NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.942 |
3.920 |
-0.022 |
-0.6% |
4.440 |
| High |
3.954 |
3.923 |
-0.031 |
-0.8% |
4.589 |
| Low |
3.775 |
3.760 |
-0.015 |
-0.4% |
3.864 |
| Close |
3.915 |
3.830 |
-0.085 |
-2.2% |
3.874 |
| Range |
0.179 |
0.163 |
-0.016 |
-8.9% |
0.725 |
| ATR |
0.227 |
0.222 |
-0.005 |
-2.0% |
0.000 |
| Volume |
9,250 |
13,640 |
4,390 |
47.5% |
45,525 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.327 |
4.241 |
3.920 |
|
| R3 |
4.164 |
4.078 |
3.875 |
|
| R2 |
4.001 |
4.001 |
3.860 |
|
| R1 |
3.915 |
3.915 |
3.845 |
3.877 |
| PP |
3.838 |
3.838 |
3.838 |
3.818 |
| S1 |
3.752 |
3.752 |
3.815 |
3.714 |
| S2 |
3.675 |
3.675 |
3.800 |
|
| S3 |
3.512 |
3.589 |
3.785 |
|
| S4 |
3.349 |
3.426 |
3.740 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.284 |
5.804 |
4.273 |
|
| R3 |
5.559 |
5.079 |
4.073 |
|
| R2 |
4.834 |
4.834 |
4.007 |
|
| R1 |
4.354 |
4.354 |
3.940 |
4.232 |
| PP |
4.109 |
4.109 |
4.109 |
4.048 |
| S1 |
3.629 |
3.629 |
3.808 |
3.507 |
| S2 |
3.384 |
3.384 |
3.741 |
|
| S3 |
2.659 |
2.904 |
3.675 |
|
| S4 |
1.934 |
2.179 |
3.475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.580 |
3.760 |
0.820 |
21.4% |
0.247 |
6.5% |
9% |
False |
True |
11,814 |
| 10 |
4.609 |
3.760 |
0.849 |
22.2% |
0.261 |
6.8% |
8% |
False |
True |
10,126 |
| 20 |
4.609 |
3.760 |
0.849 |
22.2% |
0.220 |
5.8% |
8% |
False |
True |
10,348 |
| 40 |
5.140 |
3.760 |
1.380 |
36.0% |
0.217 |
5.7% |
5% |
False |
True |
7,943 |
| 60 |
6.413 |
3.760 |
2.653 |
69.3% |
0.220 |
5.7% |
3% |
False |
True |
6,208 |
| 80 |
6.413 |
3.760 |
2.653 |
69.3% |
0.216 |
5.6% |
3% |
False |
True |
5,014 |
| 100 |
7.550 |
3.760 |
3.790 |
99.0% |
0.221 |
5.8% |
2% |
False |
True |
4,270 |
| 120 |
7.599 |
3.760 |
3.839 |
100.2% |
0.219 |
5.7% |
2% |
False |
True |
3,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.616 |
|
2.618 |
4.350 |
|
1.618 |
4.187 |
|
1.000 |
4.086 |
|
0.618 |
4.024 |
|
HIGH |
3.923 |
|
0.618 |
3.861 |
|
0.500 |
3.842 |
|
0.382 |
3.822 |
|
LOW |
3.760 |
|
0.618 |
3.659 |
|
1.000 |
3.597 |
|
1.618 |
3.496 |
|
2.618 |
3.333 |
|
4.250 |
3.067 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.842 |
3.857 |
| PP |
3.838 |
3.848 |
| S1 |
3.834 |
3.839 |
|