NYMEX Natural Gas Future August 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 |
3.750 |
4.083 |
0.333 |
8.9% |
3.759 |
| High |
4.100 |
4.229 |
0.129 |
3.1% |
4.229 |
| Low |
3.692 |
3.925 |
0.233 |
6.3% |
3.627 |
| Close |
4.080 |
3.958 |
-0.122 |
-3.0% |
3.958 |
| Range |
0.408 |
0.304 |
-0.104 |
-25.5% |
0.602 |
| ATR |
0.226 |
0.232 |
0.006 |
2.4% |
0.000 |
| Volume |
13,381 |
23,772 |
10,391 |
77.7% |
60,815 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.949 |
4.758 |
4.125 |
|
| R3 |
4.645 |
4.454 |
4.042 |
|
| R2 |
4.341 |
4.341 |
4.014 |
|
| R1 |
4.150 |
4.150 |
3.986 |
4.094 |
| PP |
4.037 |
4.037 |
4.037 |
4.009 |
| S1 |
3.846 |
3.846 |
3.930 |
3.790 |
| S2 |
3.733 |
3.733 |
3.902 |
|
| S3 |
3.429 |
3.542 |
3.874 |
|
| S4 |
3.125 |
3.238 |
3.791 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.744 |
5.453 |
4.289 |
|
| R3 |
5.142 |
4.851 |
4.124 |
|
| R2 |
4.540 |
4.540 |
4.068 |
|
| R1 |
4.249 |
4.249 |
4.013 |
4.395 |
| PP |
3.938 |
3.938 |
3.938 |
4.011 |
| S1 |
3.647 |
3.647 |
3.903 |
3.793 |
| S2 |
3.336 |
3.336 |
3.848 |
|
| S3 |
2.734 |
3.045 |
3.792 |
|
| S4 |
2.132 |
2.443 |
3.627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.229 |
3.627 |
0.602 |
15.2% |
0.237 |
6.0% |
55% |
True |
False |
14,604 |
| 10 |
4.517 |
3.627 |
0.890 |
22.5% |
0.250 |
6.3% |
37% |
False |
False |
11,546 |
| 20 |
4.789 |
3.627 |
1.162 |
29.4% |
0.246 |
6.2% |
28% |
False |
False |
11,178 |
| 40 |
4.789 |
3.520 |
1.269 |
32.1% |
0.196 |
4.9% |
35% |
False |
False |
7,589 |
| 60 |
4.820 |
3.520 |
1.300 |
32.8% |
0.194 |
4.9% |
34% |
False |
False |
6,000 |
| 80 |
5.350 |
3.520 |
1.830 |
46.2% |
0.193 |
4.9% |
24% |
False |
False |
4,940 |
| 100 |
6.619 |
3.520 |
3.099 |
78.3% |
0.197 |
5.0% |
14% |
False |
False |
4,160 |
| 120 |
6.619 |
3.520 |
3.099 |
78.3% |
0.194 |
4.9% |
14% |
False |
False |
3,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.521 |
|
2.618 |
5.025 |
|
1.618 |
4.721 |
|
1.000 |
4.533 |
|
0.618 |
4.417 |
|
HIGH |
4.229 |
|
0.618 |
4.113 |
|
0.500 |
4.077 |
|
0.382 |
4.041 |
|
LOW |
3.925 |
|
0.618 |
3.737 |
|
1.000 |
3.621 |
|
1.618 |
3.433 |
|
2.618 |
3.129 |
|
4.250 |
2.633 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.077 |
3.956 |
| PP |
4.037 |
3.953 |
| S1 |
3.998 |
3.951 |
|