NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.726 |
3.891 |
0.165 |
4.4% |
3.665 |
| High |
3.907 |
4.059 |
0.152 |
3.9% |
3.907 |
| Low |
3.717 |
3.797 |
0.080 |
2.2% |
3.596 |
| Close |
3.870 |
4.049 |
0.179 |
4.6% |
3.870 |
| Range |
0.190 |
0.262 |
0.072 |
37.9% |
0.311 |
| ATR |
0.156 |
0.164 |
0.008 |
4.8% |
0.000 |
| Volume |
4,115 |
4,017 |
-98 |
-2.4% |
13,837 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.754 |
4.664 |
4.193 |
|
| R3 |
4.492 |
4.402 |
4.121 |
|
| R2 |
4.230 |
4.230 |
4.097 |
|
| R1 |
4.140 |
4.140 |
4.073 |
4.185 |
| PP |
3.968 |
3.968 |
3.968 |
3.991 |
| S1 |
3.878 |
3.878 |
4.025 |
3.923 |
| S2 |
3.706 |
3.706 |
4.001 |
|
| S3 |
3.444 |
3.616 |
3.977 |
|
| S4 |
3.182 |
3.354 |
3.905 |
|
|
| 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 |
4.059 |
3.596 |
0.463 |
11.4% |
0.182 |
4.5% |
98% |
True |
False |
3,231 |
| 10 |
4.059 |
3.596 |
0.463 |
11.4% |
0.138 |
3.4% |
98% |
True |
False |
3,014 |
| 20 |
4.272 |
3.596 |
0.676 |
16.7% |
0.136 |
3.4% |
67% |
False |
False |
2,806 |
| 40 |
4.860 |
3.596 |
1.264 |
31.2% |
0.159 |
3.9% |
36% |
False |
False |
2,338 |
| 60 |
5.392 |
3.596 |
1.796 |
44.4% |
0.167 |
4.1% |
25% |
False |
False |
2,049 |
| 80 |
6.401 |
3.596 |
2.805 |
69.3% |
0.174 |
4.3% |
16% |
False |
False |
1,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.173 |
|
2.618 |
4.745 |
|
1.618 |
4.483 |
|
1.000 |
4.321 |
|
0.618 |
4.221 |
|
HIGH |
4.059 |
|
0.618 |
3.959 |
|
0.500 |
3.928 |
|
0.382 |
3.897 |
|
LOW |
3.797 |
|
0.618 |
3.635 |
|
1.000 |
3.535 |
|
1.618 |
3.373 |
|
2.618 |
3.111 |
|
4.250 |
2.684 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.009 |
3.975 |
| PP |
3.968 |
3.901 |
| S1 |
3.928 |
3.828 |
|