NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.340 |
4.330 |
-0.010 |
-0.2% |
3.544 |
| High |
4.364 |
4.552 |
0.188 |
4.3% |
4.360 |
| Low |
4.195 |
4.276 |
0.081 |
1.9% |
3.469 |
| Close |
4.302 |
4.449 |
0.147 |
3.4% |
4.311 |
| Range |
0.169 |
0.276 |
0.107 |
63.3% |
0.891 |
| ATR |
0.210 |
0.215 |
0.005 |
2.2% |
0.000 |
| Volume |
90,477 |
87,055 |
-3,422 |
-3.8% |
428,027 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.254 |
5.127 |
4.601 |
|
| R3 |
4.978 |
4.851 |
4.525 |
|
| R2 |
4.702 |
4.702 |
4.500 |
|
| R1 |
4.575 |
4.575 |
4.474 |
4.639 |
| PP |
4.426 |
4.426 |
4.426 |
4.457 |
| S1 |
4.299 |
4.299 |
4.424 |
4.363 |
| S2 |
4.150 |
4.150 |
4.398 |
|
| S3 |
3.874 |
4.023 |
4.373 |
|
| S4 |
3.598 |
3.747 |
4.297 |
|
|
| 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 |
4.552 |
3.596 |
0.956 |
21.5% |
0.276 |
6.2% |
89% |
True |
False |
92,530 |
| 10 |
4.552 |
3.251 |
1.301 |
29.2% |
0.239 |
5.4% |
92% |
True |
False |
77,485 |
| 20 |
4.552 |
3.251 |
1.301 |
29.2% |
0.199 |
4.5% |
92% |
True |
False |
55,539 |
| 40 |
4.609 |
3.251 |
1.358 |
30.5% |
0.210 |
4.7% |
88% |
False |
False |
33,950 |
| 60 |
4.609 |
3.251 |
1.358 |
30.5% |
0.206 |
4.6% |
88% |
False |
False |
25,238 |
| 80 |
5.190 |
3.251 |
1.939 |
43.6% |
0.209 |
4.7% |
62% |
False |
False |
19,981 |
| 100 |
6.413 |
3.251 |
3.162 |
71.1% |
0.214 |
4.8% |
38% |
False |
False |
16,319 |
| 120 |
6.995 |
3.251 |
3.744 |
84.2% |
0.213 |
4.8% |
32% |
False |
False |
13,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.725 |
|
2.618 |
5.275 |
|
1.618 |
4.999 |
|
1.000 |
4.828 |
|
0.618 |
4.723 |
|
HIGH |
4.552 |
|
0.618 |
4.447 |
|
0.500 |
4.414 |
|
0.382 |
4.381 |
|
LOW |
4.276 |
|
0.618 |
4.105 |
|
1.000 |
4.000 |
|
1.618 |
3.829 |
|
2.618 |
3.553 |
|
4.250 |
3.103 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.437 |
4.407 |
| PP |
4.426 |
4.366 |
| S1 |
4.414 |
4.324 |
|