NYMEX Natural Gas Future June 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 |
3.619 |
3.866 |
0.247 |
6.8% |
3.390 |
| High |
3.900 |
4.186 |
0.286 |
7.3% |
3.591 |
| Low |
3.596 |
3.820 |
0.224 |
6.2% |
3.251 |
| Close |
3.887 |
4.081 |
0.194 |
5.0% |
3.546 |
| Range |
0.304 |
0.366 |
0.062 |
20.4% |
0.340 |
| ATR |
0.196 |
0.208 |
0.012 |
6.2% |
0.000 |
| Volume |
56,434 |
99,446 |
43,012 |
76.2% |
248,424 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.127 |
4.970 |
4.282 |
|
| R3 |
4.761 |
4.604 |
4.182 |
|
| R2 |
4.395 |
4.395 |
4.148 |
|
| R1 |
4.238 |
4.238 |
4.115 |
4.317 |
| PP |
4.029 |
4.029 |
4.029 |
4.068 |
| S1 |
3.872 |
3.872 |
4.047 |
3.951 |
| S2 |
3.663 |
3.663 |
4.014 |
|
| S3 |
3.297 |
3.506 |
3.980 |
|
| S4 |
2.931 |
3.140 |
3.880 |
|
|
| 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 |
4.186 |
3.361 |
0.825 |
20.2% |
0.265 |
6.5% |
87% |
True |
False |
72,015 |
| 10 |
4.186 |
3.251 |
0.935 |
22.9% |
0.215 |
5.3% |
89% |
True |
False |
58,773 |
| 20 |
4.186 |
3.251 |
0.935 |
22.9% |
0.191 |
4.7% |
89% |
True |
False |
43,294 |
| 40 |
4.609 |
3.251 |
1.358 |
33.3% |
0.206 |
5.1% |
61% |
False |
False |
27,118 |
| 60 |
4.998 |
3.251 |
1.747 |
42.8% |
0.205 |
5.0% |
48% |
False |
False |
20,552 |
| 80 |
5.665 |
3.251 |
2.414 |
59.2% |
0.209 |
5.1% |
34% |
False |
False |
16,226 |
| 100 |
6.413 |
3.251 |
3.162 |
77.5% |
0.212 |
5.2% |
26% |
False |
False |
13,292 |
| 120 |
6.995 |
3.251 |
3.744 |
91.7% |
0.213 |
5.2% |
22% |
False |
False |
11,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.742 |
|
2.618 |
5.144 |
|
1.618 |
4.778 |
|
1.000 |
4.552 |
|
0.618 |
4.412 |
|
HIGH |
4.186 |
|
0.618 |
4.046 |
|
0.500 |
4.003 |
|
0.382 |
3.960 |
|
LOW |
3.820 |
|
0.618 |
3.594 |
|
1.000 |
3.454 |
|
1.618 |
3.228 |
|
2.618 |
2.862 |
|
4.250 |
2.265 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.055 |
4.013 |
| PP |
4.029 |
3.946 |
| S1 |
4.003 |
3.878 |
|