NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.020 |
4.000 |
-0.020 |
-0.5% |
4.107 |
| High |
4.040 |
4.001 |
-0.039 |
-1.0% |
4.107 |
| Low |
3.919 |
3.836 |
-0.083 |
-2.1% |
3.828 |
| Close |
3.990 |
3.892 |
-0.098 |
-2.5% |
3.907 |
| Range |
0.121 |
0.165 |
0.044 |
36.4% |
0.279 |
| ATR |
0.180 |
0.179 |
-0.001 |
-0.6% |
0.000 |
| Volume |
19,083 |
9,733 |
-9,350 |
-49.0% |
46,463 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.405 |
4.313 |
3.983 |
|
| R3 |
4.240 |
4.148 |
3.937 |
|
| R2 |
4.075 |
4.075 |
3.922 |
|
| R1 |
3.983 |
3.983 |
3.907 |
3.947 |
| PP |
3.910 |
3.910 |
3.910 |
3.891 |
| S1 |
3.818 |
3.818 |
3.877 |
3.782 |
| S2 |
3.745 |
3.745 |
3.862 |
|
| S3 |
3.580 |
3.653 |
3.847 |
|
| S4 |
3.415 |
3.488 |
3.801 |
|
|
| 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 |
4.040 |
3.805 |
0.235 |
6.0% |
0.149 |
3.8% |
37% |
False |
False |
14,872 |
| 10 |
4.207 |
3.805 |
0.402 |
10.3% |
0.161 |
4.1% |
22% |
False |
False |
11,954 |
| 20 |
4.721 |
3.805 |
0.916 |
23.5% |
0.196 |
5.0% |
9% |
False |
False |
9,059 |
| 40 |
4.721 |
3.805 |
0.916 |
23.5% |
0.184 |
4.7% |
9% |
False |
False |
7,761 |
| 60 |
5.280 |
3.805 |
1.475 |
37.9% |
0.192 |
4.9% |
6% |
False |
False |
6,133 |
| 80 |
6.521 |
3.805 |
2.716 |
69.8% |
0.200 |
5.1% |
3% |
False |
False |
4,982 |
| 100 |
7.106 |
3.805 |
3.301 |
84.8% |
0.200 |
5.1% |
3% |
False |
False |
4,255 |
| 120 |
7.708 |
3.805 |
3.903 |
100.3% |
0.204 |
5.2% |
2% |
False |
False |
3,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.702 |
|
2.618 |
4.433 |
|
1.618 |
4.268 |
|
1.000 |
4.166 |
|
0.618 |
4.103 |
|
HIGH |
4.001 |
|
0.618 |
3.938 |
|
0.500 |
3.919 |
|
0.382 |
3.899 |
|
LOW |
3.836 |
|
0.618 |
3.734 |
|
1.000 |
3.671 |
|
1.618 |
3.569 |
|
2.618 |
3.404 |
|
4.250 |
3.135 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.919 |
3.938 |
| PP |
3.910 |
3.923 |
| S1 |
3.901 |
3.907 |
|