NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.740 |
4.017 |
0.277 |
7.4% |
3.572 |
| High |
4.022 |
4.299 |
0.277 |
6.9% |
3.721 |
| Low |
3.736 |
3.943 |
0.207 |
5.5% |
3.395 |
| Close |
4.012 |
4.197 |
0.185 |
4.6% |
3.679 |
| Range |
0.286 |
0.356 |
0.070 |
24.5% |
0.326 |
| ATR |
0.185 |
0.197 |
0.012 |
6.6% |
0.000 |
| Volume |
17,810 |
19,123 |
1,313 |
7.4% |
63,629 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.214 |
5.062 |
4.393 |
|
| R3 |
4.858 |
4.706 |
4.295 |
|
| R2 |
4.502 |
4.502 |
4.262 |
|
| R1 |
4.350 |
4.350 |
4.230 |
4.426 |
| PP |
4.146 |
4.146 |
4.146 |
4.185 |
| S1 |
3.994 |
3.994 |
4.164 |
4.070 |
| S2 |
3.790 |
3.790 |
4.132 |
|
| S3 |
3.434 |
3.638 |
4.099 |
|
| S4 |
3.078 |
3.282 |
4.001 |
|
|
| 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 |
4.299 |
3.510 |
0.789 |
18.8% |
0.255 |
6.1% |
87% |
True |
False |
16,351 |
| 10 |
4.299 |
3.395 |
0.904 |
21.5% |
0.210 |
5.0% |
89% |
True |
False |
13,773 |
| 20 |
4.299 |
3.395 |
0.904 |
21.5% |
0.182 |
4.3% |
89% |
True |
False |
12,583 |
| 40 |
4.721 |
3.395 |
1.326 |
31.6% |
0.190 |
4.5% |
60% |
False |
False |
9,754 |
| 60 |
5.126 |
3.395 |
1.731 |
41.2% |
0.185 |
4.4% |
46% |
False |
False |
8,377 |
| 80 |
5.800 |
3.395 |
2.405 |
57.3% |
0.191 |
4.6% |
33% |
False |
False |
6,938 |
| 100 |
6.521 |
3.395 |
3.126 |
74.5% |
0.196 |
4.7% |
26% |
False |
False |
5,812 |
| 120 |
7.121 |
3.395 |
3.726 |
88.8% |
0.199 |
4.7% |
22% |
False |
False |
5,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.812 |
|
2.618 |
5.231 |
|
1.618 |
4.875 |
|
1.000 |
4.655 |
|
0.618 |
4.519 |
|
HIGH |
4.299 |
|
0.618 |
4.163 |
|
0.500 |
4.121 |
|
0.382 |
4.079 |
|
LOW |
3.943 |
|
0.618 |
3.723 |
|
1.000 |
3.587 |
|
1.618 |
3.367 |
|
2.618 |
3.011 |
|
4.250 |
2.430 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.172 |
4.132 |
| PP |
4.146 |
4.067 |
| S1 |
4.121 |
4.002 |
|