NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.390 |
3.365 |
-0.025 |
-0.7% |
3.849 |
| High |
3.390 |
3.466 |
0.076 |
2.2% |
3.892 |
| Low |
3.261 |
3.298 |
0.037 |
1.1% |
3.367 |
| Close |
3.362 |
3.440 |
0.078 |
2.3% |
3.402 |
| Range |
0.129 |
0.168 |
0.039 |
30.2% |
0.525 |
| ATR |
0.182 |
0.181 |
-0.001 |
-0.6% |
0.000 |
| Volume |
32,332 |
46,798 |
14,466 |
44.7% |
147,699 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.905 |
3.841 |
3.532 |
|
| R3 |
3.737 |
3.673 |
3.486 |
|
| R2 |
3.569 |
3.569 |
3.471 |
|
| R1 |
3.505 |
3.505 |
3.455 |
3.537 |
| PP |
3.401 |
3.401 |
3.401 |
3.418 |
| S1 |
3.337 |
3.337 |
3.425 |
3.369 |
| S2 |
3.233 |
3.233 |
3.409 |
|
| S3 |
3.065 |
3.169 |
3.394 |
|
| S4 |
2.897 |
3.001 |
3.348 |
|
|
| 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 |
3.674 |
3.261 |
0.413 |
12.0% |
0.138 |
4.0% |
43% |
False |
False |
34,403 |
| 10 |
3.916 |
3.261 |
0.655 |
19.0% |
0.159 |
4.6% |
27% |
False |
False |
33,594 |
| 20 |
4.102 |
3.261 |
0.841 |
24.4% |
0.173 |
5.0% |
21% |
False |
False |
24,586 |
| 40 |
4.609 |
3.261 |
1.348 |
39.2% |
0.197 |
5.7% |
13% |
False |
False |
17,247 |
| 60 |
5.140 |
3.261 |
1.879 |
54.6% |
0.207 |
6.0% |
10% |
False |
False |
13,273 |
| 80 |
6.413 |
3.261 |
3.152 |
91.6% |
0.212 |
6.2% |
6% |
False |
False |
10,546 |
| 100 |
6.627 |
3.261 |
3.366 |
97.8% |
0.208 |
6.1% |
5% |
False |
False |
8,738 |
| 120 |
7.599 |
3.261 |
4.338 |
126.1% |
0.215 |
6.2% |
4% |
False |
False |
7,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.180 |
|
2.618 |
3.906 |
|
1.618 |
3.738 |
|
1.000 |
3.634 |
|
0.618 |
3.570 |
|
HIGH |
3.466 |
|
0.618 |
3.402 |
|
0.500 |
3.382 |
|
0.382 |
3.362 |
|
LOW |
3.298 |
|
0.618 |
3.194 |
|
1.000 |
3.130 |
|
1.618 |
3.026 |
|
2.618 |
2.858 |
|
4.250 |
2.584 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.421 |
3.427 |
| PP |
3.401 |
3.414 |
| S1 |
3.382 |
3.401 |
|