NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.522 |
3.655 |
0.133 |
3.8% |
3.572 |
| High |
3.721 |
3.870 |
0.149 |
4.0% |
3.721 |
| Low |
3.510 |
3.603 |
0.093 |
2.6% |
3.395 |
| Close |
3.679 |
3.860 |
0.181 |
4.9% |
3.679 |
| Range |
0.211 |
0.267 |
0.056 |
26.5% |
0.326 |
| ATR |
0.172 |
0.179 |
0.007 |
3.9% |
0.000 |
| Volume |
16,893 |
14,808 |
-2,085 |
-12.3% |
63,629 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.579 |
4.486 |
4.007 |
|
| R3 |
4.312 |
4.219 |
3.933 |
|
| R2 |
4.045 |
4.045 |
3.909 |
|
| R1 |
3.952 |
3.952 |
3.884 |
3.999 |
| PP |
3.778 |
3.778 |
3.778 |
3.801 |
| S1 |
3.685 |
3.685 |
3.836 |
3.732 |
| S2 |
3.511 |
3.511 |
3.811 |
|
| S3 |
3.244 |
3.418 |
3.787 |
|
| S4 |
2.977 |
3.151 |
3.713 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.576 |
4.454 |
3.858 |
|
| R3 |
4.250 |
4.128 |
3.769 |
|
| R2 |
3.924 |
3.924 |
3.739 |
|
| R1 |
3.802 |
3.802 |
3.709 |
3.863 |
| PP |
3.598 |
3.598 |
3.598 |
3.629 |
| S1 |
3.476 |
3.476 |
3.649 |
3.537 |
| S2 |
3.272 |
3.272 |
3.619 |
|
| S3 |
2.946 |
3.150 |
3.589 |
|
| S4 |
2.620 |
2.824 |
3.500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.870 |
3.395 |
0.475 |
12.3% |
0.194 |
5.0% |
98% |
True |
False |
14,169 |
| 10 |
3.870 |
3.395 |
0.475 |
12.3% |
0.163 |
4.2% |
98% |
True |
False |
10,962 |
| 20 |
4.107 |
3.395 |
0.712 |
18.4% |
0.164 |
4.3% |
65% |
False |
False |
11,570 |
| 40 |
4.721 |
3.395 |
1.326 |
34.4% |
0.179 |
4.6% |
35% |
False |
False |
9,115 |
| 60 |
5.280 |
3.395 |
1.885 |
48.8% |
0.185 |
4.8% |
25% |
False |
False |
7,726 |
| 80 |
6.295 |
3.395 |
2.900 |
75.1% |
0.192 |
5.0% |
16% |
False |
False |
6,382 |
| 100 |
6.521 |
3.395 |
3.126 |
81.0% |
0.193 |
5.0% |
15% |
False |
False |
5,375 |
| 120 |
7.670 |
3.395 |
4.275 |
110.8% |
0.200 |
5.2% |
11% |
False |
False |
4,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.005 |
|
2.618 |
4.569 |
|
1.618 |
4.302 |
|
1.000 |
4.137 |
|
0.618 |
4.035 |
|
HIGH |
3.870 |
|
0.618 |
3.768 |
|
0.500 |
3.737 |
|
0.382 |
3.705 |
|
LOW |
3.603 |
|
0.618 |
3.438 |
|
1.000 |
3.336 |
|
1.618 |
3.171 |
|
2.618 |
2.904 |
|
4.250 |
2.468 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.819 |
3.784 |
| PP |
3.778 |
3.708 |
| S1 |
3.737 |
3.633 |
|