NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.816 |
3.903 |
0.087 |
2.3% |
3.871 |
| High |
4.102 |
3.965 |
-0.137 |
-3.3% |
4.102 |
| Low |
3.770 |
3.831 |
0.061 |
1.6% |
3.760 |
| Close |
3.912 |
3.929 |
0.017 |
0.4% |
3.929 |
| Range |
0.332 |
0.134 |
-0.198 |
-59.6% |
0.342 |
| ATR |
0.230 |
0.223 |
-0.007 |
-3.0% |
0.000 |
| Volume |
15,381 |
12,899 |
-2,482 |
-16.1% |
64,537 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.310 |
4.254 |
4.003 |
|
| R3 |
4.176 |
4.120 |
3.966 |
|
| R2 |
4.042 |
4.042 |
3.954 |
|
| R1 |
3.986 |
3.986 |
3.941 |
4.014 |
| PP |
3.908 |
3.908 |
3.908 |
3.923 |
| S1 |
3.852 |
3.852 |
3.917 |
3.880 |
| S2 |
3.774 |
3.774 |
3.904 |
|
| S3 |
3.640 |
3.718 |
3.892 |
|
| S4 |
3.506 |
3.584 |
3.855 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.956 |
4.785 |
4.117 |
|
| R3 |
4.614 |
4.443 |
4.023 |
|
| R2 |
4.272 |
4.272 |
3.992 |
|
| R1 |
4.101 |
4.101 |
3.960 |
4.187 |
| PP |
3.930 |
3.930 |
3.930 |
3.973 |
| S1 |
3.759 |
3.759 |
3.898 |
3.845 |
| S2 |
3.588 |
3.588 |
3.866 |
|
| S3 |
3.246 |
3.417 |
3.835 |
|
| S4 |
2.904 |
3.075 |
3.741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.102 |
3.760 |
0.342 |
8.7% |
0.184 |
4.7% |
49% |
False |
False |
12,907 |
| 10 |
4.589 |
3.760 |
0.829 |
21.1% |
0.212 |
5.4% |
20% |
False |
False |
11,006 |
| 20 |
4.609 |
3.760 |
0.849 |
21.6% |
0.216 |
5.5% |
20% |
False |
False |
10,875 |
| 40 |
5.140 |
3.760 |
1.380 |
35.1% |
0.219 |
5.6% |
12% |
False |
False |
8,422 |
| 60 |
6.137 |
3.760 |
2.377 |
60.5% |
0.219 |
5.6% |
7% |
False |
False |
6,618 |
| 80 |
6.413 |
3.760 |
2.653 |
67.5% |
0.217 |
5.5% |
6% |
False |
False |
5,327 |
| 100 |
7.532 |
3.760 |
3.772 |
96.0% |
0.222 |
5.7% |
4% |
False |
False |
4,533 |
| 120 |
7.599 |
3.760 |
3.839 |
97.7% |
0.221 |
5.6% |
4% |
False |
False |
3,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.535 |
|
2.618 |
4.316 |
|
1.618 |
4.182 |
|
1.000 |
4.099 |
|
0.618 |
4.048 |
|
HIGH |
3.965 |
|
0.618 |
3.914 |
|
0.500 |
3.898 |
|
0.382 |
3.882 |
|
LOW |
3.831 |
|
0.618 |
3.748 |
|
1.000 |
3.697 |
|
1.618 |
3.614 |
|
2.618 |
3.480 |
|
4.250 |
3.262 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.919 |
3.931 |
| PP |
3.908 |
3.930 |
| S1 |
3.898 |
3.930 |
|