NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.976 |
3.849 |
-0.127 |
-3.2% |
3.861 |
| High |
4.025 |
3.854 |
-0.171 |
-4.2% |
4.070 |
| Low |
3.810 |
3.736 |
-0.074 |
-1.9% |
3.805 |
| Close |
3.826 |
3.787 |
-0.039 |
-1.0% |
4.017 |
| Range |
0.215 |
0.118 |
-0.097 |
-45.1% |
0.265 |
| ATR |
0.186 |
0.181 |
-0.005 |
-2.6% |
0.000 |
| Volume |
7,444 |
5,119 |
-2,325 |
-31.2% |
67,870 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.146 |
4.085 |
3.852 |
|
| R3 |
4.028 |
3.967 |
3.819 |
|
| R2 |
3.910 |
3.910 |
3.809 |
|
| R1 |
3.849 |
3.849 |
3.798 |
3.821 |
| PP |
3.792 |
3.792 |
3.792 |
3.778 |
| S1 |
3.731 |
3.731 |
3.776 |
3.703 |
| S2 |
3.674 |
3.674 |
3.765 |
|
| S3 |
3.556 |
3.613 |
3.755 |
|
| S4 |
3.438 |
3.495 |
3.722 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.759 |
4.653 |
4.163 |
|
| R3 |
4.494 |
4.388 |
4.090 |
|
| R2 |
4.229 |
4.229 |
4.066 |
|
| R1 |
4.123 |
4.123 |
4.041 |
4.176 |
| PP |
3.964 |
3.964 |
3.964 |
3.991 |
| S1 |
3.858 |
3.858 |
3.993 |
3.911 |
| S2 |
3.699 |
3.699 |
3.968 |
|
| S3 |
3.434 |
3.593 |
3.944 |
|
| S4 |
3.169 |
3.328 |
3.871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.070 |
3.736 |
0.334 |
8.8% |
0.172 |
4.5% |
15% |
False |
True |
10,313 |
| 10 |
4.070 |
3.736 |
0.334 |
8.8% |
0.160 |
4.2% |
15% |
False |
True |
12,039 |
| 20 |
4.721 |
3.736 |
0.985 |
26.0% |
0.181 |
4.8% |
5% |
False |
True |
9,446 |
| 40 |
4.721 |
3.736 |
0.985 |
26.0% |
0.187 |
4.9% |
5% |
False |
True |
8,005 |
| 60 |
5.280 |
3.736 |
1.544 |
40.8% |
0.192 |
5.1% |
3% |
False |
True |
6,428 |
| 80 |
6.521 |
3.736 |
2.785 |
73.5% |
0.197 |
5.2% |
2% |
False |
True |
5,207 |
| 100 |
7.106 |
3.736 |
3.370 |
89.0% |
0.199 |
5.3% |
2% |
False |
True |
4,442 |
| 120 |
7.708 |
3.736 |
3.972 |
104.9% |
0.204 |
5.4% |
1% |
False |
True |
3,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.356 |
|
2.618 |
4.163 |
|
1.618 |
4.045 |
|
1.000 |
3.972 |
|
0.618 |
3.927 |
|
HIGH |
3.854 |
|
0.618 |
3.809 |
|
0.500 |
3.795 |
|
0.382 |
3.781 |
|
LOW |
3.736 |
|
0.618 |
3.663 |
|
1.000 |
3.618 |
|
1.618 |
3.545 |
|
2.618 |
3.427 |
|
4.250 |
3.235 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.795 |
3.903 |
| PP |
3.792 |
3.864 |
| S1 |
3.790 |
3.826 |
|