NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.950 |
3.865 |
-0.085 |
-2.2% |
3.650 |
| High |
3.972 |
4.140 |
0.168 |
4.2% |
3.837 |
| Low |
3.827 |
3.865 |
0.038 |
1.0% |
3.520 |
| Close |
3.876 |
4.131 |
0.255 |
6.6% |
3.795 |
| Range |
0.145 |
0.275 |
0.130 |
89.7% |
0.317 |
| ATR |
0.170 |
0.177 |
0.008 |
4.4% |
0.000 |
| Volume |
8,006 |
8,410 |
404 |
5.0% |
23,959 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.870 |
4.776 |
4.282 |
|
| R3 |
4.595 |
4.501 |
4.207 |
|
| R2 |
4.320 |
4.320 |
4.181 |
|
| R1 |
4.226 |
4.226 |
4.156 |
4.273 |
| PP |
4.045 |
4.045 |
4.045 |
4.069 |
| S1 |
3.951 |
3.951 |
4.106 |
3.998 |
| S2 |
3.770 |
3.770 |
4.081 |
|
| S3 |
3.495 |
3.676 |
4.055 |
|
| S4 |
3.220 |
3.401 |
3.980 |
|
|
| 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 |
4.140 |
3.520 |
0.620 |
15.0% |
0.208 |
5.0% |
99% |
True |
False |
7,441 |
| 10 |
4.140 |
3.520 |
0.620 |
15.0% |
0.177 |
4.3% |
99% |
True |
False |
5,728 |
| 20 |
4.233 |
3.520 |
0.713 |
17.3% |
0.161 |
3.9% |
86% |
False |
False |
4,821 |
| 40 |
4.820 |
3.520 |
1.300 |
31.5% |
0.174 |
4.2% |
47% |
False |
False |
3,898 |
| 60 |
5.316 |
3.520 |
1.796 |
43.5% |
0.177 |
4.3% |
34% |
False |
False |
3,225 |
| 80 |
6.030 |
3.520 |
2.510 |
60.8% |
0.183 |
4.4% |
24% |
False |
False |
2,733 |
| 100 |
6.619 |
3.520 |
3.099 |
75.0% |
0.186 |
4.5% |
20% |
False |
False |
2,349 |
| 120 |
7.230 |
3.520 |
3.710 |
89.8% |
0.187 |
4.5% |
16% |
False |
False |
2,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.309 |
|
2.618 |
4.860 |
|
1.618 |
4.585 |
|
1.000 |
4.415 |
|
0.618 |
4.310 |
|
HIGH |
4.140 |
|
0.618 |
4.035 |
|
0.500 |
4.003 |
|
0.382 |
3.970 |
|
LOW |
3.865 |
|
0.618 |
3.695 |
|
1.000 |
3.590 |
|
1.618 |
3.420 |
|
2.618 |
3.145 |
|
4.250 |
2.696 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.088 |
4.064 |
| PP |
4.045 |
3.998 |
| S1 |
4.003 |
3.931 |
|