NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.814 |
3.950 |
0.136 |
3.6% |
3.650 |
| High |
3.992 |
3.972 |
-0.020 |
-0.5% |
3.837 |
| Low |
3.722 |
3.827 |
0.105 |
2.8% |
3.520 |
| Close |
3.976 |
3.876 |
-0.100 |
-2.5% |
3.795 |
| Range |
0.270 |
0.145 |
-0.125 |
-46.3% |
0.317 |
| ATR |
0.172 |
0.170 |
-0.002 |
-0.9% |
0.000 |
| Volume |
5,788 |
8,006 |
2,218 |
38.3% |
23,959 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.327 |
4.246 |
3.956 |
|
| R3 |
4.182 |
4.101 |
3.916 |
|
| R2 |
4.037 |
4.037 |
3.903 |
|
| R1 |
3.956 |
3.956 |
3.889 |
3.924 |
| PP |
3.892 |
3.892 |
3.892 |
3.876 |
| S1 |
3.811 |
3.811 |
3.863 |
3.779 |
| S2 |
3.747 |
3.747 |
3.849 |
|
| S3 |
3.602 |
3.666 |
3.836 |
|
| S4 |
3.457 |
3.521 |
3.796 |
|
|
| 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 |
12.2% |
0.187 |
4.8% |
75% |
False |
False |
6,545 |
| 10 |
3.992 |
3.520 |
0.472 |
12.2% |
0.154 |
4.0% |
75% |
False |
False |
5,301 |
| 20 |
4.233 |
3.520 |
0.713 |
18.4% |
0.155 |
4.0% |
50% |
False |
False |
4,542 |
| 40 |
4.820 |
3.520 |
1.300 |
33.5% |
0.170 |
4.4% |
27% |
False |
False |
3,731 |
| 60 |
5.350 |
3.520 |
1.830 |
47.2% |
0.176 |
4.5% |
19% |
False |
False |
3,119 |
| 80 |
6.077 |
3.520 |
2.557 |
66.0% |
0.183 |
4.7% |
14% |
False |
False |
2,642 |
| 100 |
6.619 |
3.520 |
3.099 |
80.0% |
0.185 |
4.8% |
11% |
False |
False |
2,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.588 |
|
2.618 |
4.352 |
|
1.618 |
4.207 |
|
1.000 |
4.117 |
|
0.618 |
4.062 |
|
HIGH |
3.972 |
|
0.618 |
3.917 |
|
0.500 |
3.900 |
|
0.382 |
3.882 |
|
LOW |
3.827 |
|
0.618 |
3.737 |
|
1.000 |
3.682 |
|
1.618 |
3.592 |
|
2.618 |
3.447 |
|
4.250 |
3.211 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.900 |
3.856 |
| PP |
3.892 |
3.837 |
| S1 |
3.884 |
3.817 |
|