NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.020 |
3.951 |
-0.069 |
-1.7% |
3.665 |
| High |
4.040 |
4.211 |
0.171 |
4.2% |
3.907 |
| Low |
3.907 |
3.951 |
0.044 |
1.1% |
3.596 |
| Close |
3.952 |
4.204 |
0.252 |
6.4% |
3.870 |
| Range |
0.133 |
0.260 |
0.127 |
95.5% |
0.311 |
| ATR |
0.162 |
0.169 |
0.007 |
4.3% |
0.000 |
| Volume |
5,309 |
6,661 |
1,352 |
25.5% |
13,837 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.902 |
4.813 |
4.347 |
|
| R3 |
4.642 |
4.553 |
4.276 |
|
| R2 |
4.382 |
4.382 |
4.252 |
|
| R1 |
4.293 |
4.293 |
4.228 |
4.338 |
| PP |
4.122 |
4.122 |
4.122 |
4.144 |
| S1 |
4.033 |
4.033 |
4.180 |
4.078 |
| S2 |
3.862 |
3.862 |
4.156 |
|
| S3 |
3.602 |
3.773 |
4.133 |
|
| S4 |
3.342 |
3.513 |
4.061 |
|
|
| 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 |
4.211 |
3.596 |
0.615 |
14.6% |
0.200 |
4.8% |
99% |
True |
False |
4,973 |
| 10 |
4.211 |
3.596 |
0.615 |
14.6% |
0.166 |
3.9% |
99% |
True |
False |
3,633 |
| 20 |
4.272 |
3.596 |
0.676 |
16.1% |
0.144 |
3.4% |
90% |
False |
False |
3,230 |
| 40 |
4.860 |
3.596 |
1.264 |
30.1% |
0.163 |
3.9% |
48% |
False |
False |
2,544 |
| 60 |
5.361 |
3.596 |
1.765 |
42.0% |
0.165 |
3.9% |
34% |
False |
False |
2,205 |
| 80 |
6.091 |
3.596 |
2.495 |
59.3% |
0.172 |
4.1% |
24% |
False |
False |
1,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.316 |
|
2.618 |
4.892 |
|
1.618 |
4.632 |
|
1.000 |
4.471 |
|
0.618 |
4.372 |
|
HIGH |
4.211 |
|
0.618 |
4.112 |
|
0.500 |
4.081 |
|
0.382 |
4.050 |
|
LOW |
3.951 |
|
0.618 |
3.790 |
|
1.000 |
3.691 |
|
1.618 |
3.530 |
|
2.618 |
3.270 |
|
4.250 |
2.846 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.163 |
4.137 |
| PP |
4.122 |
4.071 |
| S1 |
4.081 |
4.004 |
|