NYMEX Natural Gas Future July 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 |
3.860 |
3.740 |
-0.120 |
-3.1% |
3.572 |
| High |
3.860 |
4.022 |
0.162 |
4.2% |
3.721 |
| Low |
3.705 |
3.736 |
0.031 |
0.8% |
3.395 |
| Close |
3.753 |
4.012 |
0.259 |
6.9% |
3.679 |
| Range |
0.155 |
0.286 |
0.131 |
84.5% |
0.326 |
| ATR |
0.177 |
0.185 |
0.008 |
4.4% |
0.000 |
| Volume |
13,124 |
17,810 |
4,686 |
35.7% |
63,629 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.781 |
4.683 |
4.169 |
|
| R3 |
4.495 |
4.397 |
4.091 |
|
| R2 |
4.209 |
4.209 |
4.064 |
|
| R1 |
4.111 |
4.111 |
4.038 |
4.160 |
| PP |
3.923 |
3.923 |
3.923 |
3.948 |
| S1 |
3.825 |
3.825 |
3.986 |
3.874 |
| S2 |
3.637 |
3.637 |
3.960 |
|
| S3 |
3.351 |
3.539 |
3.933 |
|
| S4 |
3.065 |
3.253 |
3.855 |
|
|
| 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 |
4.022 |
3.395 |
0.627 |
15.6% |
0.215 |
5.4% |
98% |
True |
False |
15,608 |
| 10 |
4.022 |
3.395 |
0.627 |
15.6% |
0.189 |
4.7% |
98% |
True |
False |
12,730 |
| 20 |
4.070 |
3.395 |
0.675 |
16.8% |
0.170 |
4.2% |
91% |
False |
False |
12,448 |
| 40 |
4.721 |
3.395 |
1.326 |
33.1% |
0.184 |
4.6% |
47% |
False |
False |
9,466 |
| 60 |
5.269 |
3.395 |
1.874 |
46.7% |
0.185 |
4.6% |
33% |
False |
False |
8,109 |
| 80 |
5.925 |
3.395 |
2.530 |
63.1% |
0.189 |
4.7% |
24% |
False |
False |
6,718 |
| 100 |
6.521 |
3.395 |
3.126 |
77.9% |
0.194 |
4.8% |
20% |
False |
False |
5,644 |
| 120 |
7.121 |
3.395 |
3.726 |
92.9% |
0.199 |
4.9% |
17% |
False |
False |
4,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.238 |
|
2.618 |
4.771 |
|
1.618 |
4.485 |
|
1.000 |
4.308 |
|
0.618 |
4.199 |
|
HIGH |
4.022 |
|
0.618 |
3.913 |
|
0.500 |
3.879 |
|
0.382 |
3.845 |
|
LOW |
3.736 |
|
0.618 |
3.559 |
|
1.000 |
3.450 |
|
1.618 |
3.273 |
|
2.618 |
2.987 |
|
4.250 |
2.521 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.968 |
3.946 |
| PP |
3.923 |
3.879 |
| S1 |
3.879 |
3.813 |
|