NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.414 |
4.673 |
0.259 |
5.9% |
3.655 |
| High |
4.666 |
4.690 |
0.024 |
0.5% |
4.460 |
| Low |
4.393 |
4.342 |
-0.051 |
-1.2% |
3.603 |
| Close |
4.563 |
4.460 |
-0.103 |
-2.3% |
4.416 |
| Range |
0.273 |
0.348 |
0.075 |
27.5% |
0.857 |
| ATR |
0.204 |
0.214 |
0.010 |
5.0% |
0.000 |
| Volume |
29,610 |
38,231 |
8,621 |
29.1% |
95,784 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.541 |
5.349 |
4.651 |
|
| R3 |
5.193 |
5.001 |
4.556 |
|
| R2 |
4.845 |
4.845 |
4.524 |
|
| R1 |
4.653 |
4.653 |
4.492 |
4.575 |
| PP |
4.497 |
4.497 |
4.497 |
4.459 |
| S1 |
4.305 |
4.305 |
4.428 |
4.227 |
| S2 |
4.149 |
4.149 |
4.396 |
|
| S3 |
3.801 |
3.957 |
4.364 |
|
| S4 |
3.453 |
3.609 |
4.269 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.731 |
6.430 |
4.887 |
|
| R3 |
5.874 |
5.573 |
4.652 |
|
| R2 |
5.017 |
5.017 |
4.573 |
|
| R1 |
4.716 |
4.716 |
4.495 |
4.867 |
| PP |
4.160 |
4.160 |
4.160 |
4.235 |
| S1 |
3.859 |
3.859 |
4.337 |
4.010 |
| S2 |
3.303 |
3.303 |
4.259 |
|
| S3 |
2.446 |
3.002 |
4.180 |
|
| S4 |
1.589 |
2.145 |
3.945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.690 |
3.943 |
0.747 |
16.7% |
0.276 |
6.2% |
69% |
True |
False |
28,305 |
| 10 |
4.690 |
3.395 |
1.295 |
29.0% |
0.245 |
5.5% |
82% |
True |
False |
21,956 |
| 20 |
4.690 |
3.395 |
1.295 |
29.0% |
0.204 |
4.6% |
82% |
True |
False |
15,472 |
| 40 |
4.721 |
3.395 |
1.326 |
29.7% |
0.200 |
4.5% |
80% |
False |
False |
12,121 |
| 60 |
4.721 |
3.395 |
1.326 |
29.7% |
0.190 |
4.3% |
80% |
False |
False |
10,215 |
| 80 |
5.280 |
3.395 |
1.885 |
42.3% |
0.195 |
4.4% |
56% |
False |
False |
8,360 |
| 100 |
6.521 |
3.395 |
3.126 |
70.1% |
0.201 |
4.5% |
34% |
False |
False |
6,995 |
| 120 |
7.121 |
3.395 |
3.726 |
83.5% |
0.201 |
4.5% |
29% |
False |
False |
6,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.169 |
|
2.618 |
5.601 |
|
1.618 |
5.253 |
|
1.000 |
5.038 |
|
0.618 |
4.905 |
|
HIGH |
4.690 |
|
0.618 |
4.557 |
|
0.500 |
4.516 |
|
0.382 |
4.475 |
|
LOW |
4.342 |
|
0.618 |
4.127 |
|
1.000 |
3.994 |
|
1.618 |
3.779 |
|
2.618 |
3.431 |
|
4.250 |
2.863 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.516 |
4.501 |
| PP |
4.497 |
4.487 |
| S1 |
4.479 |
4.474 |
|