NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.347 |
3.393 |
0.046 |
1.4% |
3.390 |
| High |
3.415 |
3.591 |
0.176 |
5.2% |
3.591 |
| Low |
3.251 |
3.361 |
0.110 |
3.4% |
3.251 |
| Close |
3.373 |
3.546 |
0.173 |
5.1% |
3.546 |
| Range |
0.164 |
0.230 |
0.066 |
40.2% |
0.340 |
| ATR |
0.180 |
0.184 |
0.004 |
2.0% |
0.000 |
| Volume |
57,742 |
61,289 |
3,547 |
6.1% |
248,424 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.189 |
4.098 |
3.673 |
|
| R3 |
3.959 |
3.868 |
3.609 |
|
| R2 |
3.729 |
3.729 |
3.588 |
|
| R1 |
3.638 |
3.638 |
3.567 |
3.684 |
| PP |
3.499 |
3.499 |
3.499 |
3.522 |
| S1 |
3.408 |
3.408 |
3.525 |
3.454 |
| S2 |
3.269 |
3.269 |
3.504 |
|
| S3 |
3.039 |
3.178 |
3.483 |
|
| S4 |
2.809 |
2.948 |
3.420 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.483 |
4.354 |
3.733 |
|
| R3 |
4.143 |
4.014 |
3.640 |
|
| R2 |
3.803 |
3.803 |
3.608 |
|
| R1 |
3.674 |
3.674 |
3.577 |
3.739 |
| PP |
3.463 |
3.463 |
3.463 |
3.495 |
| S1 |
3.334 |
3.334 |
3.515 |
3.399 |
| S2 |
3.123 |
3.123 |
3.484 |
|
| S3 |
2.783 |
2.994 |
3.453 |
|
| S4 |
2.443 |
2.654 |
3.359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.591 |
3.251 |
0.340 |
9.6% |
0.175 |
4.9% |
87% |
True |
False |
49,684 |
| 10 |
3.892 |
3.251 |
0.641 |
18.1% |
0.163 |
4.6% |
46% |
False |
False |
39,612 |
| 20 |
3.987 |
3.251 |
0.736 |
20.8% |
0.169 |
4.8% |
40% |
False |
False |
31,137 |
| 40 |
4.609 |
3.251 |
1.358 |
38.3% |
0.195 |
5.5% |
22% |
False |
False |
20,934 |
| 60 |
5.140 |
3.251 |
1.889 |
53.3% |
0.203 |
5.7% |
16% |
False |
False |
15,837 |
| 80 |
6.278 |
3.251 |
3.027 |
85.4% |
0.208 |
5.9% |
10% |
False |
False |
12,600 |
| 100 |
6.413 |
3.251 |
3.162 |
89.2% |
0.208 |
5.9% |
9% |
False |
False |
10,375 |
| 120 |
7.532 |
3.251 |
4.281 |
120.7% |
0.213 |
6.0% |
7% |
False |
False |
8,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.569 |
|
2.618 |
4.193 |
|
1.618 |
3.963 |
|
1.000 |
3.821 |
|
0.618 |
3.733 |
|
HIGH |
3.591 |
|
0.618 |
3.503 |
|
0.500 |
3.476 |
|
0.382 |
3.449 |
|
LOW |
3.361 |
|
0.618 |
3.219 |
|
1.000 |
3.131 |
|
1.618 |
2.989 |
|
2.618 |
2.759 |
|
4.250 |
2.384 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.523 |
3.504 |
| PP |
3.499 |
3.463 |
| S1 |
3.476 |
3.421 |
|