NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.647 |
3.649 |
0.002 |
0.1% |
3.717 |
| High |
3.674 |
3.649 |
-0.025 |
-0.7% |
3.916 |
| Low |
3.613 |
3.490 |
-0.123 |
-3.4% |
3.642 |
| Close |
3.645 |
3.516 |
-0.129 |
-3.5% |
3.862 |
| Range |
0.061 |
0.159 |
0.098 |
160.7% |
0.274 |
| ATR |
0.189 |
0.186 |
-0.002 |
-1.1% |
0.000 |
| Volume |
28,354 |
24,004 |
-4,350 |
-15.3% |
153,820 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.029 |
3.931 |
3.603 |
|
| R3 |
3.870 |
3.772 |
3.560 |
|
| R2 |
3.711 |
3.711 |
3.545 |
|
| R1 |
3.613 |
3.613 |
3.531 |
3.583 |
| PP |
3.552 |
3.552 |
3.552 |
3.536 |
| S1 |
3.454 |
3.454 |
3.501 |
3.424 |
| S2 |
3.393 |
3.393 |
3.487 |
|
| S3 |
3.234 |
3.295 |
3.472 |
|
| S4 |
3.075 |
3.136 |
3.429 |
|
|
| 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 |
3.490 |
0.426 |
12.1% |
0.166 |
4.7% |
6% |
False |
True |
29,330 |
| 10 |
3.958 |
3.490 |
0.468 |
13.3% |
0.167 |
4.7% |
6% |
False |
True |
27,814 |
| 20 |
4.580 |
3.490 |
1.090 |
31.0% |
0.194 |
5.5% |
2% |
False |
True |
20,412 |
| 40 |
4.609 |
3.490 |
1.119 |
31.8% |
0.206 |
5.9% |
2% |
False |
True |
14,692 |
| 60 |
5.140 |
3.490 |
1.650 |
46.9% |
0.210 |
6.0% |
2% |
False |
True |
11,437 |
| 80 |
6.413 |
3.490 |
2.923 |
83.1% |
0.214 |
6.1% |
1% |
False |
True |
9,081 |
| 100 |
6.760 |
3.490 |
3.270 |
93.0% |
0.211 |
6.0% |
1% |
False |
True |
7,564 |
| 120 |
7.599 |
3.490 |
4.109 |
116.9% |
0.219 |
6.2% |
1% |
False |
True |
6,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.325 |
|
2.618 |
4.065 |
|
1.618 |
3.906 |
|
1.000 |
3.808 |
|
0.618 |
3.747 |
|
HIGH |
3.649 |
|
0.618 |
3.588 |
|
0.500 |
3.570 |
|
0.382 |
3.551 |
|
LOW |
3.490 |
|
0.618 |
3.392 |
|
1.000 |
3.331 |
|
1.618 |
3.233 |
|
2.618 |
3.074 |
|
4.250 |
2.814 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.570 |
3.592 |
| PP |
3.552 |
3.566 |
| S1 |
3.534 |
3.541 |
|