NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.655 |
3.860 |
0.205 |
5.6% |
3.572 |
| High |
3.870 |
3.860 |
-0.010 |
-0.3% |
3.721 |
| Low |
3.603 |
3.705 |
0.102 |
2.8% |
3.395 |
| Close |
3.860 |
3.753 |
-0.107 |
-2.8% |
3.679 |
| Range |
0.267 |
0.155 |
-0.112 |
-41.9% |
0.326 |
| ATR |
0.179 |
0.177 |
-0.002 |
-1.0% |
0.000 |
| Volume |
14,808 |
13,124 |
-1,684 |
-11.4% |
63,629 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.150 |
3.838 |
|
| R3 |
4.083 |
3.995 |
3.796 |
|
| R2 |
3.928 |
3.928 |
3.781 |
|
| R1 |
3.840 |
3.840 |
3.767 |
3.807 |
| PP |
3.773 |
3.773 |
3.773 |
3.756 |
| S1 |
3.685 |
3.685 |
3.739 |
3.652 |
| S2 |
3.618 |
3.618 |
3.725 |
|
| S3 |
3.463 |
3.530 |
3.710 |
|
| S4 |
3.308 |
3.375 |
3.668 |
|
|
| 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 |
12.7% |
0.194 |
5.2% |
75% |
False |
False |
14,864 |
| 10 |
3.870 |
3.395 |
0.475 |
12.7% |
0.167 |
4.5% |
75% |
False |
False |
11,763 |
| 20 |
4.070 |
3.395 |
0.675 |
18.0% |
0.163 |
4.4% |
53% |
False |
False |
11,901 |
| 40 |
4.721 |
3.395 |
1.326 |
35.3% |
0.180 |
4.8% |
27% |
False |
False |
9,207 |
| 60 |
5.280 |
3.395 |
1.885 |
50.2% |
0.184 |
4.9% |
19% |
False |
False |
7,877 |
| 80 |
5.977 |
3.395 |
2.582 |
68.8% |
0.188 |
5.0% |
14% |
False |
False |
6,525 |
| 100 |
6.521 |
3.395 |
3.126 |
83.3% |
0.193 |
5.1% |
11% |
False |
False |
5,499 |
| 120 |
7.440 |
3.395 |
4.045 |
107.8% |
0.199 |
5.3% |
9% |
False |
False |
4,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.519 |
|
2.618 |
4.266 |
|
1.618 |
4.111 |
|
1.000 |
4.015 |
|
0.618 |
3.956 |
|
HIGH |
3.860 |
|
0.618 |
3.801 |
|
0.500 |
3.783 |
|
0.382 |
3.764 |
|
LOW |
3.705 |
|
0.618 |
3.609 |
|
1.000 |
3.550 |
|
1.618 |
3.454 |
|
2.618 |
3.299 |
|
4.250 |
3.046 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.783 |
3.732 |
| PP |
3.773 |
3.711 |
| S1 |
3.763 |
3.690 |
|