NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.791 |
3.750 |
-0.041 |
-1.1% |
4.300 |
| High |
3.808 |
4.100 |
0.292 |
7.7% |
4.464 |
| Low |
3.672 |
3.692 |
0.020 |
0.5% |
3.733 |
| Close |
3.758 |
4.080 |
0.322 |
8.6% |
3.766 |
| Range |
0.136 |
0.408 |
0.272 |
200.0% |
0.731 |
| ATR |
0.212 |
0.226 |
0.014 |
6.6% |
0.000 |
| Volume |
11,679 |
13,381 |
1,702 |
14.6% |
44,660 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.181 |
5.039 |
4.304 |
|
| R3 |
4.773 |
4.631 |
4.192 |
|
| R2 |
4.365 |
4.365 |
4.155 |
|
| R1 |
4.223 |
4.223 |
4.117 |
4.294 |
| PP |
3.957 |
3.957 |
3.957 |
3.993 |
| S1 |
3.815 |
3.815 |
4.043 |
3.886 |
| S2 |
3.549 |
3.549 |
4.005 |
|
| S3 |
3.141 |
3.407 |
3.968 |
|
| S4 |
2.733 |
2.999 |
3.856 |
|
|
| 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 |
4.245 |
3.627 |
0.618 |
15.1% |
0.257 |
6.3% |
73% |
False |
False |
11,269 |
| 10 |
4.582 |
3.627 |
0.955 |
23.4% |
0.242 |
5.9% |
47% |
False |
False |
11,135 |
| 20 |
4.789 |
3.520 |
1.269 |
31.1% |
0.238 |
5.8% |
44% |
False |
False |
10,373 |
| 40 |
4.789 |
3.520 |
1.269 |
31.1% |
0.192 |
4.7% |
44% |
False |
False |
7,091 |
| 60 |
4.820 |
3.520 |
1.300 |
31.9% |
0.192 |
4.7% |
43% |
False |
False |
5,652 |
| 80 |
5.350 |
3.520 |
1.830 |
44.9% |
0.192 |
4.7% |
31% |
False |
False |
4,664 |
| 100 |
6.619 |
3.520 |
3.099 |
76.0% |
0.196 |
4.8% |
18% |
False |
False |
3,929 |
| 120 |
6.760 |
3.520 |
3.240 |
79.4% |
0.194 |
4.8% |
17% |
False |
False |
3,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.834 |
|
2.618 |
5.168 |
|
1.618 |
4.760 |
|
1.000 |
4.508 |
|
0.618 |
4.352 |
|
HIGH |
4.100 |
|
0.618 |
3.944 |
|
0.500 |
3.896 |
|
0.382 |
3.848 |
|
LOW |
3.692 |
|
0.618 |
3.440 |
|
1.000 |
3.284 |
|
1.618 |
3.032 |
|
2.618 |
2.624 |
|
4.250 |
1.958 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.019 |
4.008 |
| PP |
3.957 |
3.936 |
| S1 |
3.896 |
3.864 |
|