NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.724 |
3.619 |
-0.105 |
-2.8% |
3.390 |
| High |
3.725 |
3.900 |
0.175 |
4.7% |
3.591 |
| Low |
3.570 |
3.596 |
0.026 |
0.7% |
3.251 |
| Close |
3.615 |
3.887 |
0.272 |
7.5% |
3.546 |
| Range |
0.155 |
0.304 |
0.149 |
96.1% |
0.340 |
| ATR |
0.188 |
0.196 |
0.008 |
4.4% |
0.000 |
| Volume |
73,691 |
56,434 |
-17,257 |
-23.4% |
248,424 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.706 |
4.601 |
4.054 |
|
| R3 |
4.402 |
4.297 |
3.971 |
|
| R2 |
4.098 |
4.098 |
3.943 |
|
| R1 |
3.993 |
3.993 |
3.915 |
4.046 |
| PP |
3.794 |
3.794 |
3.794 |
3.821 |
| S1 |
3.689 |
3.689 |
3.859 |
3.742 |
| S2 |
3.490 |
3.490 |
3.831 |
|
| S3 |
3.186 |
3.385 |
3.803 |
|
| S4 |
2.882 |
3.081 |
3.720 |
|
|
| 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 |
3.900 |
3.251 |
0.649 |
16.7% |
0.225 |
5.8% |
98% |
True |
False |
63,674 |
| 10 |
3.900 |
3.251 |
0.649 |
16.7% |
0.194 |
5.0% |
98% |
True |
False |
51,229 |
| 20 |
3.958 |
3.251 |
0.707 |
18.2% |
0.179 |
4.6% |
90% |
False |
False |
39,333 |
| 40 |
4.609 |
3.251 |
1.358 |
34.9% |
0.200 |
5.1% |
47% |
False |
False |
24,943 |
| 60 |
5.132 |
3.251 |
1.881 |
48.4% |
0.204 |
5.2% |
34% |
False |
False |
18,954 |
| 80 |
5.824 |
3.251 |
2.573 |
66.2% |
0.207 |
5.3% |
25% |
False |
False |
15,020 |
| 100 |
6.413 |
3.251 |
3.162 |
81.3% |
0.210 |
5.4% |
20% |
False |
False |
12,315 |
| 120 |
7.028 |
3.251 |
3.777 |
97.2% |
0.213 |
5.5% |
17% |
False |
False |
10,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.192 |
|
2.618 |
4.696 |
|
1.618 |
4.392 |
|
1.000 |
4.204 |
|
0.618 |
4.088 |
|
HIGH |
3.900 |
|
0.618 |
3.784 |
|
0.500 |
3.748 |
|
0.382 |
3.712 |
|
LOW |
3.596 |
|
0.618 |
3.408 |
|
1.000 |
3.292 |
|
1.618 |
3.104 |
|
2.618 |
2.800 |
|
4.250 |
2.304 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.841 |
3.820 |
| PP |
3.794 |
3.752 |
| S1 |
3.748 |
3.685 |
|