NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.869 |
3.953 |
0.084 |
2.2% |
4.015 |
| High |
3.946 |
4.036 |
0.090 |
2.3% |
4.207 |
| Low |
3.828 |
3.852 |
0.024 |
0.6% |
3.905 |
| Close |
3.923 |
3.907 |
-0.016 |
-0.4% |
4.073 |
| Range |
0.118 |
0.184 |
0.066 |
55.9% |
0.302 |
| ATR |
0.193 |
0.193 |
-0.001 |
-0.3% |
0.000 |
| Volume |
16,409 |
16,681 |
272 |
1.7% |
39,416 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.484 |
4.379 |
4.008 |
|
| R3 |
4.300 |
4.195 |
3.958 |
|
| R2 |
4.116 |
4.116 |
3.941 |
|
| R1 |
4.011 |
4.011 |
3.924 |
3.972 |
| PP |
3.932 |
3.932 |
3.932 |
3.912 |
| S1 |
3.827 |
3.827 |
3.890 |
3.788 |
| S2 |
3.748 |
3.748 |
3.873 |
|
| S3 |
3.564 |
3.643 |
3.856 |
|
| S4 |
3.380 |
3.459 |
3.806 |
|
|
| 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 |
4.107 |
3.828 |
0.279 |
7.1% |
0.151 |
3.9% |
28% |
False |
False |
10,749 |
| 10 |
4.295 |
3.828 |
0.467 |
12.0% |
0.174 |
4.4% |
17% |
False |
False |
9,391 |
| 20 |
4.721 |
3.828 |
0.893 |
22.9% |
0.196 |
5.0% |
9% |
False |
False |
7,155 |
| 40 |
5.032 |
3.828 |
1.204 |
30.8% |
0.186 |
4.8% |
7% |
False |
False |
6,618 |
| 60 |
5.600 |
3.828 |
1.772 |
45.4% |
0.193 |
4.9% |
4% |
False |
False |
5,308 |
| 80 |
6.521 |
3.828 |
2.693 |
68.9% |
0.200 |
5.1% |
3% |
False |
False |
4,313 |
| 100 |
7.121 |
3.828 |
3.293 |
84.3% |
0.202 |
5.2% |
2% |
False |
False |
3,728 |
| 120 |
7.708 |
3.828 |
3.880 |
99.3% |
0.206 |
5.3% |
2% |
False |
False |
3,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.818 |
|
2.618 |
4.518 |
|
1.618 |
4.334 |
|
1.000 |
4.220 |
|
0.618 |
4.150 |
|
HIGH |
4.036 |
|
0.618 |
3.966 |
|
0.500 |
3.944 |
|
0.382 |
3.922 |
|
LOW |
3.852 |
|
0.618 |
3.738 |
|
1.000 |
3.668 |
|
1.618 |
3.554 |
|
2.618 |
3.370 |
|
4.250 |
3.070 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.944 |
3.932 |
| PP |
3.932 |
3.924 |
| S1 |
3.919 |
3.915 |
|