NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
3.866 |
4.172 |
0.306 |
7.9% |
3.544 |
High |
4.186 |
4.360 |
0.174 |
4.2% |
4.360 |
Low |
3.820 |
4.096 |
0.276 |
7.2% |
3.469 |
Close |
4.081 |
4.311 |
0.230 |
5.6% |
4.311 |
Range |
0.366 |
0.264 |
-0.102 |
-27.9% |
0.891 |
ATR |
0.208 |
0.213 |
0.005 |
2.4% |
0.000 |
Volume |
99,446 |
129,241 |
29,795 |
30.0% |
428,027 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.048 |
4.943 |
4.456 |
|
R3 |
4.784 |
4.679 |
4.384 |
|
R2 |
4.520 |
4.520 |
4.359 |
|
R1 |
4.415 |
4.415 |
4.335 |
4.468 |
PP |
4.256 |
4.256 |
4.256 |
4.282 |
S1 |
4.151 |
4.151 |
4.287 |
4.204 |
S2 |
3.992 |
3.992 |
4.263 |
|
S3 |
3.728 |
3.887 |
4.238 |
|
S4 |
3.464 |
3.623 |
4.166 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.720 |
6.406 |
4.801 |
|
R3 |
5.829 |
5.515 |
4.556 |
|
R2 |
4.938 |
4.938 |
4.474 |
|
R1 |
4.624 |
4.624 |
4.393 |
4.781 |
PP |
4.047 |
4.047 |
4.047 |
4.125 |
S1 |
3.733 |
3.733 |
4.229 |
3.890 |
S2 |
3.156 |
3.156 |
4.148 |
|
S3 |
2.265 |
2.842 |
4.066 |
|
S4 |
1.374 |
1.951 |
3.821 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.360 |
3.469 |
0.891 |
20.7% |
0.272 |
6.3% |
95% |
True |
False |
85,605 |
10 |
4.360 |
3.251 |
1.109 |
25.7% |
0.224 |
5.2% |
96% |
True |
False |
67,645 |
20 |
4.360 |
3.251 |
1.109 |
25.7% |
0.191 |
4.4% |
96% |
True |
False |
48,898 |
40 |
4.609 |
3.251 |
1.358 |
31.5% |
0.206 |
4.8% |
78% |
False |
False |
30,047 |
60 |
4.897 |
3.251 |
1.646 |
38.2% |
0.205 |
4.8% |
64% |
False |
False |
22,604 |
80 |
5.416 |
3.251 |
2.165 |
50.2% |
0.209 |
4.8% |
49% |
False |
False |
17,819 |
100 |
6.413 |
3.251 |
3.162 |
73.3% |
0.213 |
4.9% |
34% |
False |
False |
14,568 |
120 |
6.995 |
3.251 |
3.744 |
86.8% |
0.213 |
4.9% |
28% |
False |
False |
12,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.482 |
2.618 |
5.051 |
1.618 |
4.787 |
1.000 |
4.624 |
0.618 |
4.523 |
HIGH |
4.360 |
0.618 |
4.259 |
0.500 |
4.228 |
0.382 |
4.197 |
LOW |
4.096 |
0.618 |
3.933 |
1.000 |
3.832 |
1.618 |
3.669 |
2.618 |
3.405 |
4.250 |
2.974 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.283 |
4.200 |
PP |
4.256 |
4.089 |
S1 |
4.228 |
3.978 |
|