NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.890 |
3.823 |
-0.067 |
-1.7% |
4.400 |
| High |
3.890 |
4.190 |
0.300 |
7.7% |
4.551 |
| Low |
3.776 |
3.800 |
0.024 |
0.6% |
3.835 |
| Close |
3.858 |
4.173 |
0.315 |
8.2% |
3.866 |
| Range |
0.114 |
0.390 |
0.276 |
242.1% |
0.716 |
| ATR |
0.204 |
0.217 |
0.013 |
6.5% |
0.000 |
| Volume |
5,787 |
5,895 |
108 |
1.9% |
28,161 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.224 |
5.089 |
4.388 |
|
| R3 |
4.834 |
4.699 |
4.280 |
|
| R2 |
4.444 |
4.444 |
4.245 |
|
| R1 |
4.309 |
4.309 |
4.209 |
4.377 |
| PP |
4.054 |
4.054 |
4.054 |
4.088 |
| S1 |
3.919 |
3.919 |
4.137 |
3.987 |
| S2 |
3.664 |
3.664 |
4.102 |
|
| S3 |
3.274 |
3.529 |
4.066 |
|
| S4 |
2.884 |
3.139 |
3.959 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.232 |
5.765 |
4.260 |
|
| R3 |
5.516 |
5.049 |
4.063 |
|
| R2 |
4.800 |
4.800 |
3.997 |
|
| R1 |
4.333 |
4.333 |
3.932 |
4.209 |
| PP |
4.084 |
4.084 |
4.084 |
4.022 |
| S1 |
3.617 |
3.617 |
3.800 |
3.493 |
| S2 |
3.368 |
3.368 |
3.735 |
|
| S3 |
2.652 |
2.901 |
3.669 |
|
| S4 |
1.936 |
2.185 |
3.472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.400 |
3.728 |
0.672 |
16.1% |
0.259 |
6.2% |
66% |
False |
False |
5,616 |
| 10 |
4.669 |
3.728 |
0.941 |
22.5% |
0.233 |
5.6% |
47% |
False |
False |
6,921 |
| 20 |
4.830 |
3.596 |
1.234 |
29.6% |
0.225 |
5.4% |
47% |
False |
False |
6,753 |
| 40 |
4.830 |
3.596 |
1.234 |
29.6% |
0.175 |
4.2% |
47% |
False |
False |
4,598 |
| 60 |
4.860 |
3.596 |
1.264 |
30.3% |
0.180 |
4.3% |
46% |
False |
False |
3,694 |
| 80 |
5.392 |
3.596 |
1.796 |
43.0% |
0.180 |
4.3% |
32% |
False |
False |
3,105 |
| 100 |
6.665 |
3.596 |
3.069 |
73.5% |
0.185 |
4.4% |
19% |
False |
False |
2,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.848 |
|
2.618 |
5.211 |
|
1.618 |
4.821 |
|
1.000 |
4.580 |
|
0.618 |
4.431 |
|
HIGH |
4.190 |
|
0.618 |
4.041 |
|
0.500 |
3.995 |
|
0.382 |
3.949 |
|
LOW |
3.800 |
|
0.618 |
3.559 |
|
1.000 |
3.410 |
|
1.618 |
3.169 |
|
2.618 |
2.779 |
|
4.250 |
2.143 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.114 |
4.102 |
| PP |
4.054 |
4.030 |
| S1 |
3.995 |
3.959 |
|