NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.818 |
3.820 |
0.002 |
0.1% |
3.948 |
| High |
3.875 |
3.840 |
-0.035 |
-0.9% |
3.987 |
| Low |
3.750 |
3.670 |
-0.080 |
-2.1% |
3.674 |
| Close |
3.828 |
3.733 |
-0.095 |
-2.5% |
3.745 |
| Range |
0.125 |
0.170 |
0.045 |
36.0% |
0.313 |
| ATR |
0.200 |
0.198 |
-0.002 |
-1.1% |
0.000 |
| Volume |
39,752 |
29,882 |
-9,870 |
-24.8% |
59,906 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.258 |
4.165 |
3.827 |
|
| R3 |
4.088 |
3.995 |
3.780 |
|
| R2 |
3.918 |
3.918 |
3.764 |
|
| R1 |
3.825 |
3.825 |
3.749 |
3.787 |
| PP |
3.748 |
3.748 |
3.748 |
3.728 |
| S1 |
3.655 |
3.655 |
3.717 |
3.617 |
| S2 |
3.578 |
3.578 |
3.702 |
|
| S3 |
3.408 |
3.485 |
3.686 |
|
| S4 |
3.238 |
3.315 |
3.640 |
|
|
| 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 |
8.5% |
0.168 |
4.5% |
29% |
False |
False |
26,299 |
| 10 |
4.102 |
3.642 |
0.460 |
12.3% |
0.182 |
4.9% |
20% |
False |
False |
20,252 |
| 20 |
4.609 |
3.642 |
0.967 |
25.9% |
0.221 |
5.9% |
9% |
False |
False |
15,189 |
| 40 |
4.609 |
3.642 |
0.967 |
25.9% |
0.208 |
5.6% |
9% |
False |
False |
11,645 |
| 60 |
5.140 |
3.642 |
1.498 |
40.1% |
0.211 |
5.7% |
6% |
False |
False |
9,201 |
| 80 |
6.413 |
3.642 |
2.771 |
74.2% |
0.217 |
5.8% |
3% |
False |
False |
7,360 |
| 100 |
6.995 |
3.642 |
3.353 |
89.8% |
0.215 |
5.8% |
3% |
False |
False |
6,164 |
| 120 |
7.599 |
3.642 |
3.957 |
106.0% |
0.220 |
5.9% |
2% |
False |
False |
5,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.563 |
|
2.618 |
4.285 |
|
1.618 |
4.115 |
|
1.000 |
4.010 |
|
0.618 |
3.945 |
|
HIGH |
3.840 |
|
0.618 |
3.775 |
|
0.500 |
3.755 |
|
0.382 |
3.735 |
|
LOW |
3.670 |
|
0.618 |
3.565 |
|
1.000 |
3.500 |
|
1.618 |
3.395 |
|
2.618 |
3.225 |
|
4.250 |
2.948 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.755 |
3.773 |
| PP |
3.748 |
3.759 |
| S1 |
3.740 |
3.746 |
|