NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.630 |
3.980 |
0.350 |
9.6% |
3.609 |
| High |
3.979 |
4.104 |
0.125 |
3.1% |
4.104 |
| Low |
3.572 |
3.798 |
0.226 |
6.3% |
3.500 |
| Close |
3.957 |
3.835 |
-0.122 |
-3.1% |
3.835 |
| Range |
0.407 |
0.306 |
-0.101 |
-24.8% |
0.604 |
| ATR |
0.238 |
0.243 |
0.005 |
2.1% |
0.000 |
| Volume |
78,898 |
127,007 |
48,109 |
61.0% |
326,814 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.830 |
4.639 |
4.003 |
|
| R3 |
4.524 |
4.333 |
3.919 |
|
| R2 |
4.218 |
4.218 |
3.891 |
|
| R1 |
4.027 |
4.027 |
3.863 |
3.970 |
| PP |
3.912 |
3.912 |
3.912 |
3.884 |
| S1 |
3.721 |
3.721 |
3.807 |
3.664 |
| S2 |
3.606 |
3.606 |
3.779 |
|
| S3 |
3.300 |
3.415 |
3.751 |
|
| S4 |
2.994 |
3.109 |
3.667 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.625 |
5.334 |
4.167 |
|
| R3 |
5.021 |
4.730 |
4.001 |
|
| R2 |
4.417 |
4.417 |
3.946 |
|
| R1 |
4.126 |
4.126 |
3.890 |
4.272 |
| PP |
3.813 |
3.813 |
3.813 |
3.886 |
| S1 |
3.522 |
3.522 |
3.780 |
3.668 |
| S2 |
3.209 |
3.209 |
3.724 |
|
| S3 |
2.605 |
2.918 |
3.669 |
|
| S4 |
2.001 |
2.314 |
3.503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.104 |
3.500 |
0.604 |
15.7% |
0.243 |
6.3% |
55% |
True |
False |
76,990 |
| 10 |
4.412 |
3.500 |
0.912 |
23.8% |
0.265 |
6.9% |
37% |
False |
False |
57,678 |
| 20 |
4.690 |
3.500 |
1.190 |
31.0% |
0.258 |
6.7% |
28% |
False |
False |
41,607 |
| 40 |
4.690 |
3.395 |
1.295 |
33.8% |
0.210 |
5.5% |
34% |
False |
False |
26,181 |
| 60 |
4.721 |
3.395 |
1.326 |
34.6% |
0.205 |
5.3% |
33% |
False |
False |
19,628 |
| 80 |
5.280 |
3.395 |
1.885 |
49.2% |
0.202 |
5.3% |
23% |
False |
False |
15,886 |
| 100 |
6.521 |
3.395 |
3.126 |
81.5% |
0.206 |
5.4% |
14% |
False |
False |
13,139 |
| 120 |
6.521 |
3.395 |
3.126 |
81.5% |
0.203 |
5.3% |
14% |
False |
False |
11,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.405 |
|
2.618 |
4.905 |
|
1.618 |
4.599 |
|
1.000 |
4.410 |
|
0.618 |
4.293 |
|
HIGH |
4.104 |
|
0.618 |
3.987 |
|
0.500 |
3.951 |
|
0.382 |
3.915 |
|
LOW |
3.798 |
|
0.618 |
3.609 |
|
1.000 |
3.492 |
|
1.618 |
3.303 |
|
2.618 |
2.997 |
|
4.250 |
2.498 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.951 |
3.832 |
| PP |
3.912 |
3.830 |
| S1 |
3.874 |
3.827 |
|