NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.759 |
3.791 |
0.032 |
0.9% |
4.300 |
| High |
3.820 |
3.808 |
-0.012 |
-0.3% |
4.464 |
| Low |
3.627 |
3.672 |
0.045 |
1.2% |
3.733 |
| Close |
3.767 |
3.758 |
-0.009 |
-0.2% |
3.766 |
| Range |
0.193 |
0.136 |
-0.057 |
-29.5% |
0.731 |
| ATR |
0.218 |
0.212 |
-0.006 |
-2.7% |
0.000 |
| Volume |
11,983 |
11,679 |
-304 |
-2.5% |
44,660 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.154 |
4.092 |
3.833 |
|
| R3 |
4.018 |
3.956 |
3.795 |
|
| R2 |
3.882 |
3.882 |
3.783 |
|
| R1 |
3.820 |
3.820 |
3.770 |
3.783 |
| PP |
3.746 |
3.746 |
3.746 |
3.728 |
| S1 |
3.684 |
3.684 |
3.746 |
3.647 |
| S2 |
3.610 |
3.610 |
3.733 |
|
| S3 |
3.474 |
3.548 |
3.721 |
|
| S4 |
3.338 |
3.412 |
3.683 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.181 |
5.704 |
4.168 |
|
| R3 |
5.450 |
4.973 |
3.967 |
|
| R2 |
4.719 |
4.719 |
3.900 |
|
| R1 |
4.242 |
4.242 |
3.833 |
4.115 |
| PP |
3.988 |
3.988 |
3.988 |
3.924 |
| S1 |
3.511 |
3.511 |
3.699 |
3.384 |
| S2 |
3.257 |
3.257 |
3.632 |
|
| S3 |
2.526 |
2.780 |
3.565 |
|
| S4 |
1.795 |
2.049 |
3.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.254 |
3.627 |
0.627 |
16.7% |
0.213 |
5.7% |
21% |
False |
False |
10,943 |
| 10 |
4.789 |
3.627 |
1.162 |
30.9% |
0.236 |
6.3% |
11% |
False |
False |
11,112 |
| 20 |
4.789 |
3.520 |
1.269 |
33.8% |
0.226 |
6.0% |
19% |
False |
False |
9,901 |
| 40 |
4.789 |
3.520 |
1.269 |
33.8% |
0.186 |
4.9% |
19% |
False |
False |
6,788 |
| 60 |
4.820 |
3.520 |
1.300 |
34.6% |
0.188 |
5.0% |
18% |
False |
False |
5,458 |
| 80 |
5.350 |
3.520 |
1.830 |
48.7% |
0.191 |
5.1% |
13% |
False |
False |
4,514 |
| 100 |
6.619 |
3.520 |
3.099 |
82.5% |
0.196 |
5.2% |
8% |
False |
False |
3,801 |
| 120 |
6.837 |
3.520 |
3.317 |
88.3% |
0.192 |
5.1% |
7% |
False |
False |
3,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.386 |
|
2.618 |
4.164 |
|
1.618 |
4.028 |
|
1.000 |
3.944 |
|
0.618 |
3.892 |
|
HIGH |
3.808 |
|
0.618 |
3.756 |
|
0.500 |
3.740 |
|
0.382 |
3.724 |
|
LOW |
3.672 |
|
0.618 |
3.588 |
|
1.000 |
3.536 |
|
1.618 |
3.452 |
|
2.618 |
3.316 |
|
4.250 |
3.094 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.752 |
3.756 |
| PP |
3.746 |
3.754 |
| S1 |
3.740 |
3.752 |
|