NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.649 |
3.814 |
0.165 |
4.5% |
3.650 |
| High |
3.837 |
3.992 |
0.155 |
4.0% |
3.837 |
| Low |
3.642 |
3.722 |
0.080 |
2.2% |
3.520 |
| Close |
3.795 |
3.976 |
0.181 |
4.8% |
3.795 |
| Range |
0.195 |
0.270 |
0.075 |
38.5% |
0.317 |
| ATR |
0.164 |
0.172 |
0.008 |
4.6% |
0.000 |
| Volume |
7,320 |
5,788 |
-1,532 |
-20.9% |
23,959 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.707 |
4.611 |
4.125 |
|
| R3 |
4.437 |
4.341 |
4.050 |
|
| R2 |
4.167 |
4.167 |
4.026 |
|
| R1 |
4.071 |
4.071 |
4.001 |
4.119 |
| PP |
3.897 |
3.897 |
3.897 |
3.921 |
| S1 |
3.801 |
3.801 |
3.951 |
3.849 |
| S2 |
3.627 |
3.627 |
3.927 |
|
| S3 |
3.357 |
3.531 |
3.902 |
|
| S4 |
3.087 |
3.261 |
3.828 |
|
|
| 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 |
3.992 |
3.520 |
0.472 |
11.9% |
0.188 |
4.7% |
97% |
True |
False |
5,494 |
| 10 |
3.992 |
3.520 |
0.472 |
11.9% |
0.150 |
3.8% |
97% |
True |
False |
4,833 |
| 20 |
4.233 |
3.520 |
0.713 |
17.9% |
0.155 |
3.9% |
64% |
False |
False |
4,313 |
| 40 |
4.820 |
3.520 |
1.300 |
32.7% |
0.170 |
4.3% |
35% |
False |
False |
3,590 |
| 60 |
5.350 |
3.520 |
1.830 |
46.0% |
0.178 |
4.5% |
25% |
False |
False |
3,029 |
| 80 |
6.344 |
3.520 |
2.824 |
71.0% |
0.185 |
4.7% |
16% |
False |
False |
2,551 |
| 100 |
6.619 |
3.520 |
3.099 |
77.9% |
0.185 |
4.7% |
15% |
False |
False |
2,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.140 |
|
2.618 |
4.699 |
|
1.618 |
4.429 |
|
1.000 |
4.262 |
|
0.618 |
4.159 |
|
HIGH |
3.992 |
|
0.618 |
3.889 |
|
0.500 |
3.857 |
|
0.382 |
3.825 |
|
LOW |
3.722 |
|
0.618 |
3.555 |
|
1.000 |
3.452 |
|
1.618 |
3.285 |
|
2.618 |
3.015 |
|
4.250 |
2.575 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.936 |
3.903 |
| PP |
3.897 |
3.829 |
| S1 |
3.857 |
3.756 |
|