NYMEX Natural Gas Future October 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 |
4.150 |
4.090 |
-0.060 |
-1.4% |
3.819 |
High |
4.182 |
4.347 |
0.165 |
3.9% |
4.038 |
Low |
4.048 |
4.090 |
0.042 |
1.0% |
3.754 |
Close |
4.094 |
4.341 |
0.247 |
6.0% |
4.003 |
Range |
0.134 |
0.257 |
0.123 |
91.8% |
0.284 |
ATR |
0.162 |
0.169 |
0.007 |
4.2% |
0.000 |
Volume |
7,143 |
7,771 |
628 |
8.8% |
33,796 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.030 |
4.943 |
4.482 |
|
R3 |
4.773 |
4.686 |
4.412 |
|
R2 |
4.516 |
4.516 |
4.388 |
|
R1 |
4.429 |
4.429 |
4.365 |
4.473 |
PP |
4.259 |
4.259 |
4.259 |
4.281 |
S1 |
4.172 |
4.172 |
4.317 |
4.216 |
S2 |
4.002 |
4.002 |
4.294 |
|
S3 |
3.745 |
3.915 |
4.270 |
|
S4 |
3.488 |
3.658 |
4.200 |
|
|
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 |
4.347 |
3.754 |
0.593 |
13.7% |
0.191 |
4.4% |
99% |
True |
False |
8,018 |
10 |
4.347 |
3.754 |
0.593 |
13.7% |
0.163 |
3.8% |
99% |
True |
False |
7,018 |
20 |
4.410 |
3.754 |
0.656 |
15.1% |
0.151 |
3.5% |
89% |
False |
False |
6,426 |
40 |
4.978 |
3.754 |
1.224 |
28.2% |
0.169 |
3.9% |
48% |
False |
False |
6,556 |
60 |
5.491 |
3.754 |
1.737 |
40.0% |
0.173 |
4.0% |
34% |
False |
False |
6,374 |
80 |
6.200 |
3.754 |
2.446 |
56.3% |
0.180 |
4.2% |
24% |
False |
False |
5,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.439 |
2.618 |
5.020 |
1.618 |
4.763 |
1.000 |
4.604 |
0.618 |
4.506 |
HIGH |
4.347 |
0.618 |
4.249 |
0.500 |
4.219 |
0.382 |
4.188 |
LOW |
4.090 |
0.618 |
3.931 |
1.000 |
3.833 |
1.618 |
3.674 |
2.618 |
3.417 |
4.250 |
2.998 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.300 |
4.275 |
PP |
4.259 |
4.208 |
S1 |
4.219 |
4.142 |
|