NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.544 |
3.724 |
0.180 |
5.1% |
3.390 |
| High |
3.740 |
3.725 |
-0.015 |
-0.4% |
3.591 |
| Low |
3.469 |
3.570 |
0.101 |
2.9% |
3.251 |
| Close |
3.725 |
3.615 |
-0.110 |
-3.0% |
3.546 |
| Range |
0.271 |
0.155 |
-0.116 |
-42.8% |
0.340 |
| ATR |
0.190 |
0.188 |
-0.003 |
-1.3% |
0.000 |
| Volume |
69,215 |
73,691 |
4,476 |
6.5% |
248,424 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.102 |
4.013 |
3.700 |
|
| R3 |
3.947 |
3.858 |
3.658 |
|
| R2 |
3.792 |
3.792 |
3.643 |
|
| R1 |
3.703 |
3.703 |
3.629 |
3.670 |
| PP |
3.637 |
3.637 |
3.637 |
3.620 |
| S1 |
3.548 |
3.548 |
3.601 |
3.515 |
| S2 |
3.482 |
3.482 |
3.587 |
|
| S3 |
3.327 |
3.393 |
3.572 |
|
| S4 |
3.172 |
3.238 |
3.530 |
|
|
| 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 |
13.5% |
0.201 |
5.6% |
74% |
False |
False |
62,440 |
| 10 |
3.740 |
3.251 |
0.489 |
13.5% |
0.170 |
4.7% |
74% |
False |
False |
48,421 |
| 20 |
3.958 |
3.251 |
0.707 |
19.6% |
0.173 |
4.8% |
51% |
False |
False |
37,058 |
| 40 |
4.609 |
3.251 |
1.358 |
37.6% |
0.196 |
5.4% |
27% |
False |
False |
23,988 |
| 60 |
5.140 |
3.251 |
1.889 |
52.3% |
0.203 |
5.6% |
19% |
False |
False |
18,089 |
| 80 |
5.824 |
3.251 |
2.573 |
71.2% |
0.205 |
5.7% |
14% |
False |
False |
14,344 |
| 100 |
6.413 |
3.251 |
3.162 |
87.5% |
0.209 |
5.8% |
12% |
False |
False |
11,771 |
| 120 |
7.346 |
3.251 |
4.095 |
113.3% |
0.214 |
5.9% |
9% |
False |
False |
10,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.384 |
|
2.618 |
4.131 |
|
1.618 |
3.976 |
|
1.000 |
3.880 |
|
0.618 |
3.821 |
|
HIGH |
3.725 |
|
0.618 |
3.666 |
|
0.500 |
3.648 |
|
0.382 |
3.629 |
|
LOW |
3.570 |
|
0.618 |
3.474 |
|
1.000 |
3.415 |
|
1.618 |
3.319 |
|
2.618 |
3.164 |
|
4.250 |
2.911 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.594 |
| PP |
3.637 |
3.572 |
| S1 |
3.626 |
3.551 |
|