NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.948 |
3.833 |
-0.115 |
-2.9% |
3.871 |
| High |
3.987 |
3.872 |
-0.115 |
-2.9% |
4.102 |
| Low |
3.785 |
3.686 |
-0.099 |
-2.6% |
3.760 |
| Close |
3.857 |
3.694 |
-0.163 |
-4.2% |
3.929 |
| Range |
0.202 |
0.186 |
-0.016 |
-7.9% |
0.342 |
| ATR |
0.222 |
0.219 |
-0.003 |
-1.2% |
0.000 |
| Volume |
11,592 |
10,921 |
-671 |
-5.8% |
64,537 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.187 |
3.796 |
|
| R3 |
4.123 |
4.001 |
3.745 |
|
| R2 |
3.937 |
3.937 |
3.728 |
|
| R1 |
3.815 |
3.815 |
3.711 |
3.783 |
| PP |
3.751 |
3.751 |
3.751 |
3.735 |
| S1 |
3.629 |
3.629 |
3.677 |
3.597 |
| S2 |
3.565 |
3.565 |
3.660 |
|
| S3 |
3.379 |
3.443 |
3.643 |
|
| S4 |
3.193 |
3.257 |
3.592 |
|
|
| 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 |
3.686 |
0.416 |
11.3% |
0.203 |
5.5% |
2% |
False |
True |
12,886 |
| 10 |
4.580 |
3.686 |
0.894 |
24.2% |
0.220 |
6.0% |
1% |
False |
True |
11,846 |
| 20 |
4.609 |
3.686 |
0.923 |
25.0% |
0.221 |
6.0% |
1% |
False |
True |
10,552 |
| 40 |
5.132 |
3.686 |
1.446 |
39.1% |
0.216 |
5.9% |
1% |
False |
True |
8,764 |
| 60 |
5.824 |
3.686 |
2.138 |
57.9% |
0.216 |
5.9% |
0% |
False |
True |
6,916 |
| 80 |
6.413 |
3.686 |
2.727 |
73.8% |
0.218 |
5.9% |
0% |
False |
True |
5,561 |
| 100 |
7.028 |
3.686 |
3.342 |
90.5% |
0.220 |
6.0% |
0% |
False |
True |
4,744 |
| 120 |
7.599 |
3.686 |
3.913 |
105.9% |
0.222 |
6.0% |
0% |
False |
True |
4,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.663 |
|
2.618 |
4.359 |
|
1.618 |
4.173 |
|
1.000 |
4.058 |
|
0.618 |
3.987 |
|
HIGH |
3.872 |
|
0.618 |
3.801 |
|
0.500 |
3.779 |
|
0.382 |
3.757 |
|
LOW |
3.686 |
|
0.618 |
3.571 |
|
1.000 |
3.500 |
|
1.618 |
3.385 |
|
2.618 |
3.199 |
|
4.250 |
2.896 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.779 |
3.837 |
| PP |
3.751 |
3.789 |
| S1 |
3.722 |
3.742 |
|