NYMEX Natural Gas Future September 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 |
3.951 |
4.222 |
0.271 |
6.9% |
3.665 |
| High |
4.211 |
4.466 |
0.255 |
6.1% |
3.907 |
| Low |
3.951 |
4.167 |
0.216 |
5.5% |
3.596 |
| Close |
4.204 |
4.380 |
0.176 |
4.2% |
3.870 |
| Range |
0.260 |
0.299 |
0.039 |
15.0% |
0.311 |
| ATR |
0.169 |
0.179 |
0.009 |
5.5% |
0.000 |
| Volume |
6,661 |
6,163 |
-498 |
-7.5% |
13,837 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.235 |
5.106 |
4.544 |
|
| R3 |
4.936 |
4.807 |
4.462 |
|
| R2 |
4.637 |
4.637 |
4.435 |
|
| R1 |
4.508 |
4.508 |
4.407 |
4.573 |
| PP |
4.338 |
4.338 |
4.338 |
4.370 |
| S1 |
4.209 |
4.209 |
4.353 |
4.274 |
| S2 |
4.039 |
4.039 |
4.325 |
|
| S3 |
3.740 |
3.910 |
4.298 |
|
| S4 |
3.441 |
3.611 |
4.216 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.724 |
4.608 |
4.041 |
|
| R3 |
4.413 |
4.297 |
3.956 |
|
| R2 |
4.102 |
4.102 |
3.927 |
|
| R1 |
3.986 |
3.986 |
3.899 |
4.044 |
| PP |
3.791 |
3.791 |
3.791 |
3.820 |
| S1 |
3.675 |
3.675 |
3.841 |
3.733 |
| S2 |
3.480 |
3.480 |
3.813 |
|
| S3 |
3.169 |
3.364 |
3.784 |
|
| S4 |
2.858 |
3.053 |
3.699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.466 |
3.717 |
0.749 |
17.1% |
0.229 |
5.2% |
89% |
True |
False |
5,253 |
| 10 |
4.466 |
3.596 |
0.870 |
19.9% |
0.186 |
4.2% |
90% |
True |
False |
3,932 |
| 20 |
4.466 |
3.596 |
0.870 |
19.9% |
0.154 |
3.5% |
90% |
True |
False |
3,340 |
| 40 |
4.860 |
3.596 |
1.264 |
28.9% |
0.168 |
3.8% |
62% |
False |
False |
2,648 |
| 60 |
5.210 |
3.596 |
1.614 |
36.8% |
0.166 |
3.8% |
49% |
False |
False |
2,286 |
| 80 |
5.950 |
3.596 |
2.354 |
53.7% |
0.173 |
4.0% |
33% |
False |
False |
1,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.737 |
|
2.618 |
5.249 |
|
1.618 |
4.950 |
|
1.000 |
4.765 |
|
0.618 |
4.651 |
|
HIGH |
4.466 |
|
0.618 |
4.352 |
|
0.500 |
4.317 |
|
0.382 |
4.281 |
|
LOW |
4.167 |
|
0.618 |
3.982 |
|
1.000 |
3.868 |
|
1.618 |
3.683 |
|
2.618 |
3.384 |
|
4.250 |
2.896 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.359 |
4.316 |
| PP |
4.338 |
4.251 |
| S1 |
4.317 |
4.187 |
|