
| R3 |
4.187 |
4.091 |
3.800 |
|
| R2 |
3.916 |
3.916 |
3.775 |
|
| R1 |
3.820 |
3.820 |
3.750 |
3.868 |
| PP |
3.645 |
3.645 |
3.645 |
3.669 |
| S1 |
3.549 |
3.549 |
3.700 |
3.597 |
| S2 |
3.374 |
3.374 |
3.675 |
|
| S3 |
3.103 |
3.278 |
3.650 |
|
| S4 |
2.832 |
3.007 |
3.576 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.483 |
4.354 |
3.733 |
|
| R3 |
4.143 |
4.014 |
3.640 |
|
| R2 |
3.803 |
3.803 |
3.608 |
|
| R1 |
3.674 |
3.674 |
3.577 |
3.739 |
| PP |
3.463 |
3.463 |
3.463 |
3.495 |
| S1 |
3.334 |
3.334 |
3.515 |
3.399 |
| S2 |
3.123 |
3.123 |
3.484 |
|
| S3 |
2.783 |
2.994 |
3.453 |
|
| S4 |
2.443 |
2.654 |
3.359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.740 |
3.251 |
0.489 |
13.1% |
0.204 |
5.5% |
97% |
True |
False |
57,061 |
| 10 |
3.740 |
3.251 |
0.489 |
13.1% |
0.166 |
4.5% |
97% |
True |
False |
43,870 |
| 20 |
3.987 |
3.251 |
0.736 |
19.8% |
0.175 |
4.7% |
64% |
False |
False |
33,953 |
| 40 |
4.609 |
3.251 |
1.358 |
36.5% |
0.196 |
5.3% |
35% |
False |
False |
22,414 |
| 60 |
5.140 |
3.251 |
1.889 |
50.7% |
0.205 |
5.5% |
25% |
False |
False |
16,932 |
| 80 |
6.137 |
3.251 |
2.886 |
77.5% |
0.208 |
5.6% |
16% |
False |
False |
13,452 |
| 100 |
6.413 |
3.251 |
3.162 |
84.9% |
0.209 |
5.6% |
15% |
False |
False |
11,052 |
| 120 |
7.532 |
3.251 |
4.281 |
114.9% |
0.214 |
5.8% |
11% |
False |
False |
9,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.892 |
|
2.618 |
4.449 |
|
1.618 |
4.178 |
|
1.000 |
4.011 |
|
0.618 |
3.907 |
|
HIGH |
3.740 |
|
0.618 |
3.636 |
|
0.500 |
3.605 |
|
0.382 |
3.573 |
|
LOW |
3.469 |
|
0.618 |
3.302 |
|
1.000 |
3.198 |
|
1.618 |
3.031 |
|
2.618 |
2.760 |
|
4.250 |
2.317 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.649 |
| PP |
3.645 |
3.572 |
| S1 |
3.605 |
3.496 |
|