NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.649 |
3.515 |
-0.134 |
-3.7% |
3.849 |
| High |
3.649 |
3.540 |
-0.109 |
-3.0% |
3.892 |
| Low |
3.490 |
3.367 |
-0.123 |
-3.5% |
3.367 |
| Close |
3.516 |
3.402 |
-0.114 |
-3.2% |
3.402 |
| Range |
0.159 |
0.173 |
0.014 |
8.8% |
0.525 |
| ATR |
0.186 |
0.185 |
-0.001 |
-0.5% |
0.000 |
| Volume |
24,004 |
40,528 |
16,524 |
68.8% |
147,699 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.955 |
3.852 |
3.497 |
|
| R3 |
3.782 |
3.679 |
3.450 |
|
| R2 |
3.609 |
3.609 |
3.434 |
|
| R1 |
3.506 |
3.506 |
3.418 |
3.471 |
| PP |
3.436 |
3.436 |
3.436 |
3.419 |
| S1 |
3.333 |
3.333 |
3.386 |
3.298 |
| S2 |
3.263 |
3.263 |
3.370 |
|
| S3 |
3.090 |
3.160 |
3.354 |
|
| S4 |
2.917 |
2.987 |
3.307 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.129 |
4.790 |
3.691 |
|
| R3 |
4.604 |
4.265 |
3.546 |
|
| R2 |
4.079 |
4.079 |
3.498 |
|
| R1 |
3.740 |
3.740 |
3.450 |
3.647 |
| PP |
3.554 |
3.554 |
3.554 |
3.507 |
| S1 |
3.215 |
3.215 |
3.354 |
3.122 |
| S2 |
3.029 |
3.029 |
3.306 |
|
| S3 |
2.504 |
2.690 |
3.258 |
|
| S4 |
1.979 |
2.165 |
3.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.892 |
3.367 |
0.525 |
15.4% |
0.151 |
4.4% |
7% |
False |
True |
29,539 |
| 10 |
3.916 |
3.367 |
0.549 |
16.1% |
0.158 |
4.6% |
6% |
False |
True |
30,151 |
| 20 |
4.171 |
3.367 |
0.804 |
23.6% |
0.179 |
5.3% |
4% |
False |
True |
22,061 |
| 40 |
4.609 |
3.367 |
1.242 |
36.5% |
0.208 |
6.1% |
3% |
False |
True |
15,606 |
| 60 |
5.140 |
3.367 |
1.773 |
52.1% |
0.210 |
6.2% |
2% |
False |
True |
12,058 |
| 80 |
6.413 |
3.367 |
3.046 |
89.5% |
0.215 |
6.3% |
1% |
False |
True |
9,584 |
| 100 |
6.760 |
3.367 |
3.393 |
99.7% |
0.210 |
6.2% |
1% |
False |
True |
7,957 |
| 120 |
7.599 |
3.367 |
4.232 |
124.4% |
0.217 |
6.4% |
1% |
False |
True |
6,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
3.993 |
|
1.618 |
3.820 |
|
1.000 |
3.713 |
|
0.618 |
3.647 |
|
HIGH |
3.540 |
|
0.618 |
3.474 |
|
0.500 |
3.454 |
|
0.382 |
3.433 |
|
LOW |
3.367 |
|
0.618 |
3.260 |
|
1.000 |
3.194 |
|
1.618 |
3.087 |
|
2.618 |
2.914 |
|
4.250 |
2.632 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.454 |
3.521 |
| PP |
3.436 |
3.481 |
| S1 |
3.419 |
3.442 |
|