NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.515 |
3.390 |
-0.125 |
-3.6% |
3.849 |
| High |
3.540 |
3.390 |
-0.150 |
-4.2% |
3.892 |
| Low |
3.367 |
3.261 |
-0.106 |
-3.1% |
3.367 |
| Close |
3.402 |
3.362 |
-0.040 |
-1.2% |
3.402 |
| Range |
0.173 |
0.129 |
-0.044 |
-25.4% |
0.525 |
| ATR |
0.185 |
0.182 |
-0.003 |
-1.7% |
0.000 |
| Volume |
40,528 |
32,332 |
-8,196 |
-20.2% |
147,699 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.672 |
3.433 |
|
| R3 |
3.596 |
3.543 |
3.397 |
|
| R2 |
3.467 |
3.467 |
3.386 |
|
| R1 |
3.414 |
3.414 |
3.374 |
3.376 |
| PP |
3.338 |
3.338 |
3.338 |
3.319 |
| S1 |
3.285 |
3.285 |
3.350 |
3.247 |
| S2 |
3.209 |
3.209 |
3.338 |
|
| S3 |
3.080 |
3.156 |
3.327 |
|
| S4 |
2.951 |
3.027 |
3.291 |
|
|
| 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 |
3.693 |
3.261 |
0.432 |
12.8% |
0.128 |
3.8% |
23% |
False |
True |
30,679 |
| 10 |
3.916 |
3.261 |
0.655 |
19.5% |
0.155 |
4.6% |
15% |
False |
True |
31,306 |
| 20 |
4.102 |
3.261 |
0.841 |
25.0% |
0.171 |
5.1% |
12% |
False |
True |
22,914 |
| 40 |
4.609 |
3.261 |
1.348 |
40.1% |
0.202 |
6.0% |
7% |
False |
True |
16,289 |
| 60 |
5.140 |
3.261 |
1.879 |
55.9% |
0.208 |
6.2% |
5% |
False |
True |
12,542 |
| 80 |
6.413 |
3.261 |
3.152 |
93.8% |
0.214 |
6.4% |
3% |
False |
True |
9,973 |
| 100 |
6.760 |
3.261 |
3.499 |
104.1% |
0.209 |
6.2% |
3% |
False |
True |
8,276 |
| 120 |
7.599 |
3.261 |
4.338 |
129.0% |
0.216 |
6.4% |
2% |
False |
True |
7,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.938 |
|
2.618 |
3.728 |
|
1.618 |
3.599 |
|
1.000 |
3.519 |
|
0.618 |
3.470 |
|
HIGH |
3.390 |
|
0.618 |
3.341 |
|
0.500 |
3.326 |
|
0.382 |
3.310 |
|
LOW |
3.261 |
|
0.618 |
3.181 |
|
1.000 |
3.132 |
|
1.618 |
3.052 |
|
2.618 |
2.923 |
|
4.250 |
2.713 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.350 |
3.455 |
| PP |
3.338 |
3.424 |
| S1 |
3.326 |
3.393 |
|