NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.920 |
3.816 |
-0.104 |
-2.7% |
4.440 |
| High |
3.923 |
4.102 |
0.179 |
4.6% |
4.589 |
| Low |
3.760 |
3.770 |
0.010 |
0.3% |
3.864 |
| Close |
3.830 |
3.912 |
0.082 |
2.1% |
3.874 |
| Range |
0.163 |
0.332 |
0.169 |
103.7% |
0.725 |
| ATR |
0.222 |
0.230 |
0.008 |
3.5% |
0.000 |
| Volume |
13,640 |
15,381 |
1,741 |
12.8% |
45,525 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.924 |
4.750 |
4.095 |
|
| R3 |
4.592 |
4.418 |
4.003 |
|
| R2 |
4.260 |
4.260 |
3.973 |
|
| R1 |
4.086 |
4.086 |
3.942 |
4.173 |
| PP |
3.928 |
3.928 |
3.928 |
3.972 |
| S1 |
3.754 |
3.754 |
3.882 |
3.841 |
| S2 |
3.596 |
3.596 |
3.851 |
|
| S3 |
3.264 |
3.422 |
3.821 |
|
| S4 |
2.932 |
3.090 |
3.729 |
|
|
| 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 |
4.171 |
3.760 |
0.411 |
10.5% |
0.219 |
5.6% |
37% |
False |
False |
13,382 |
| 10 |
4.589 |
3.760 |
0.829 |
21.2% |
0.220 |
5.6% |
18% |
False |
False |
10,968 |
| 20 |
4.609 |
3.760 |
0.849 |
21.7% |
0.222 |
5.7% |
18% |
False |
False |
10,732 |
| 40 |
5.140 |
3.760 |
1.380 |
35.3% |
0.221 |
5.6% |
11% |
False |
False |
8,187 |
| 60 |
6.278 |
3.760 |
2.518 |
64.4% |
0.221 |
5.6% |
6% |
False |
False |
6,421 |
| 80 |
6.413 |
3.760 |
2.653 |
67.8% |
0.218 |
5.6% |
6% |
False |
False |
5,185 |
| 100 |
7.532 |
3.760 |
3.772 |
96.4% |
0.222 |
5.7% |
4% |
False |
False |
4,416 |
| 120 |
7.599 |
3.760 |
3.839 |
98.1% |
0.221 |
5.6% |
4% |
False |
False |
3,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.513 |
|
2.618 |
4.971 |
|
1.618 |
4.639 |
|
1.000 |
4.434 |
|
0.618 |
4.307 |
|
HIGH |
4.102 |
|
0.618 |
3.975 |
|
0.500 |
3.936 |
|
0.382 |
3.897 |
|
LOW |
3.770 |
|
0.618 |
3.565 |
|
1.000 |
3.438 |
|
1.618 |
3.233 |
|
2.618 |
2.901 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.936 |
3.931 |
| PP |
3.928 |
3.925 |
| S1 |
3.920 |
3.918 |
|