NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.522 |
0.052 |
1.5% |
3.572 |
| High |
3.550 |
3.721 |
0.171 |
4.8% |
3.721 |
| Low |
3.395 |
3.510 |
0.115 |
3.4% |
3.395 |
| Close |
3.515 |
3.679 |
0.164 |
4.7% |
3.679 |
| Range |
0.155 |
0.211 |
0.056 |
36.1% |
0.326 |
| ATR |
0.169 |
0.172 |
0.003 |
1.8% |
0.000 |
| Volume |
15,406 |
16,893 |
1,487 |
9.7% |
63,629 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.270 |
4.185 |
3.795 |
|
| R3 |
4.059 |
3.974 |
3.737 |
|
| R2 |
3.848 |
3.848 |
3.718 |
|
| R1 |
3.763 |
3.763 |
3.698 |
3.806 |
| PP |
3.637 |
3.637 |
3.637 |
3.658 |
| S1 |
3.552 |
3.552 |
3.660 |
3.595 |
| S2 |
3.426 |
3.426 |
3.640 |
|
| S3 |
3.215 |
3.341 |
3.621 |
|
| S4 |
3.004 |
3.130 |
3.563 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.576 |
4.454 |
3.858 |
|
| R3 |
4.250 |
4.128 |
3.769 |
|
| R2 |
3.924 |
3.924 |
3.739 |
|
| R1 |
3.802 |
3.802 |
3.709 |
3.863 |
| PP |
3.598 |
3.598 |
3.598 |
3.629 |
| S1 |
3.476 |
3.476 |
3.649 |
3.537 |
| S2 |
3.272 |
3.272 |
3.619 |
|
| S3 |
2.946 |
3.150 |
3.589 |
|
| S4 |
2.620 |
2.824 |
3.500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.721 |
3.395 |
0.326 |
8.9% |
0.174 |
4.7% |
87% |
True |
False |
12,725 |
| 10 |
4.025 |
3.395 |
0.630 |
17.1% |
0.158 |
4.3% |
45% |
False |
False |
10,226 |
| 20 |
4.107 |
3.395 |
0.712 |
19.4% |
0.157 |
4.3% |
40% |
False |
False |
11,194 |
| 40 |
4.721 |
3.395 |
1.326 |
36.0% |
0.177 |
4.8% |
21% |
False |
False |
8,934 |
| 60 |
5.280 |
3.395 |
1.885 |
51.2% |
0.184 |
5.0% |
15% |
False |
False |
7,526 |
| 80 |
6.390 |
3.395 |
2.995 |
81.4% |
0.192 |
5.2% |
9% |
False |
False |
6,212 |
| 100 |
6.521 |
3.395 |
3.126 |
85.0% |
0.192 |
5.2% |
9% |
False |
False |
5,238 |
| 120 |
7.670 |
3.395 |
4.275 |
116.2% |
0.198 |
5.4% |
7% |
False |
False |
4,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.618 |
|
2.618 |
4.273 |
|
1.618 |
4.062 |
|
1.000 |
3.932 |
|
0.618 |
3.851 |
|
HIGH |
3.721 |
|
0.618 |
3.640 |
|
0.500 |
3.616 |
|
0.382 |
3.591 |
|
LOW |
3.510 |
|
0.618 |
3.380 |
|
1.000 |
3.299 |
|
1.618 |
3.169 |
|
2.618 |
2.958 |
|
4.250 |
2.613 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.658 |
3.639 |
| PP |
3.637 |
3.598 |
| S1 |
3.616 |
3.558 |
|