NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.069 |
4.107 |
0.038 |
0.9% |
4.015 |
| High |
4.105 |
4.107 |
0.002 |
0.0% |
4.207 |
| Low |
3.990 |
3.929 |
-0.061 |
-1.5% |
3.905 |
| Close |
4.073 |
4.001 |
-0.072 |
-1.8% |
4.073 |
| Range |
0.115 |
0.178 |
0.063 |
54.8% |
0.302 |
| ATR |
0.204 |
0.202 |
-0.002 |
-0.9% |
0.000 |
| Volume |
7,285 |
6,506 |
-779 |
-10.7% |
39,416 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.546 |
4.452 |
4.099 |
|
| R3 |
4.368 |
4.274 |
4.050 |
|
| R2 |
4.190 |
4.190 |
4.034 |
|
| R1 |
4.096 |
4.096 |
4.017 |
4.054 |
| PP |
4.012 |
4.012 |
4.012 |
3.992 |
| S1 |
3.918 |
3.918 |
3.985 |
3.876 |
| S2 |
3.834 |
3.834 |
3.968 |
|
| S3 |
3.656 |
3.740 |
3.952 |
|
| S4 |
3.478 |
3.562 |
3.903 |
|
|
| 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 |
7.5% |
0.179 |
4.5% |
32% |
False |
False |
7,617 |
| 10 |
4.721 |
3.905 |
0.816 |
20.4% |
0.203 |
5.1% |
12% |
False |
False |
6,853 |
| 20 |
4.721 |
3.905 |
0.816 |
20.4% |
0.196 |
4.9% |
12% |
False |
False |
6,513 |
| 40 |
5.280 |
3.905 |
1.375 |
34.4% |
0.194 |
4.8% |
7% |
False |
False |
5,865 |
| 60 |
5.977 |
3.905 |
2.072 |
51.8% |
0.197 |
4.9% |
5% |
False |
False |
4,733 |
| 80 |
6.521 |
3.905 |
2.616 |
65.4% |
0.200 |
5.0% |
4% |
False |
False |
3,898 |
| 100 |
7.440 |
3.905 |
3.535 |
88.4% |
0.206 |
5.2% |
3% |
False |
False |
3,357 |
| 120 |
7.708 |
3.905 |
3.803 |
95.1% |
0.206 |
5.1% |
3% |
False |
False |
2,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.864 |
|
2.618 |
4.573 |
|
1.618 |
4.395 |
|
1.000 |
4.285 |
|
0.618 |
4.217 |
|
HIGH |
4.107 |
|
0.618 |
4.039 |
|
0.500 |
4.018 |
|
0.382 |
3.997 |
|
LOW |
3.929 |
|
0.618 |
3.819 |
|
1.000 |
3.751 |
|
1.618 |
3.641 |
|
2.618 |
3.463 |
|
4.250 |
3.173 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.018 |
4.062 |
| PP |
4.012 |
4.042 |
| S1 |
4.007 |
4.021 |
|