NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.820 |
3.706 |
-0.114 |
-3.0% |
3.717 |
| High |
3.840 |
3.916 |
0.076 |
2.0% |
3.916 |
| Low |
3.670 |
3.669 |
-0.001 |
0.0% |
3.642 |
| Close |
3.733 |
3.862 |
0.129 |
3.5% |
3.862 |
| Range |
0.170 |
0.247 |
0.077 |
45.3% |
0.274 |
| ATR |
0.198 |
0.202 |
0.003 |
1.8% |
0.000 |
| Volume |
29,882 |
39,479 |
9,597 |
32.1% |
153,820 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.557 |
4.456 |
3.998 |
|
| R3 |
4.310 |
4.209 |
3.930 |
|
| R2 |
4.063 |
4.063 |
3.907 |
|
| R1 |
3.962 |
3.962 |
3.885 |
4.013 |
| PP |
3.816 |
3.816 |
3.816 |
3.841 |
| S1 |
3.715 |
3.715 |
3.839 |
3.766 |
| S2 |
3.569 |
3.569 |
3.817 |
|
| S3 |
3.322 |
3.468 |
3.794 |
|
| S4 |
3.075 |
3.221 |
3.726 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.629 |
4.519 |
4.013 |
|
| R3 |
4.355 |
4.245 |
3.937 |
|
| R2 |
4.081 |
4.081 |
3.912 |
|
| R1 |
3.971 |
3.971 |
3.887 |
4.026 |
| PP |
3.807 |
3.807 |
3.807 |
3.834 |
| S1 |
3.697 |
3.697 |
3.837 |
3.752 |
| S2 |
3.533 |
3.533 |
3.812 |
|
| S3 |
3.259 |
3.423 |
3.787 |
|
| S4 |
2.985 |
3.149 |
3.711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.916 |
3.642 |
0.274 |
7.1% |
0.164 |
4.3% |
80% |
True |
False |
30,764 |
| 10 |
3.987 |
3.642 |
0.345 |
8.9% |
0.174 |
4.5% |
64% |
False |
False |
22,662 |
| 20 |
4.589 |
3.642 |
0.947 |
24.5% |
0.197 |
5.1% |
23% |
False |
False |
16,815 |
| 40 |
4.609 |
3.642 |
0.967 |
25.0% |
0.208 |
5.4% |
23% |
False |
False |
12,478 |
| 60 |
5.140 |
3.642 |
1.498 |
38.8% |
0.213 |
5.5% |
15% |
False |
False |
9,836 |
| 80 |
6.413 |
3.642 |
2.771 |
71.8% |
0.216 |
5.6% |
8% |
False |
False |
7,818 |
| 100 |
6.995 |
3.642 |
3.353 |
86.8% |
0.215 |
5.6% |
7% |
False |
False |
6,545 |
| 120 |
7.599 |
3.642 |
3.957 |
102.5% |
0.221 |
5.7% |
6% |
False |
False |
5,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.966 |
|
2.618 |
4.563 |
|
1.618 |
4.316 |
|
1.000 |
4.163 |
|
0.618 |
4.069 |
|
HIGH |
3.916 |
|
0.618 |
3.822 |
|
0.500 |
3.793 |
|
0.382 |
3.763 |
|
LOW |
3.669 |
|
0.618 |
3.516 |
|
1.000 |
3.422 |
|
1.618 |
3.269 |
|
2.618 |
3.022 |
|
4.250 |
2.619 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.839 |
3.839 |
| PP |
3.816 |
3.816 |
| S1 |
3.793 |
3.793 |
|