NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.360 |
4.480 |
0.120 |
2.8% |
3.814 |
| High |
4.566 |
4.575 |
0.009 |
0.2% |
4.566 |
| Low |
4.333 |
4.420 |
0.087 |
2.0% |
3.722 |
| Close |
4.521 |
4.517 |
-0.004 |
-0.1% |
4.521 |
| Range |
0.233 |
0.155 |
-0.078 |
-33.5% |
0.844 |
| ATR |
0.191 |
0.189 |
-0.003 |
-1.4% |
0.000 |
| Volume |
14,545 |
10,580 |
-3,965 |
-27.3% |
47,556 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.969 |
4.898 |
4.602 |
|
| R3 |
4.814 |
4.743 |
4.560 |
|
| R2 |
4.659 |
4.659 |
4.545 |
|
| R1 |
4.588 |
4.588 |
4.531 |
4.624 |
| PP |
4.504 |
4.504 |
4.504 |
4.522 |
| S1 |
4.433 |
4.433 |
4.503 |
4.469 |
| S2 |
4.349 |
4.349 |
4.489 |
|
| S3 |
4.194 |
4.278 |
4.474 |
|
| S4 |
4.039 |
4.123 |
4.432 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.802 |
6.505 |
4.985 |
|
| R3 |
5.958 |
5.661 |
4.753 |
|
| R2 |
5.114 |
5.114 |
4.676 |
|
| R1 |
4.817 |
4.817 |
4.598 |
4.966 |
| PP |
4.270 |
4.270 |
4.270 |
4.344 |
| S1 |
3.973 |
3.973 |
4.444 |
4.122 |
| S2 |
3.426 |
3.426 |
4.366 |
|
| S3 |
2.582 |
3.129 |
4.289 |
|
| S4 |
1.738 |
2.285 |
4.057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.575 |
3.827 |
0.748 |
16.6% |
0.222 |
4.9% |
92% |
True |
False |
10,469 |
| 10 |
4.575 |
3.520 |
1.055 |
23.4% |
0.205 |
4.5% |
95% |
True |
False |
7,981 |
| 20 |
4.575 |
3.520 |
1.055 |
23.4% |
0.170 |
3.8% |
95% |
True |
False |
5,965 |
| 40 |
4.820 |
3.520 |
1.300 |
28.8% |
0.179 |
4.0% |
77% |
False |
False |
4,465 |
| 60 |
4.992 |
3.520 |
1.472 |
32.6% |
0.177 |
3.9% |
68% |
False |
False |
3,756 |
| 80 |
5.470 |
3.520 |
1.950 |
43.2% |
0.184 |
4.1% |
51% |
False |
False |
3,149 |
| 100 |
6.619 |
3.520 |
3.099 |
68.6% |
0.189 |
4.2% |
32% |
False |
False |
2,677 |
| 120 |
7.211 |
3.520 |
3.691 |
81.7% |
0.186 |
4.1% |
27% |
False |
False |
2,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.234 |
|
2.618 |
4.981 |
|
1.618 |
4.826 |
|
1.000 |
4.730 |
|
0.618 |
4.671 |
|
HIGH |
4.575 |
|
0.618 |
4.516 |
|
0.500 |
4.498 |
|
0.382 |
4.479 |
|
LOW |
4.420 |
|
0.618 |
4.324 |
|
1.000 |
4.265 |
|
1.618 |
4.169 |
|
2.618 |
4.014 |
|
4.250 |
3.761 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.511 |
4.456 |
| PP |
4.504 |
4.395 |
| S1 |
4.498 |
4.334 |
|