NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.345 |
4.593 |
0.248 |
5.7% |
4.028 |
High |
4.599 |
4.755 |
0.156 |
3.4% |
4.755 |
Low |
4.272 |
4.526 |
0.254 |
5.9% |
3.937 |
Close |
4.514 |
4.717 |
0.203 |
4.5% |
4.717 |
Range |
0.327 |
0.229 |
-0.098 |
-30.0% |
0.818 |
ATR |
0.180 |
0.184 |
0.004 |
2.4% |
0.000 |
Volume |
8,828 |
13,694 |
4,866 |
55.1% |
45,259 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.353 |
5.264 |
4.843 |
|
R3 |
5.124 |
5.035 |
4.780 |
|
R2 |
4.895 |
4.895 |
4.759 |
|
R1 |
4.806 |
4.806 |
4.738 |
4.851 |
PP |
4.666 |
4.666 |
4.666 |
4.688 |
S1 |
4.577 |
4.577 |
4.696 |
4.622 |
S2 |
4.437 |
4.437 |
4.675 |
|
S3 |
4.208 |
4.348 |
4.654 |
|
S4 |
3.979 |
4.119 |
4.591 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.924 |
6.638 |
5.167 |
|
R3 |
6.106 |
5.820 |
4.942 |
|
R2 |
5.288 |
5.288 |
4.867 |
|
R1 |
5.002 |
5.002 |
4.792 |
5.145 |
PP |
4.470 |
4.470 |
4.470 |
4.541 |
S1 |
4.184 |
4.184 |
4.642 |
4.327 |
S2 |
3.652 |
3.652 |
4.567 |
|
S3 |
2.834 |
3.366 |
4.492 |
|
S4 |
2.016 |
2.548 |
4.267 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.755 |
3.937 |
0.818 |
17.3% |
0.240 |
5.1% |
95% |
True |
False |
9,051 |
10 |
4.755 |
3.754 |
1.001 |
21.2% |
0.191 |
4.0% |
96% |
True |
False |
7,905 |
20 |
4.755 |
3.754 |
1.001 |
21.2% |
0.160 |
3.4% |
96% |
True |
False |
7,006 |
40 |
4.978 |
3.754 |
1.224 |
25.9% |
0.174 |
3.7% |
79% |
False |
False |
6,811 |
60 |
5.260 |
3.754 |
1.506 |
31.9% |
0.174 |
3.7% |
64% |
False |
False |
6,541 |
80 |
5.799 |
3.754 |
2.045 |
43.4% |
0.182 |
3.8% |
47% |
False |
False |
6,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.728 |
2.618 |
5.355 |
1.618 |
5.126 |
1.000 |
4.984 |
0.618 |
4.897 |
HIGH |
4.755 |
0.618 |
4.668 |
0.500 |
4.641 |
0.382 |
4.613 |
LOW |
4.526 |
0.618 |
4.384 |
1.000 |
4.297 |
1.618 |
4.155 |
2.618 |
3.926 |
4.250 |
3.553 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.692 |
4.619 |
PP |
4.666 |
4.521 |
S1 |
4.641 |
4.423 |
|