NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.152 |
4.360 |
0.208 |
5.0% |
3.814 |
High |
4.395 |
4.566 |
0.171 |
3.9% |
4.566 |
Low |
4.092 |
4.333 |
0.241 |
5.9% |
3.722 |
Close |
4.310 |
4.521 |
0.211 |
4.9% |
4.521 |
Range |
0.303 |
0.233 |
-0.070 |
-23.1% |
0.844 |
ATR |
0.186 |
0.191 |
0.005 |
2.7% |
0.000 |
Volume |
10,807 |
14,545 |
3,738 |
34.6% |
47,556 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.172 |
5.080 |
4.649 |
|
R3 |
4.939 |
4.847 |
4.585 |
|
R2 |
4.706 |
4.706 |
4.564 |
|
R1 |
4.614 |
4.614 |
4.542 |
4.660 |
PP |
4.473 |
4.473 |
4.473 |
4.497 |
S1 |
4.381 |
4.381 |
4.500 |
4.427 |
S2 |
4.240 |
4.240 |
4.478 |
|
S3 |
4.007 |
4.148 |
4.457 |
|
S4 |
3.774 |
3.915 |
4.393 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.802 |
6.505 |
4.985 |
|
R3 |
5.958 |
5.661 |
4.753 |
|
R2 |
5.114 |
5.114 |
4.676 |
|
R1 |
4.817 |
4.817 |
4.598 |
4.966 |
PP |
4.270 |
4.270 |
4.270 |
4.344 |
S1 |
3.973 |
3.973 |
4.444 |
4.122 |
S2 |
3.426 |
3.426 |
4.366 |
|
S3 |
2.582 |
3.129 |
4.289 |
|
S4 |
1.738 |
2.285 |
4.057 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.566 |
3.722 |
0.844 |
18.7% |
0.245 |
5.4% |
95% |
True |
False |
9,511 |
10 |
4.566 |
3.520 |
1.046 |
23.1% |
0.201 |
4.4% |
96% |
True |
False |
7,151 |
20 |
4.566 |
3.520 |
1.046 |
23.1% |
0.169 |
3.7% |
96% |
True |
False |
5,607 |
40 |
4.820 |
3.520 |
1.300 |
28.8% |
0.178 |
3.9% |
77% |
False |
False |
4,275 |
60 |
5.102 |
3.520 |
1.582 |
35.0% |
0.178 |
3.9% |
63% |
False |
False |
3,601 |
80 |
5.648 |
3.520 |
2.128 |
47.1% |
0.184 |
4.1% |
47% |
False |
False |
3,028 |
100 |
6.619 |
3.520 |
3.099 |
68.5% |
0.188 |
4.2% |
32% |
False |
False |
2,577 |
120 |
7.211 |
3.520 |
3.691 |
81.6% |
0.187 |
4.1% |
27% |
False |
False |
2,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.556 |
2.618 |
5.176 |
1.618 |
4.943 |
1.000 |
4.799 |
0.618 |
4.710 |
HIGH |
4.566 |
0.618 |
4.477 |
0.500 |
4.450 |
0.382 |
4.422 |
LOW |
4.333 |
0.618 |
4.189 |
1.000 |
4.100 |
1.618 |
3.956 |
2.618 |
3.723 |
4.250 |
3.343 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.497 |
4.419 |
PP |
4.473 |
4.317 |
S1 |
4.450 |
4.216 |
|