NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.965 |
4.069 |
0.104 |
2.6% |
4.015 |
| High |
4.207 |
4.105 |
-0.102 |
-2.4% |
4.207 |
| Low |
3.917 |
3.990 |
0.073 |
1.9% |
3.905 |
| Close |
4.059 |
4.073 |
0.014 |
0.3% |
4.073 |
| Range |
0.290 |
0.115 |
-0.175 |
-60.3% |
0.302 |
| ATR |
0.211 |
0.204 |
-0.007 |
-3.2% |
0.000 |
| Volume |
8,113 |
7,285 |
-828 |
-10.2% |
39,416 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.401 |
4.352 |
4.136 |
|
| R3 |
4.286 |
4.237 |
4.105 |
|
| R2 |
4.171 |
4.171 |
4.094 |
|
| R1 |
4.122 |
4.122 |
4.084 |
4.147 |
| PP |
4.056 |
4.056 |
4.056 |
4.068 |
| S1 |
4.007 |
4.007 |
4.062 |
4.032 |
| S2 |
3.941 |
3.941 |
4.052 |
|
| S3 |
3.826 |
3.892 |
4.041 |
|
| S4 |
3.711 |
3.777 |
4.010 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.968 |
4.822 |
4.239 |
|
| R3 |
4.666 |
4.520 |
4.156 |
|
| R2 |
4.364 |
4.364 |
4.128 |
|
| R1 |
4.218 |
4.218 |
4.101 |
4.291 |
| PP |
4.062 |
4.062 |
4.062 |
4.098 |
| S1 |
3.916 |
3.916 |
4.045 |
3.989 |
| S2 |
3.760 |
3.760 |
4.018 |
|
| S3 |
3.458 |
3.614 |
3.990 |
|
| S4 |
3.156 |
3.312 |
3.907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.207 |
3.905 |
0.302 |
7.4% |
0.163 |
4.0% |
56% |
False |
False |
7,883 |
| 10 |
4.721 |
3.905 |
0.816 |
20.0% |
0.194 |
4.8% |
21% |
False |
False |
6,824 |
| 20 |
4.721 |
3.905 |
0.816 |
20.0% |
0.194 |
4.8% |
21% |
False |
False |
6,661 |
| 40 |
5.280 |
3.905 |
1.375 |
33.8% |
0.196 |
4.8% |
12% |
False |
False |
5,804 |
| 60 |
6.295 |
3.905 |
2.390 |
58.7% |
0.201 |
4.9% |
7% |
False |
False |
4,652 |
| 80 |
6.521 |
3.905 |
2.616 |
64.2% |
0.200 |
4.9% |
6% |
False |
False |
3,826 |
| 100 |
7.670 |
3.905 |
3.765 |
92.4% |
0.207 |
5.1% |
4% |
False |
False |
3,295 |
| 120 |
7.708 |
3.905 |
3.803 |
93.4% |
0.205 |
5.0% |
4% |
False |
False |
2,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.594 |
|
2.618 |
4.406 |
|
1.618 |
4.291 |
|
1.000 |
4.220 |
|
0.618 |
4.176 |
|
HIGH |
4.105 |
|
0.618 |
4.061 |
|
0.500 |
4.048 |
|
0.382 |
4.034 |
|
LOW |
3.990 |
|
0.618 |
3.919 |
|
1.000 |
3.875 |
|
1.618 |
3.804 |
|
2.618 |
3.689 |
|
4.250 |
3.501 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.065 |
4.067 |
| PP |
4.056 |
4.062 |
| S1 |
4.048 |
4.056 |
|