NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.877 |
3.717 |
-0.160 |
-4.1% |
3.948 |
| High |
3.958 |
3.796 |
-0.162 |
-4.1% |
3.987 |
| Low |
3.690 |
3.642 |
-0.048 |
-1.3% |
3.674 |
| Close |
3.745 |
3.765 |
0.020 |
0.5% |
3.745 |
| Range |
0.268 |
0.154 |
-0.114 |
-42.5% |
0.313 |
| ATR |
0.217 |
0.212 |
-0.004 |
-2.1% |
0.000 |
| Volume |
17,157 |
20,785 |
3,628 |
21.1% |
59,906 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.196 |
4.135 |
3.850 |
|
| R3 |
4.042 |
3.981 |
3.807 |
|
| R2 |
3.888 |
3.888 |
3.793 |
|
| R1 |
3.827 |
3.827 |
3.779 |
3.858 |
| PP |
3.734 |
3.734 |
3.734 |
3.750 |
| S1 |
3.673 |
3.673 |
3.751 |
3.704 |
| S2 |
3.580 |
3.580 |
3.737 |
|
| S3 |
3.426 |
3.519 |
3.723 |
|
| S4 |
3.272 |
3.365 |
3.680 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.741 |
4.556 |
3.917 |
|
| R3 |
4.428 |
4.243 |
3.831 |
|
| R2 |
4.115 |
4.115 |
3.802 |
|
| R1 |
3.930 |
3.930 |
3.774 |
3.866 |
| PP |
3.802 |
3.802 |
3.802 |
3.770 |
| S1 |
3.617 |
3.617 |
3.716 |
3.553 |
| S2 |
3.489 |
3.489 |
3.688 |
|
| S3 |
3.176 |
3.304 |
3.659 |
|
| S4 |
2.863 |
2.991 |
3.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.987 |
3.642 |
0.345 |
9.2% |
0.188 |
5.0% |
36% |
False |
True |
16,138 |
| 10 |
4.102 |
3.642 |
0.460 |
12.2% |
0.186 |
4.9% |
27% |
False |
True |
14,522 |
| 20 |
4.609 |
3.642 |
0.967 |
25.7% |
0.224 |
5.9% |
13% |
False |
True |
11,436 |
| 40 |
4.770 |
3.642 |
1.128 |
30.0% |
0.210 |
5.6% |
11% |
False |
True |
9,821 |
| 60 |
5.255 |
3.642 |
1.613 |
42.8% |
0.214 |
5.7% |
8% |
False |
True |
7,757 |
| 80 |
6.413 |
3.642 |
2.771 |
73.6% |
0.218 |
5.8% |
4% |
False |
True |
6,240 |
| 100 |
6.995 |
3.642 |
3.353 |
89.1% |
0.217 |
5.8% |
4% |
False |
True |
5,289 |
| 120 |
7.599 |
3.642 |
3.957 |
105.1% |
0.222 |
5.9% |
3% |
False |
True |
4,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.451 |
|
2.618 |
4.199 |
|
1.618 |
4.045 |
|
1.000 |
3.950 |
|
0.618 |
3.891 |
|
HIGH |
3.796 |
|
0.618 |
3.737 |
|
0.500 |
3.719 |
|
0.382 |
3.701 |
|
LOW |
3.642 |
|
0.618 |
3.547 |
|
1.000 |
3.488 |
|
1.618 |
3.393 |
|
2.618 |
3.239 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.750 |
3.800 |
| PP |
3.734 |
3.788 |
| S1 |
3.719 |
3.777 |
|