NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.953 |
3.861 |
-0.092 |
-2.3% |
4.107 |
| High |
4.036 |
3.958 |
-0.078 |
-1.9% |
4.107 |
| Low |
3.852 |
3.805 |
-0.047 |
-1.2% |
3.828 |
| Close |
3.907 |
3.933 |
0.026 |
0.7% |
3.907 |
| Range |
0.184 |
0.153 |
-0.031 |
-16.8% |
0.279 |
| ATR |
0.193 |
0.190 |
-0.003 |
-1.5% |
0.000 |
| Volume |
16,681 |
13,399 |
-3,282 |
-19.7% |
46,463 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.358 |
4.298 |
4.017 |
|
| R3 |
4.205 |
4.145 |
3.975 |
|
| R2 |
4.052 |
4.052 |
3.961 |
|
| R1 |
3.992 |
3.992 |
3.947 |
4.022 |
| PP |
3.899 |
3.899 |
3.899 |
3.914 |
| S1 |
3.839 |
3.839 |
3.919 |
3.869 |
| S2 |
3.746 |
3.746 |
3.905 |
|
| S3 |
3.593 |
3.686 |
3.891 |
|
| S4 |
3.440 |
3.533 |
3.849 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.784 |
4.625 |
4.060 |
|
| R3 |
4.505 |
4.346 |
3.984 |
|
| R2 |
4.226 |
4.226 |
3.958 |
|
| R1 |
4.067 |
4.067 |
3.933 |
4.007 |
| PP |
3.947 |
3.947 |
3.947 |
3.918 |
| S1 |
3.788 |
3.788 |
3.881 |
3.728 |
| S2 |
3.668 |
3.668 |
3.856 |
|
| S3 |
3.389 |
3.509 |
3.830 |
|
| S4 |
3.110 |
3.230 |
3.754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.107 |
3.805 |
0.302 |
7.7% |
0.158 |
4.0% |
42% |
False |
True |
11,972 |
| 10 |
4.207 |
3.805 |
0.402 |
10.2% |
0.161 |
4.1% |
32% |
False |
True |
9,927 |
| 20 |
4.721 |
3.805 |
0.916 |
23.3% |
0.197 |
5.0% |
14% |
False |
True |
7,374 |
| 40 |
4.865 |
3.805 |
1.060 |
27.0% |
0.184 |
4.7% |
12% |
False |
True |
6,873 |
| 60 |
5.366 |
3.805 |
1.561 |
39.7% |
0.191 |
4.9% |
8% |
False |
True |
5,461 |
| 80 |
6.521 |
3.805 |
2.716 |
69.1% |
0.200 |
5.1% |
5% |
False |
True |
4,474 |
| 100 |
7.121 |
3.805 |
3.316 |
84.3% |
0.201 |
5.1% |
4% |
False |
True |
3,842 |
| 120 |
7.708 |
3.805 |
3.903 |
99.2% |
0.206 |
5.2% |
3% |
False |
True |
3,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.608 |
|
2.618 |
4.359 |
|
1.618 |
4.206 |
|
1.000 |
4.111 |
|
0.618 |
4.053 |
|
HIGH |
3.958 |
|
0.618 |
3.900 |
|
0.500 |
3.882 |
|
0.382 |
3.863 |
|
LOW |
3.805 |
|
0.618 |
3.710 |
|
1.000 |
3.652 |
|
1.618 |
3.557 |
|
2.618 |
3.404 |
|
4.250 |
3.155 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.916 |
3.929 |
| PP |
3.899 |
3.925 |
| S1 |
3.882 |
3.921 |
|