NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.876 |
3.759 |
-0.117 |
-3.0% |
4.300 |
| High |
3.876 |
3.820 |
-0.056 |
-1.4% |
4.464 |
| Low |
3.733 |
3.627 |
-0.106 |
-2.8% |
3.733 |
| Close |
3.766 |
3.767 |
0.001 |
0.0% |
3.766 |
| Range |
0.143 |
0.193 |
0.050 |
35.0% |
0.731 |
| ATR |
0.220 |
0.218 |
-0.002 |
-0.9% |
0.000 |
| Volume |
12,207 |
11,983 |
-224 |
-1.8% |
44,660 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.317 |
4.235 |
3.873 |
|
| R3 |
4.124 |
4.042 |
3.820 |
|
| R2 |
3.931 |
3.931 |
3.802 |
|
| R1 |
3.849 |
3.849 |
3.785 |
3.890 |
| PP |
3.738 |
3.738 |
3.738 |
3.759 |
| S1 |
3.656 |
3.656 |
3.749 |
3.697 |
| S2 |
3.545 |
3.545 |
3.732 |
|
| S3 |
3.352 |
3.463 |
3.714 |
|
| S4 |
3.159 |
3.270 |
3.661 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.181 |
5.704 |
4.168 |
|
| R3 |
5.450 |
4.973 |
3.967 |
|
| R2 |
4.719 |
4.719 |
3.900 |
|
| R1 |
4.242 |
4.242 |
3.833 |
4.115 |
| PP |
3.988 |
3.988 |
3.988 |
3.924 |
| S1 |
3.511 |
3.511 |
3.699 |
3.384 |
| S2 |
3.257 |
3.257 |
3.632 |
|
| S3 |
2.526 |
2.780 |
3.565 |
|
| S4 |
1.795 |
2.049 |
3.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.435 |
3.627 |
0.808 |
21.4% |
0.250 |
6.6% |
17% |
False |
True |
10,041 |
| 10 |
4.789 |
3.627 |
1.162 |
30.8% |
0.249 |
6.6% |
12% |
False |
True |
10,927 |
| 20 |
4.789 |
3.520 |
1.269 |
33.7% |
0.227 |
6.0% |
19% |
False |
False |
9,454 |
| 40 |
4.789 |
3.520 |
1.269 |
33.7% |
0.185 |
4.9% |
19% |
False |
False |
6,580 |
| 60 |
4.820 |
3.520 |
1.300 |
34.5% |
0.189 |
5.0% |
19% |
False |
False |
5,326 |
| 80 |
5.350 |
3.520 |
1.830 |
48.6% |
0.192 |
5.1% |
13% |
False |
False |
4,386 |
| 100 |
6.619 |
3.520 |
3.099 |
82.3% |
0.197 |
5.2% |
8% |
False |
False |
3,687 |
| 120 |
6.987 |
3.520 |
3.467 |
92.0% |
0.192 |
5.1% |
7% |
False |
False |
3,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.640 |
|
2.618 |
4.325 |
|
1.618 |
4.132 |
|
1.000 |
4.013 |
|
0.618 |
3.939 |
|
HIGH |
3.820 |
|
0.618 |
3.746 |
|
0.500 |
3.724 |
|
0.382 |
3.701 |
|
LOW |
3.627 |
|
0.618 |
3.508 |
|
1.000 |
3.434 |
|
1.618 |
3.315 |
|
2.618 |
3.122 |
|
4.250 |
2.807 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.753 |
3.936 |
| PP |
3.738 |
3.880 |
| S1 |
3.724 |
3.823 |
|