NYMEX Natural Gas Future August 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 |
3.600 |
3.649 |
0.049 |
1.4% |
3.650 |
| High |
3.674 |
3.837 |
0.163 |
4.4% |
3.837 |
| Low |
3.520 |
3.642 |
0.122 |
3.5% |
3.520 |
| Close |
3.638 |
3.795 |
0.157 |
4.3% |
3.795 |
| Range |
0.154 |
0.195 |
0.041 |
26.6% |
0.317 |
| ATR |
0.161 |
0.164 |
0.003 |
1.7% |
0.000 |
| Volume |
7,683 |
7,320 |
-363 |
-4.7% |
23,959 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.343 |
4.264 |
3.902 |
|
| R3 |
4.148 |
4.069 |
3.849 |
|
| R2 |
3.953 |
3.953 |
3.831 |
|
| R1 |
3.874 |
3.874 |
3.813 |
3.914 |
| PP |
3.758 |
3.758 |
3.758 |
3.778 |
| S1 |
3.679 |
3.679 |
3.777 |
3.719 |
| S2 |
3.563 |
3.563 |
3.759 |
|
| S3 |
3.368 |
3.484 |
3.741 |
|
| S4 |
3.173 |
3.289 |
3.688 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.668 |
4.549 |
3.969 |
|
| R3 |
4.351 |
4.232 |
3.882 |
|
| R2 |
4.034 |
4.034 |
3.853 |
|
| R1 |
3.915 |
3.915 |
3.824 |
3.975 |
| PP |
3.717 |
3.717 |
3.717 |
3.747 |
| S1 |
3.598 |
3.598 |
3.766 |
3.658 |
| S2 |
3.400 |
3.400 |
3.737 |
|
| S3 |
3.083 |
3.281 |
3.708 |
|
| S4 |
2.766 |
2.964 |
3.621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.837 |
3.520 |
0.317 |
8.4% |
0.157 |
4.1% |
87% |
True |
False |
4,791 |
| 10 |
4.116 |
3.520 |
0.596 |
15.7% |
0.141 |
3.7% |
46% |
False |
False |
4,784 |
| 20 |
4.233 |
3.520 |
0.713 |
18.8% |
0.147 |
3.9% |
39% |
False |
False |
4,182 |
| 40 |
4.820 |
3.520 |
1.300 |
34.3% |
0.167 |
4.4% |
21% |
False |
False |
3,515 |
| 60 |
5.350 |
3.520 |
1.830 |
48.2% |
0.177 |
4.7% |
15% |
False |
False |
2,951 |
| 80 |
6.430 |
3.520 |
2.910 |
76.7% |
0.184 |
4.8% |
9% |
False |
False |
2,485 |
| 100 |
6.619 |
3.520 |
3.099 |
81.7% |
0.184 |
4.9% |
9% |
False |
False |
2,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.666 |
|
2.618 |
4.348 |
|
1.618 |
4.153 |
|
1.000 |
4.032 |
|
0.618 |
3.958 |
|
HIGH |
3.837 |
|
0.618 |
3.763 |
|
0.500 |
3.740 |
|
0.382 |
3.716 |
|
LOW |
3.642 |
|
0.618 |
3.521 |
|
1.000 |
3.447 |
|
1.618 |
3.326 |
|
2.618 |
3.131 |
|
4.250 |
2.813 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.777 |
3.756 |
| PP |
3.758 |
3.717 |
| S1 |
3.740 |
3.679 |
|