NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.172 |
4.340 |
0.168 |
4.0% |
3.544 |
| High |
4.360 |
4.364 |
0.004 |
0.1% |
4.360 |
| Low |
4.096 |
4.195 |
0.099 |
2.4% |
3.469 |
| Close |
4.311 |
4.302 |
-0.009 |
-0.2% |
4.311 |
| Range |
0.264 |
0.169 |
-0.095 |
-36.0% |
0.891 |
| ATR |
0.213 |
0.210 |
-0.003 |
-1.5% |
0.000 |
| Volume |
129,241 |
90,477 |
-38,764 |
-30.0% |
428,027 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.794 |
4.717 |
4.395 |
|
| R3 |
4.625 |
4.548 |
4.348 |
|
| R2 |
4.456 |
4.456 |
4.333 |
|
| R1 |
4.379 |
4.379 |
4.317 |
4.333 |
| PP |
4.287 |
4.287 |
4.287 |
4.264 |
| S1 |
4.210 |
4.210 |
4.287 |
4.164 |
| S2 |
4.118 |
4.118 |
4.271 |
|
| S3 |
3.949 |
4.041 |
4.256 |
|
| S4 |
3.780 |
3.872 |
4.209 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.720 |
6.406 |
4.801 |
|
| R3 |
5.829 |
5.515 |
4.556 |
|
| R2 |
4.938 |
4.938 |
4.474 |
|
| R1 |
4.624 |
4.624 |
4.393 |
4.781 |
| PP |
4.047 |
4.047 |
4.047 |
4.125 |
| S1 |
3.733 |
3.733 |
4.229 |
3.890 |
| S2 |
3.156 |
3.156 |
4.148 |
|
| S3 |
2.265 |
2.842 |
4.066 |
|
| S4 |
1.374 |
1.951 |
3.821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.364 |
3.570 |
0.794 |
18.5% |
0.252 |
5.8% |
92% |
True |
False |
89,857 |
| 10 |
4.364 |
3.251 |
1.113 |
25.9% |
0.228 |
5.3% |
94% |
True |
False |
73,459 |
| 20 |
4.364 |
3.251 |
1.113 |
25.9% |
0.191 |
4.4% |
94% |
True |
False |
52,383 |
| 40 |
4.609 |
3.251 |
1.358 |
31.6% |
0.207 |
4.8% |
77% |
False |
False |
31,909 |
| 60 |
4.770 |
3.251 |
1.519 |
35.3% |
0.204 |
4.7% |
69% |
False |
False |
24,008 |
| 80 |
5.255 |
3.251 |
2.004 |
46.6% |
0.209 |
4.8% |
52% |
False |
False |
18,913 |
| 100 |
6.413 |
3.251 |
3.162 |
73.5% |
0.213 |
4.9% |
33% |
False |
False |
15,469 |
| 120 |
6.995 |
3.251 |
3.744 |
87.0% |
0.212 |
4.9% |
28% |
False |
False |
13,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.082 |
|
2.618 |
4.806 |
|
1.618 |
4.637 |
|
1.000 |
4.533 |
|
0.618 |
4.468 |
|
HIGH |
4.364 |
|
0.618 |
4.299 |
|
0.500 |
4.280 |
|
0.382 |
4.260 |
|
LOW |
4.195 |
|
0.618 |
4.091 |
|
1.000 |
4.026 |
|
1.618 |
3.922 |
|
2.618 |
3.753 |
|
4.250 |
3.477 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.295 |
4.232 |
| PP |
4.287 |
4.162 |
| S1 |
4.280 |
4.092 |
|