NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.682 |
3.630 |
-0.052 |
-1.4% |
4.170 |
| High |
3.687 |
3.979 |
0.292 |
7.9% |
4.358 |
| Low |
3.550 |
3.572 |
0.022 |
0.6% |
3.601 |
| Close |
3.638 |
3.957 |
0.319 |
8.8% |
3.636 |
| Range |
0.137 |
0.407 |
0.270 |
197.1% |
0.757 |
| ATR |
0.225 |
0.238 |
0.013 |
5.8% |
0.000 |
| Volume |
74,825 |
78,898 |
4,073 |
5.4% |
213,631 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.057 |
4.914 |
4.181 |
|
| R3 |
4.650 |
4.507 |
4.069 |
|
| R2 |
4.243 |
4.243 |
4.032 |
|
| R1 |
4.100 |
4.100 |
3.994 |
4.172 |
| PP |
3.836 |
3.836 |
3.836 |
3.872 |
| S1 |
3.693 |
3.693 |
3.920 |
3.765 |
| S2 |
3.429 |
3.429 |
3.882 |
|
| S3 |
3.022 |
3.286 |
3.845 |
|
| S4 |
2.615 |
2.879 |
3.733 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.136 |
5.643 |
4.052 |
|
| R3 |
5.379 |
4.886 |
3.844 |
|
| R2 |
4.622 |
4.622 |
3.775 |
|
| R1 |
4.129 |
4.129 |
3.705 |
3.997 |
| PP |
3.865 |
3.865 |
3.865 |
3.799 |
| S1 |
3.372 |
3.372 |
3.567 |
3.240 |
| S2 |
3.108 |
3.108 |
3.497 |
|
| S3 |
2.351 |
2.615 |
3.428 |
|
| S4 |
1.594 |
1.858 |
3.220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.129 |
3.500 |
0.629 |
15.9% |
0.266 |
6.7% |
73% |
False |
False |
60,417 |
| 10 |
4.472 |
3.500 |
0.972 |
24.6% |
0.256 |
6.5% |
47% |
False |
False |
50,098 |
| 20 |
4.690 |
3.395 |
1.295 |
32.7% |
0.251 |
6.3% |
43% |
False |
False |
36,027 |
| 40 |
4.690 |
3.395 |
1.295 |
32.7% |
0.205 |
5.2% |
43% |
False |
False |
23,229 |
| 60 |
4.721 |
3.395 |
1.326 |
33.5% |
0.203 |
5.1% |
42% |
False |
False |
17,600 |
| 80 |
5.280 |
3.395 |
1.885 |
47.6% |
0.202 |
5.1% |
30% |
False |
False |
14,361 |
| 100 |
6.521 |
3.395 |
3.126 |
79.0% |
0.205 |
5.2% |
18% |
False |
False |
11,877 |
| 120 |
6.640 |
3.395 |
3.245 |
82.0% |
0.203 |
5.1% |
17% |
False |
False |
10,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.709 |
|
2.618 |
5.045 |
|
1.618 |
4.638 |
|
1.000 |
4.386 |
|
0.618 |
4.231 |
|
HIGH |
3.979 |
|
0.618 |
3.824 |
|
0.500 |
3.776 |
|
0.382 |
3.727 |
|
LOW |
3.572 |
|
0.618 |
3.320 |
|
1.000 |
3.165 |
|
1.618 |
2.913 |
|
2.618 |
2.506 |
|
4.250 |
1.842 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.897 |
3.885 |
| PP |
3.836 |
3.812 |
| S1 |
3.776 |
3.740 |
|