NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.090 |
4.345 |
0.255 |
6.2% |
3.819 |
High |
4.347 |
4.599 |
0.252 |
5.8% |
4.038 |
Low |
4.090 |
4.272 |
0.182 |
4.4% |
3.754 |
Close |
4.341 |
4.514 |
0.173 |
4.0% |
4.003 |
Range |
0.257 |
0.327 |
0.070 |
27.2% |
0.284 |
ATR |
0.169 |
0.180 |
0.011 |
6.7% |
0.000 |
Volume |
7,771 |
8,828 |
1,057 |
13.6% |
33,796 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.443 |
5.305 |
4.694 |
|
R3 |
5.116 |
4.978 |
4.604 |
|
R2 |
4.789 |
4.789 |
4.574 |
|
R1 |
4.651 |
4.651 |
4.544 |
4.720 |
PP |
4.462 |
4.462 |
4.462 |
4.496 |
S1 |
4.324 |
4.324 |
4.484 |
4.393 |
S2 |
4.135 |
4.135 |
4.454 |
|
S3 |
3.808 |
3.997 |
4.424 |
|
S4 |
3.481 |
3.670 |
4.334 |
|
|
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 |
4.599 |
3.860 |
0.739 |
16.4% |
0.230 |
5.1% |
88% |
True |
False |
8,052 |
10 |
4.599 |
3.754 |
0.845 |
18.7% |
0.182 |
4.0% |
90% |
True |
False |
7,284 |
20 |
4.599 |
3.754 |
0.845 |
18.7% |
0.161 |
3.6% |
90% |
True |
False |
6,505 |
40 |
4.978 |
3.754 |
1.224 |
27.1% |
0.174 |
3.9% |
62% |
False |
False |
6,646 |
60 |
5.351 |
3.754 |
1.597 |
35.4% |
0.174 |
3.9% |
48% |
False |
False |
6,439 |
80 |
6.087 |
3.754 |
2.333 |
51.7% |
0.182 |
4.0% |
33% |
False |
False |
5,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.989 |
2.618 |
5.455 |
1.618 |
5.128 |
1.000 |
4.926 |
0.618 |
4.801 |
HIGH |
4.599 |
0.618 |
4.474 |
0.500 |
4.436 |
0.382 |
4.397 |
LOW |
4.272 |
0.618 |
4.070 |
1.000 |
3.945 |
1.618 |
3.743 |
2.618 |
3.416 |
4.250 |
2.882 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.488 |
4.451 |
PP |
4.462 |
4.387 |
S1 |
4.436 |
4.324 |
|