NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.891 |
4.020 |
0.129 |
3.3% |
3.665 |
| High |
4.059 |
4.040 |
-0.019 |
-0.5% |
3.907 |
| Low |
3.797 |
3.907 |
0.110 |
2.9% |
3.596 |
| Close |
4.049 |
3.952 |
-0.097 |
-2.4% |
3.870 |
| Range |
0.262 |
0.133 |
-0.129 |
-49.2% |
0.311 |
| ATR |
0.164 |
0.162 |
-0.002 |
-1.0% |
0.000 |
| Volume |
4,017 |
5,309 |
1,292 |
32.2% |
13,837 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.365 |
4.292 |
4.025 |
|
| R3 |
4.232 |
4.159 |
3.989 |
|
| R2 |
4.099 |
4.099 |
3.976 |
|
| R1 |
4.026 |
4.026 |
3.964 |
3.996 |
| PP |
3.966 |
3.966 |
3.966 |
3.952 |
| S1 |
3.893 |
3.893 |
3.940 |
3.863 |
| S2 |
3.833 |
3.833 |
3.928 |
|
| S3 |
3.700 |
3.760 |
3.915 |
|
| S4 |
3.567 |
3.627 |
3.879 |
|
|
| 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 |
11.7% |
0.182 |
4.6% |
77% |
False |
False |
3,994 |
| 10 |
4.059 |
3.596 |
0.463 |
11.7% |
0.144 |
3.6% |
77% |
False |
False |
3,302 |
| 20 |
4.272 |
3.596 |
0.676 |
17.1% |
0.136 |
3.4% |
53% |
False |
False |
2,967 |
| 40 |
4.860 |
3.596 |
1.264 |
32.0% |
0.159 |
4.0% |
28% |
False |
False |
2,408 |
| 60 |
5.392 |
3.596 |
1.796 |
45.4% |
0.164 |
4.2% |
20% |
False |
False |
2,119 |
| 80 |
6.128 |
3.596 |
2.532 |
64.1% |
0.172 |
4.3% |
14% |
False |
False |
1,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.605 |
|
2.618 |
4.388 |
|
1.618 |
4.255 |
|
1.000 |
4.173 |
|
0.618 |
4.122 |
|
HIGH |
4.040 |
|
0.618 |
3.989 |
|
0.500 |
3.974 |
|
0.382 |
3.958 |
|
LOW |
3.907 |
|
0.618 |
3.825 |
|
1.000 |
3.774 |
|
1.618 |
3.692 |
|
2.618 |
3.559 |
|
4.250 |
3.342 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.974 |
3.931 |
| PP |
3.966 |
3.909 |
| S1 |
3.959 |
3.888 |
|