NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.680 |
3.726 |
0.046 |
1.3% |
3.665 |
| High |
3.753 |
3.907 |
0.154 |
4.1% |
3.907 |
| Low |
3.596 |
3.717 |
0.121 |
3.4% |
3.596 |
| Close |
3.717 |
3.870 |
0.153 |
4.1% |
3.870 |
| Range |
0.157 |
0.190 |
0.033 |
21.0% |
0.311 |
| ATR |
0.154 |
0.156 |
0.003 |
1.7% |
0.000 |
| Volume |
4,765 |
4,115 |
-650 |
-13.6% |
13,837 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.401 |
4.326 |
3.975 |
|
| R3 |
4.211 |
4.136 |
3.922 |
|
| R2 |
4.021 |
4.021 |
3.905 |
|
| R1 |
3.946 |
3.946 |
3.887 |
3.984 |
| PP |
3.831 |
3.831 |
3.831 |
3.850 |
| S1 |
3.756 |
3.756 |
3.853 |
3.794 |
| S2 |
3.641 |
3.641 |
3.835 |
|
| S3 |
3.451 |
3.566 |
3.818 |
|
| S4 |
3.261 |
3.376 |
3.766 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.724 |
4.608 |
4.041 |
|
| R3 |
4.413 |
4.297 |
3.956 |
|
| R2 |
4.102 |
4.102 |
3.927 |
|
| R1 |
3.986 |
3.986 |
3.899 |
4.044 |
| PP |
3.791 |
3.791 |
3.791 |
3.820 |
| S1 |
3.675 |
3.675 |
3.841 |
3.733 |
| S2 |
3.480 |
3.480 |
3.813 |
|
| S3 |
3.169 |
3.364 |
3.784 |
|
| S4 |
2.858 |
3.053 |
3.699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.907 |
3.596 |
0.311 |
8.0% |
0.151 |
3.9% |
88% |
True |
False |
2,767 |
| 10 |
4.105 |
3.596 |
0.509 |
13.2% |
0.121 |
3.1% |
54% |
False |
False |
2,839 |
| 20 |
4.272 |
3.596 |
0.676 |
17.5% |
0.129 |
3.3% |
41% |
False |
False |
2,693 |
| 40 |
4.860 |
3.596 |
1.264 |
32.7% |
0.156 |
4.0% |
22% |
False |
False |
2,300 |
| 60 |
5.392 |
3.596 |
1.796 |
46.4% |
0.165 |
4.3% |
15% |
False |
False |
1,994 |
| 80 |
6.480 |
3.596 |
2.884 |
74.5% |
0.173 |
4.5% |
10% |
False |
False |
1,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.715 |
|
2.618 |
4.404 |
|
1.618 |
4.214 |
|
1.000 |
4.097 |
|
0.618 |
4.024 |
|
HIGH |
3.907 |
|
0.618 |
3.834 |
|
0.500 |
3.812 |
|
0.382 |
3.790 |
|
LOW |
3.717 |
|
0.618 |
3.600 |
|
1.000 |
3.527 |
|
1.618 |
3.410 |
|
2.618 |
3.220 |
|
4.250 |
2.910 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.851 |
3.831 |
| PP |
3.831 |
3.791 |
| S1 |
3.812 |
3.752 |
|