NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3.820 |
3.860 |
0.040 |
1.0% |
3.819 |
| High |
3.889 |
4.038 |
0.149 |
3.8% |
4.038 |
| Low |
3.754 |
3.860 |
0.106 |
2.8% |
3.754 |
| Close |
3.854 |
4.003 |
0.149 |
3.9% |
4.003 |
| Range |
0.135 |
0.178 |
0.043 |
31.9% |
0.284 |
| ATR |
0.155 |
0.157 |
0.002 |
1.3% |
0.000 |
| Volume |
8,657 |
8,699 |
42 |
0.5% |
33,796 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.501 |
4.430 |
4.101 |
|
| R3 |
4.323 |
4.252 |
4.052 |
|
| R2 |
4.145 |
4.145 |
4.036 |
|
| R1 |
4.074 |
4.074 |
4.019 |
4.110 |
| PP |
3.967 |
3.967 |
3.967 |
3.985 |
| S1 |
3.896 |
3.896 |
3.987 |
3.932 |
| S2 |
3.789 |
3.789 |
3.970 |
|
| S3 |
3.611 |
3.718 |
3.954 |
|
| S4 |
3.433 |
3.540 |
3.905 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.784 |
4.677 |
4.159 |
|
| R3 |
4.500 |
4.393 |
4.081 |
|
| R2 |
4.216 |
4.216 |
4.055 |
|
| R1 |
4.109 |
4.109 |
4.029 |
4.163 |
| PP |
3.932 |
3.932 |
3.932 |
3.958 |
| S1 |
3.825 |
3.825 |
3.977 |
3.879 |
| S2 |
3.648 |
3.648 |
3.951 |
|
| S3 |
3.364 |
3.541 |
3.925 |
|
| S4 |
3.080 |
3.257 |
3.847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.038 |
3.754 |
0.284 |
7.1% |
0.141 |
3.5% |
88% |
True |
False |
6,759 |
| 10 |
4.306 |
3.754 |
0.552 |
13.8% |
0.128 |
3.2% |
45% |
False |
False |
6,483 |
| 20 |
4.410 |
3.754 |
0.656 |
16.4% |
0.141 |
3.5% |
38% |
False |
False |
6,087 |
| 40 |
4.978 |
3.754 |
1.224 |
30.6% |
0.163 |
4.1% |
20% |
False |
False |
6,509 |
| 60 |
5.499 |
3.754 |
1.745 |
43.6% |
0.173 |
4.3% |
14% |
False |
False |
6,238 |
| 80 |
6.593 |
3.754 |
2.839 |
70.9% |
0.182 |
4.5% |
9% |
False |
False |
5,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.795 |
|
2.618 |
4.504 |
|
1.618 |
4.326 |
|
1.000 |
4.216 |
|
0.618 |
4.148 |
|
HIGH |
4.038 |
|
0.618 |
3.970 |
|
0.500 |
3.949 |
|
0.382 |
3.928 |
|
LOW |
3.860 |
|
0.618 |
3.750 |
|
1.000 |
3.682 |
|
1.618 |
3.572 |
|
2.618 |
3.394 |
|
4.250 |
3.104 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.985 |
3.967 |
| PP |
3.967 |
3.932 |
| S1 |
3.949 |
3.896 |
|