NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.673 |
4.371 |
-0.302 |
-6.5% |
3.655 |
| High |
4.690 |
4.472 |
-0.218 |
-4.6% |
4.460 |
| Low |
4.342 |
4.250 |
-0.092 |
-2.1% |
3.603 |
| Close |
4.460 |
4.414 |
-0.046 |
-1.0% |
4.416 |
| Range |
0.348 |
0.222 |
-0.126 |
-36.2% |
0.857 |
| ATR |
0.214 |
0.215 |
0.001 |
0.3% |
0.000 |
| Volume |
38,231 |
51,206 |
12,975 |
33.9% |
95,784 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.045 |
4.951 |
4.536 |
|
| R3 |
4.823 |
4.729 |
4.475 |
|
| R2 |
4.601 |
4.601 |
4.455 |
|
| R1 |
4.507 |
4.507 |
4.434 |
4.554 |
| PP |
4.379 |
4.379 |
4.379 |
4.402 |
| S1 |
4.285 |
4.285 |
4.394 |
4.332 |
| S2 |
4.157 |
4.157 |
4.373 |
|
| S3 |
3.935 |
4.063 |
4.353 |
|
| S4 |
3.713 |
3.841 |
4.292 |
|
|
| 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 |
4.218 |
0.472 |
10.7% |
0.249 |
5.6% |
42% |
False |
False |
34,722 |
| 10 |
4.690 |
3.510 |
1.180 |
26.7% |
0.252 |
5.7% |
77% |
False |
False |
25,536 |
| 20 |
4.690 |
3.395 |
1.295 |
29.3% |
0.207 |
4.7% |
79% |
False |
False |
17,546 |
| 40 |
4.721 |
3.395 |
1.326 |
30.0% |
0.202 |
4.6% |
77% |
False |
False |
13,302 |
| 60 |
4.721 |
3.395 |
1.326 |
30.0% |
0.191 |
4.3% |
77% |
False |
False |
11,023 |
| 80 |
5.280 |
3.395 |
1.885 |
42.7% |
0.196 |
4.4% |
54% |
False |
False |
8,986 |
| 100 |
6.521 |
3.395 |
3.126 |
70.8% |
0.201 |
4.6% |
33% |
False |
False |
7,495 |
| 120 |
7.106 |
3.395 |
3.711 |
84.1% |
0.201 |
4.6% |
27% |
False |
False |
6,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.416 |
|
2.618 |
5.053 |
|
1.618 |
4.831 |
|
1.000 |
4.694 |
|
0.618 |
4.609 |
|
HIGH |
4.472 |
|
0.618 |
4.387 |
|
0.500 |
4.361 |
|
0.382 |
4.335 |
|
LOW |
4.250 |
|
0.618 |
4.113 |
|
1.000 |
4.028 |
|
1.618 |
3.891 |
|
2.618 |
3.669 |
|
4.250 |
3.307 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.396 |
4.470 |
| PP |
4.379 |
4.451 |
| S1 |
4.361 |
4.433 |
|