NYMEX Natural Gas Future December 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 |
5.700 |
5.959 |
0.259 |
4.5% |
5.360 |
| High |
5.970 |
6.095 |
0.125 |
2.1% |
6.095 |
| Low |
5.670 |
5.890 |
0.220 |
3.9% |
5.276 |
| Close |
5.899 |
6.067 |
0.168 |
2.8% |
6.067 |
| Range |
0.300 |
0.205 |
-0.095 |
-31.7% |
0.819 |
| ATR |
0.154 |
0.158 |
0.004 |
2.4% |
0.000 |
| Volume |
5,376 |
3,983 |
-1,393 |
-25.9% |
16,283 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.632 |
6.555 |
6.180 |
|
| R3 |
6.427 |
6.350 |
6.123 |
|
| R2 |
6.222 |
6.222 |
6.105 |
|
| R1 |
6.145 |
6.145 |
6.086 |
6.184 |
| PP |
6.017 |
6.017 |
6.017 |
6.037 |
| S1 |
5.940 |
5.940 |
6.048 |
5.979 |
| S2 |
5.812 |
5.812 |
6.029 |
|
| S3 |
5.607 |
5.735 |
6.011 |
|
| S4 |
5.402 |
5.530 |
5.954 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.270 |
7.987 |
6.517 |
|
| R3 |
7.451 |
7.168 |
6.292 |
|
| R2 |
6.632 |
6.632 |
6.217 |
|
| R1 |
6.349 |
6.349 |
6.142 |
6.491 |
| PP |
5.813 |
5.813 |
5.813 |
5.883 |
| S1 |
5.530 |
5.530 |
5.992 |
5.672 |
| S2 |
4.994 |
4.994 |
5.917 |
|
| S3 |
4.175 |
4.711 |
5.842 |
|
| S4 |
3.356 |
3.892 |
5.617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.095 |
5.276 |
0.819 |
13.5% |
0.209 |
3.4% |
97% |
True |
False |
3,256 |
| 10 |
6.095 |
5.170 |
0.925 |
15.2% |
0.153 |
2.5% |
97% |
True |
False |
2,806 |
| 20 |
6.095 |
5.170 |
0.925 |
15.2% |
0.133 |
2.2% |
97% |
True |
False |
2,591 |
| 40 |
6.095 |
5.170 |
0.925 |
15.2% |
0.152 |
2.5% |
97% |
True |
False |
2,433 |
| 60 |
6.345 |
5.170 |
1.175 |
19.4% |
0.151 |
2.5% |
76% |
False |
False |
2,186 |
| 80 |
6.883 |
5.170 |
1.713 |
28.2% |
0.154 |
2.5% |
52% |
False |
False |
2,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.966 |
|
2.618 |
6.632 |
|
1.618 |
6.427 |
|
1.000 |
6.300 |
|
0.618 |
6.222 |
|
HIGH |
6.095 |
|
0.618 |
6.017 |
|
0.500 |
5.993 |
|
0.382 |
5.968 |
|
LOW |
5.890 |
|
0.618 |
5.763 |
|
1.000 |
5.685 |
|
1.618 |
5.558 |
|
2.618 |
5.353 |
|
4.250 |
5.019 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.042 |
5.977 |
| PP |
6.017 |
5.886 |
| S1 |
5.993 |
5.796 |
|