NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.222 |
4.440 |
0.218 |
5.2% |
3.891 |
High |
4.466 |
4.625 |
0.159 |
3.6% |
4.625 |
Low |
4.167 |
4.410 |
0.243 |
5.8% |
3.797 |
Close |
4.380 |
4.590 |
0.210 |
4.8% |
4.590 |
Range |
0.299 |
0.215 |
-0.084 |
-28.1% |
0.828 |
ATR |
0.179 |
0.183 |
0.005 |
2.7% |
0.000 |
Volume |
6,163 |
9,020 |
2,857 |
46.4% |
31,170 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.187 |
5.103 |
4.708 |
|
R3 |
4.972 |
4.888 |
4.649 |
|
R2 |
4.757 |
4.757 |
4.629 |
|
R1 |
4.673 |
4.673 |
4.610 |
4.715 |
PP |
4.542 |
4.542 |
4.542 |
4.563 |
S1 |
4.458 |
4.458 |
4.570 |
4.500 |
S2 |
4.327 |
4.327 |
4.551 |
|
S3 |
4.112 |
4.243 |
4.531 |
|
S4 |
3.897 |
4.028 |
4.472 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.821 |
6.534 |
5.045 |
|
R3 |
5.993 |
5.706 |
4.818 |
|
R2 |
5.165 |
5.165 |
4.742 |
|
R1 |
4.878 |
4.878 |
4.666 |
5.022 |
PP |
4.337 |
4.337 |
4.337 |
4.409 |
S1 |
4.050 |
4.050 |
4.514 |
4.194 |
S2 |
3.509 |
3.509 |
4.438 |
|
S3 |
2.681 |
3.222 |
4.362 |
|
S4 |
1.853 |
2.394 |
4.135 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.625 |
3.797 |
0.828 |
18.0% |
0.234 |
5.1% |
96% |
True |
False |
6,234 |
10 |
4.625 |
3.596 |
1.029 |
22.4% |
0.193 |
4.2% |
97% |
True |
False |
4,500 |
20 |
4.625 |
3.596 |
1.029 |
22.4% |
0.153 |
3.3% |
97% |
True |
False |
3,640 |
40 |
4.860 |
3.596 |
1.264 |
27.5% |
0.167 |
3.6% |
79% |
False |
False |
2,774 |
60 |
5.142 |
3.596 |
1.546 |
33.7% |
0.166 |
3.6% |
64% |
False |
False |
2,411 |
80 |
5.650 |
3.596 |
2.054 |
44.7% |
0.173 |
3.8% |
48% |
False |
False |
2,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.539 |
2.618 |
5.188 |
1.618 |
4.973 |
1.000 |
4.840 |
0.618 |
4.758 |
HIGH |
4.625 |
0.618 |
4.543 |
0.500 |
4.518 |
0.382 |
4.492 |
LOW |
4.410 |
0.618 |
4.277 |
1.000 |
4.195 |
1.618 |
4.062 |
2.618 |
3.847 |
4.250 |
3.496 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.566 |
4.489 |
PP |
4.542 |
4.389 |
S1 |
4.518 |
4.288 |
|