NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.086 |
4.040 |
-0.046 |
-1.1% |
4.593 |
| High |
4.100 |
4.045 |
-0.055 |
-1.3% |
4.721 |
| Low |
3.929 |
3.905 |
-0.024 |
-0.6% |
4.011 |
| Close |
4.061 |
3.979 |
-0.082 |
-2.0% |
4.020 |
| Range |
0.171 |
0.140 |
-0.031 |
-18.1% |
0.710 |
| ATR |
0.208 |
0.204 |
-0.004 |
-1.8% |
0.000 |
| Volume |
7,243 |
8,939 |
1,696 |
23.4% |
28,827 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.396 |
4.328 |
4.056 |
|
| R3 |
4.256 |
4.188 |
4.018 |
|
| R2 |
4.116 |
4.116 |
4.005 |
|
| R1 |
4.048 |
4.048 |
3.992 |
4.012 |
| PP |
3.976 |
3.976 |
3.976 |
3.959 |
| S1 |
3.908 |
3.908 |
3.966 |
3.872 |
| S2 |
3.836 |
3.836 |
3.953 |
|
| S3 |
3.696 |
3.768 |
3.941 |
|
| S4 |
3.556 |
3.628 |
3.902 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.381 |
5.910 |
4.411 |
|
| R3 |
5.671 |
5.200 |
4.215 |
|
| R2 |
4.961 |
4.961 |
4.150 |
|
| R1 |
4.490 |
4.490 |
4.085 |
4.371 |
| PP |
4.251 |
4.251 |
4.251 |
4.191 |
| S1 |
3.780 |
3.780 |
3.955 |
3.661 |
| S2 |
3.541 |
3.541 |
3.890 |
|
| S3 |
2.831 |
3.070 |
3.825 |
|
| S4 |
2.121 |
2.360 |
3.630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.720 |
3.905 |
0.815 |
20.5% |
0.232 |
5.8% |
9% |
False |
True |
7,372 |
| 10 |
4.721 |
3.905 |
0.816 |
20.5% |
0.232 |
5.8% |
9% |
False |
True |
6,164 |
| 20 |
4.721 |
3.905 |
0.816 |
20.5% |
0.195 |
4.9% |
9% |
False |
True |
6,523 |
| 40 |
5.280 |
3.905 |
1.375 |
34.6% |
0.195 |
4.9% |
5% |
False |
True |
5,590 |
| 60 |
6.521 |
3.905 |
2.616 |
65.7% |
0.203 |
5.1% |
3% |
False |
True |
4,445 |
| 80 |
6.521 |
3.905 |
2.616 |
65.7% |
0.199 |
5.0% |
3% |
False |
True |
3,670 |
| 100 |
7.670 |
3.905 |
3.765 |
94.6% |
0.207 |
5.2% |
2% |
False |
True |
3,160 |
| 120 |
7.708 |
3.905 |
3.803 |
95.6% |
0.204 |
5.1% |
2% |
False |
True |
2,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.640 |
|
2.618 |
4.412 |
|
1.618 |
4.272 |
|
1.000 |
4.185 |
|
0.618 |
4.132 |
|
HIGH |
4.045 |
|
0.618 |
3.992 |
|
0.500 |
3.975 |
|
0.382 |
3.958 |
|
LOW |
3.905 |
|
0.618 |
3.818 |
|
1.000 |
3.765 |
|
1.618 |
3.678 |
|
2.618 |
3.538 |
|
4.250 |
3.310 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.978 |
4.003 |
| PP |
3.976 |
3.995 |
| S1 |
3.975 |
3.987 |
|