NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
3.865 |
4.152 |
0.287 |
7.4% |
3.650 |
High |
4.140 |
4.395 |
0.255 |
6.2% |
3.837 |
Low |
3.865 |
4.092 |
0.227 |
5.9% |
3.520 |
Close |
4.131 |
4.310 |
0.179 |
4.3% |
3.795 |
Range |
0.275 |
0.303 |
0.028 |
10.2% |
0.317 |
ATR |
0.177 |
0.186 |
0.009 |
5.1% |
0.000 |
Volume |
8,410 |
10,807 |
2,397 |
28.5% |
23,959 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.175 |
5.045 |
4.477 |
|
R3 |
4.872 |
4.742 |
4.393 |
|
R2 |
4.569 |
4.569 |
4.366 |
|
R1 |
4.439 |
4.439 |
4.338 |
4.504 |
PP |
4.266 |
4.266 |
4.266 |
4.298 |
S1 |
4.136 |
4.136 |
4.282 |
4.201 |
S2 |
3.963 |
3.963 |
4.254 |
|
S3 |
3.660 |
3.833 |
4.227 |
|
S4 |
3.357 |
3.530 |
4.143 |
|
|
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 |
4.395 |
3.642 |
0.753 |
17.5% |
0.238 |
5.5% |
89% |
True |
False |
8,066 |
10 |
4.395 |
3.520 |
0.875 |
20.3% |
0.195 |
4.5% |
90% |
True |
False |
6,338 |
20 |
4.395 |
3.520 |
0.875 |
20.3% |
0.171 |
4.0% |
90% |
True |
False |
5,065 |
40 |
4.820 |
3.520 |
1.300 |
30.2% |
0.179 |
4.1% |
61% |
False |
False |
4,006 |
60 |
5.201 |
3.520 |
1.681 |
39.0% |
0.177 |
4.1% |
47% |
False |
False |
3,383 |
80 |
5.895 |
3.520 |
2.375 |
55.1% |
0.184 |
4.3% |
33% |
False |
False |
2,855 |
100 |
6.619 |
3.520 |
3.099 |
71.9% |
0.187 |
4.3% |
25% |
False |
False |
2,450 |
120 |
7.211 |
3.520 |
3.691 |
85.6% |
0.187 |
4.3% |
21% |
False |
False |
2,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.683 |
2.618 |
5.188 |
1.618 |
4.885 |
1.000 |
4.698 |
0.618 |
4.582 |
HIGH |
4.395 |
0.618 |
4.279 |
0.500 |
4.244 |
0.382 |
4.208 |
LOW |
4.092 |
0.618 |
3.905 |
1.000 |
3.789 |
1.618 |
3.602 |
2.618 |
3.299 |
4.250 |
2.804 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.288 |
4.244 |
PP |
4.266 |
4.177 |
S1 |
4.244 |
4.111 |
|