NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.833 |
3.726 |
-0.107 |
-2.8% |
3.871 |
| High |
3.872 |
3.802 |
-0.070 |
-1.8% |
4.102 |
| Low |
3.686 |
3.674 |
-0.012 |
-0.3% |
3.760 |
| Close |
3.694 |
3.764 |
0.070 |
1.9% |
3.929 |
| Range |
0.186 |
0.128 |
-0.058 |
-31.2% |
0.342 |
| ATR |
0.219 |
0.213 |
-0.007 |
-3.0% |
0.000 |
| Volume |
10,921 |
20,236 |
9,315 |
85.3% |
64,537 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.131 |
4.075 |
3.834 |
|
| R3 |
4.003 |
3.947 |
3.799 |
|
| R2 |
3.875 |
3.875 |
3.787 |
|
| R1 |
3.819 |
3.819 |
3.776 |
3.847 |
| PP |
3.747 |
3.747 |
3.747 |
3.761 |
| S1 |
3.691 |
3.691 |
3.752 |
3.719 |
| S2 |
3.619 |
3.619 |
3.741 |
|
| S3 |
3.491 |
3.563 |
3.729 |
|
| S4 |
3.363 |
3.435 |
3.694 |
|
|
| 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 |
3.674 |
0.428 |
11.4% |
0.196 |
5.2% |
21% |
False |
True |
14,205 |
| 10 |
4.580 |
3.674 |
0.906 |
24.1% |
0.222 |
5.9% |
10% |
False |
True |
13,009 |
| 20 |
4.609 |
3.674 |
0.935 |
24.8% |
0.222 |
5.9% |
10% |
False |
True |
10,942 |
| 40 |
4.998 |
3.674 |
1.324 |
35.2% |
0.212 |
5.6% |
7% |
False |
True |
9,181 |
| 60 |
5.665 |
3.674 |
1.991 |
52.9% |
0.215 |
5.7% |
5% |
False |
True |
7,203 |
| 80 |
6.413 |
3.674 |
2.739 |
72.8% |
0.217 |
5.8% |
3% |
False |
True |
5,792 |
| 100 |
6.995 |
3.674 |
3.321 |
88.2% |
0.218 |
5.8% |
3% |
False |
True |
4,937 |
| 120 |
7.599 |
3.674 |
3.925 |
104.3% |
0.221 |
5.9% |
2% |
False |
True |
4,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.346 |
|
2.618 |
4.137 |
|
1.618 |
4.009 |
|
1.000 |
3.930 |
|
0.618 |
3.881 |
|
HIGH |
3.802 |
|
0.618 |
3.753 |
|
0.500 |
3.738 |
|
0.382 |
3.723 |
|
LOW |
3.674 |
|
0.618 |
3.595 |
|
1.000 |
3.546 |
|
1.618 |
3.467 |
|
2.618 |
3.339 |
|
4.250 |
3.130 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.755 |
3.831 |
| PP |
3.747 |
3.808 |
| S1 |
3.738 |
3.786 |
|