NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.786 |
3.818 |
0.032 |
0.8% |
3.948 |
| High |
3.850 |
3.875 |
0.025 |
0.6% |
3.987 |
| Low |
3.725 |
3.750 |
0.025 |
0.7% |
3.674 |
| Close |
3.826 |
3.828 |
0.002 |
0.1% |
3.745 |
| Range |
0.125 |
0.125 |
0.000 |
0.0% |
0.313 |
| ATR |
0.206 |
0.200 |
-0.006 |
-2.8% |
0.000 |
| Volume |
23,922 |
39,752 |
15,830 |
66.2% |
59,906 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.193 |
4.135 |
3.897 |
|
| R3 |
4.068 |
4.010 |
3.862 |
|
| R2 |
3.943 |
3.943 |
3.851 |
|
| R1 |
3.885 |
3.885 |
3.839 |
3.914 |
| PP |
3.818 |
3.818 |
3.818 |
3.832 |
| S1 |
3.760 |
3.760 |
3.817 |
3.789 |
| S2 |
3.693 |
3.693 |
3.805 |
|
| S3 |
3.568 |
3.635 |
3.794 |
|
| S4 |
3.443 |
3.510 |
3.759 |
|
|
| 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 |
3.958 |
3.642 |
0.316 |
8.3% |
0.160 |
4.2% |
59% |
False |
False |
24,370 |
| 10 |
4.102 |
3.642 |
0.460 |
12.0% |
0.182 |
4.7% |
40% |
False |
False |
18,628 |
| 20 |
4.609 |
3.642 |
0.967 |
25.3% |
0.221 |
5.8% |
19% |
False |
False |
13,945 |
| 40 |
4.609 |
3.642 |
0.967 |
25.3% |
0.207 |
5.4% |
19% |
False |
False |
10,980 |
| 60 |
5.140 |
3.642 |
1.498 |
39.1% |
0.212 |
5.5% |
12% |
False |
False |
8,748 |
| 80 |
6.413 |
3.642 |
2.771 |
72.4% |
0.217 |
5.7% |
7% |
False |
False |
7,000 |
| 100 |
6.995 |
3.642 |
3.353 |
87.6% |
0.215 |
5.6% |
6% |
False |
False |
5,896 |
| 120 |
7.599 |
3.642 |
3.957 |
103.4% |
0.220 |
5.8% |
5% |
False |
False |
5,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.406 |
|
2.618 |
4.202 |
|
1.618 |
4.077 |
|
1.000 |
4.000 |
|
0.618 |
3.952 |
|
HIGH |
3.875 |
|
0.618 |
3.827 |
|
0.500 |
3.813 |
|
0.382 |
3.798 |
|
LOW |
3.750 |
|
0.618 |
3.673 |
|
1.000 |
3.625 |
|
1.618 |
3.548 |
|
2.618 |
3.423 |
|
4.250 |
3.219 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.823 |
3.805 |
| PP |
3.818 |
3.782 |
| S1 |
3.813 |
3.759 |
|