NYMEX Natural Gas Future October 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 |
4.028 |
4.150 |
0.122 |
3.0% |
3.819 |
High |
4.190 |
4.182 |
-0.008 |
-0.2% |
4.038 |
Low |
3.937 |
4.048 |
0.111 |
2.8% |
3.754 |
Close |
4.184 |
4.094 |
-0.090 |
-2.2% |
4.003 |
Range |
0.253 |
0.134 |
-0.119 |
-47.0% |
0.284 |
ATR |
0.164 |
0.162 |
-0.002 |
-1.2% |
0.000 |
Volume |
7,823 |
7,143 |
-680 |
-8.7% |
33,796 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.510 |
4.436 |
4.168 |
|
R3 |
4.376 |
4.302 |
4.131 |
|
R2 |
4.242 |
4.242 |
4.119 |
|
R1 |
4.168 |
4.168 |
4.106 |
4.138 |
PP |
4.108 |
4.108 |
4.108 |
4.093 |
S1 |
4.034 |
4.034 |
4.082 |
4.004 |
S2 |
3.974 |
3.974 |
4.069 |
|
S3 |
3.840 |
3.900 |
4.057 |
|
S4 |
3.706 |
3.766 |
4.020 |
|
|
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 |
4.190 |
3.754 |
0.436 |
10.6% |
0.172 |
4.2% |
78% |
False |
False |
7,773 |
10 |
4.190 |
3.754 |
0.436 |
10.6% |
0.142 |
3.5% |
78% |
False |
False |
6,904 |
20 |
4.410 |
3.754 |
0.656 |
16.0% |
0.146 |
3.6% |
52% |
False |
False |
6,232 |
40 |
4.978 |
3.754 |
1.224 |
29.9% |
0.165 |
4.0% |
28% |
False |
False |
6,491 |
60 |
5.499 |
3.754 |
1.745 |
42.6% |
0.173 |
4.2% |
19% |
False |
False |
6,338 |
80 |
6.200 |
3.754 |
2.446 |
59.7% |
0.179 |
4.4% |
14% |
False |
False |
5,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.752 |
2.618 |
4.533 |
1.618 |
4.399 |
1.000 |
4.316 |
0.618 |
4.265 |
HIGH |
4.182 |
0.618 |
4.131 |
0.500 |
4.115 |
0.382 |
4.099 |
LOW |
4.048 |
0.618 |
3.965 |
1.000 |
3.914 |
1.618 |
3.831 |
2.618 |
3.697 |
4.250 |
3.479 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.115 |
4.071 |
PP |
4.108 |
4.048 |
S1 |
4.101 |
4.025 |
|