NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.903 |
3.948 |
0.045 |
1.2% |
3.871 |
| High |
3.965 |
3.987 |
0.022 |
0.6% |
4.102 |
| Low |
3.831 |
3.785 |
-0.046 |
-1.2% |
3.760 |
| Close |
3.929 |
3.857 |
-0.072 |
-1.8% |
3.929 |
| Range |
0.134 |
0.202 |
0.068 |
50.7% |
0.342 |
| ATR |
0.223 |
0.222 |
-0.002 |
-0.7% |
0.000 |
| Volume |
12,899 |
11,592 |
-1,307 |
-10.1% |
64,537 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.482 |
4.372 |
3.968 |
|
| R3 |
4.280 |
4.170 |
3.913 |
|
| R2 |
4.078 |
4.078 |
3.894 |
|
| R1 |
3.968 |
3.968 |
3.876 |
3.922 |
| PP |
3.876 |
3.876 |
3.876 |
3.854 |
| S1 |
3.766 |
3.766 |
3.838 |
3.720 |
| S2 |
3.674 |
3.674 |
3.820 |
|
| S3 |
3.472 |
3.564 |
3.801 |
|
| S4 |
3.270 |
3.362 |
3.746 |
|
|
| 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 |
8.9% |
0.202 |
5.2% |
28% |
False |
False |
12,552 |
| 10 |
4.589 |
3.760 |
0.829 |
21.5% |
0.220 |
5.7% |
12% |
False |
False |
11,236 |
| 20 |
4.609 |
3.760 |
0.849 |
22.0% |
0.218 |
5.7% |
11% |
False |
False |
10,919 |
| 40 |
5.140 |
3.760 |
1.380 |
35.8% |
0.217 |
5.6% |
7% |
False |
False |
8,605 |
| 60 |
5.824 |
3.760 |
2.064 |
53.5% |
0.216 |
5.6% |
5% |
False |
False |
6,773 |
| 80 |
6.413 |
3.760 |
2.653 |
68.8% |
0.218 |
5.6% |
4% |
False |
False |
5,450 |
| 100 |
7.346 |
3.760 |
3.586 |
93.0% |
0.222 |
5.8% |
3% |
False |
False |
4,645 |
| 120 |
7.599 |
3.760 |
3.839 |
99.5% |
0.221 |
5.7% |
3% |
False |
False |
4,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.846 |
|
2.618 |
4.516 |
|
1.618 |
4.314 |
|
1.000 |
4.189 |
|
0.618 |
4.112 |
|
HIGH |
3.987 |
|
0.618 |
3.910 |
|
0.500 |
3.886 |
|
0.382 |
3.862 |
|
LOW |
3.785 |
|
0.618 |
3.660 |
|
1.000 |
3.583 |
|
1.618 |
3.458 |
|
2.618 |
3.256 |
|
4.250 |
2.927 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.886 |
3.936 |
| PP |
3.876 |
3.910 |
| S1 |
3.867 |
3.883 |
|