NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.040 |
3.965 |
-0.075 |
-1.9% |
4.593 |
| High |
4.045 |
4.207 |
0.162 |
4.0% |
4.721 |
| Low |
3.905 |
3.917 |
0.012 |
0.3% |
4.011 |
| Close |
3.979 |
4.059 |
0.080 |
2.0% |
4.020 |
| Range |
0.140 |
0.290 |
0.150 |
107.1% |
0.710 |
| ATR |
0.204 |
0.211 |
0.006 |
3.0% |
0.000 |
| Volume |
8,939 |
8,113 |
-826 |
-9.2% |
28,827 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.931 |
4.785 |
4.219 |
|
| R3 |
4.641 |
4.495 |
4.139 |
|
| R2 |
4.351 |
4.351 |
4.112 |
|
| R1 |
4.205 |
4.205 |
4.086 |
4.278 |
| PP |
4.061 |
4.061 |
4.061 |
4.098 |
| S1 |
3.915 |
3.915 |
4.032 |
3.988 |
| S2 |
3.771 |
3.771 |
4.006 |
|
| S3 |
3.481 |
3.625 |
3.979 |
|
| S4 |
3.191 |
3.335 |
3.900 |
|
|
| 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 |
4.295 |
3.905 |
0.390 |
9.6% |
0.197 |
4.8% |
39% |
False |
False |
8,034 |
| 10 |
4.721 |
3.905 |
0.816 |
20.1% |
0.204 |
5.0% |
19% |
False |
False |
6,722 |
| 20 |
4.721 |
3.905 |
0.816 |
20.1% |
0.197 |
4.8% |
19% |
False |
False |
6,674 |
| 40 |
5.280 |
3.905 |
1.375 |
33.9% |
0.198 |
4.9% |
11% |
False |
False |
5,692 |
| 60 |
6.390 |
3.905 |
2.485 |
61.2% |
0.203 |
5.0% |
6% |
False |
False |
4,551 |
| 80 |
6.521 |
3.905 |
2.616 |
64.4% |
0.201 |
4.9% |
6% |
False |
False |
3,749 |
| 100 |
7.670 |
3.905 |
3.765 |
92.8% |
0.207 |
5.1% |
4% |
False |
False |
3,233 |
| 120 |
7.708 |
3.905 |
3.803 |
93.7% |
0.205 |
5.1% |
4% |
False |
False |
2,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.440 |
|
2.618 |
4.966 |
|
1.618 |
4.676 |
|
1.000 |
4.497 |
|
0.618 |
4.386 |
|
HIGH |
4.207 |
|
0.618 |
4.096 |
|
0.500 |
4.062 |
|
0.382 |
4.028 |
|
LOW |
3.917 |
|
0.618 |
3.738 |
|
1.000 |
3.627 |
|
1.618 |
3.448 |
|
2.618 |
3.158 |
|
4.250 |
2.685 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.062 |
4.058 |
| PP |
4.061 |
4.057 |
| S1 |
4.060 |
4.056 |
|