NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.667 |
3.647 |
-0.020 |
-0.5% |
3.717 |
| High |
3.693 |
3.674 |
-0.019 |
-0.5% |
3.916 |
| Low |
3.574 |
3.613 |
0.039 |
1.1% |
3.642 |
| Close |
3.635 |
3.645 |
0.010 |
0.3% |
3.862 |
| Range |
0.119 |
0.061 |
-0.058 |
-48.7% |
0.274 |
| ATR |
0.198 |
0.189 |
-0.010 |
-4.9% |
0.000 |
| Volume |
28,178 |
28,354 |
176 |
0.6% |
153,820 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.797 |
3.679 |
|
| R3 |
3.766 |
3.736 |
3.662 |
|
| R2 |
3.705 |
3.705 |
3.656 |
|
| R1 |
3.675 |
3.675 |
3.651 |
3.660 |
| PP |
3.644 |
3.644 |
3.644 |
3.636 |
| S1 |
3.614 |
3.614 |
3.639 |
3.599 |
| S2 |
3.583 |
3.583 |
3.634 |
|
| S3 |
3.522 |
3.553 |
3.628 |
|
| S4 |
3.461 |
3.492 |
3.611 |
|
|
| 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 |
3.574 |
0.342 |
9.4% |
0.168 |
4.6% |
21% |
False |
False |
30,505 |
| 10 |
3.958 |
3.574 |
0.384 |
10.5% |
0.164 |
4.5% |
18% |
False |
False |
27,438 |
| 20 |
4.580 |
3.574 |
1.006 |
27.6% |
0.192 |
5.3% |
7% |
False |
False |
19,642 |
| 40 |
4.609 |
3.574 |
1.035 |
28.4% |
0.208 |
5.7% |
7% |
False |
False |
14,259 |
| 60 |
5.140 |
3.574 |
1.566 |
43.0% |
0.210 |
5.8% |
5% |
False |
False |
11,067 |
| 80 |
6.413 |
3.574 |
2.839 |
77.9% |
0.212 |
5.8% |
3% |
False |
False |
8,806 |
| 100 |
6.995 |
3.574 |
3.421 |
93.9% |
0.214 |
5.9% |
2% |
False |
False |
7,342 |
| 120 |
7.599 |
3.574 |
4.025 |
110.4% |
0.220 |
6.0% |
2% |
False |
False |
6,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.933 |
|
2.618 |
3.834 |
|
1.618 |
3.773 |
|
1.000 |
3.735 |
|
0.618 |
3.712 |
|
HIGH |
3.674 |
|
0.618 |
3.651 |
|
0.500 |
3.644 |
|
0.382 |
3.636 |
|
LOW |
3.613 |
|
0.618 |
3.575 |
|
1.000 |
3.552 |
|
1.618 |
3.514 |
|
2.618 |
3.453 |
|
4.250 |
3.354 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.645 |
3.733 |
| PP |
3.644 |
3.704 |
| S1 |
3.644 |
3.674 |
|