NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.775 |
3.640 |
-0.135 |
-3.6% |
3.976 |
| High |
3.788 |
3.685 |
-0.103 |
-2.7% |
4.025 |
| Low |
3.640 |
3.519 |
-0.121 |
-3.3% |
3.519 |
| Close |
3.662 |
3.550 |
-0.112 |
-3.1% |
3.550 |
| Range |
0.148 |
0.166 |
0.018 |
12.2% |
0.506 |
| ATR |
0.171 |
0.171 |
0.000 |
-0.2% |
0.000 |
| Volume |
8,698 |
9,240 |
542 |
6.2% |
38,634 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.083 |
3.982 |
3.641 |
|
| R3 |
3.917 |
3.816 |
3.596 |
|
| R2 |
3.751 |
3.751 |
3.580 |
|
| R1 |
3.650 |
3.650 |
3.565 |
3.618 |
| PP |
3.585 |
3.585 |
3.585 |
3.568 |
| S1 |
3.484 |
3.484 |
3.535 |
3.452 |
| S2 |
3.419 |
3.419 |
3.520 |
|
| S3 |
3.253 |
3.318 |
3.504 |
|
| S4 |
3.087 |
3.152 |
3.459 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.216 |
4.889 |
3.828 |
|
| R3 |
4.710 |
4.383 |
3.689 |
|
| R2 |
4.204 |
4.204 |
3.643 |
|
| R1 |
3.877 |
3.877 |
3.596 |
3.788 |
| PP |
3.698 |
3.698 |
3.698 |
3.653 |
| S1 |
3.371 |
3.371 |
3.504 |
3.282 |
| S2 |
3.192 |
3.192 |
3.457 |
|
| S3 |
2.686 |
2.865 |
3.411 |
|
| S4 |
2.180 |
2.359 |
3.272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.025 |
3.519 |
0.506 |
14.3% |
0.143 |
4.0% |
6% |
False |
True |
7,726 |
| 10 |
4.070 |
3.519 |
0.551 |
15.5% |
0.152 |
4.3% |
6% |
False |
True |
10,650 |
| 20 |
4.295 |
3.519 |
0.776 |
21.9% |
0.163 |
4.6% |
4% |
False |
True |
10,021 |
| 40 |
4.721 |
3.519 |
1.202 |
33.9% |
0.185 |
5.2% |
3% |
False |
True |
7,960 |
| 60 |
5.280 |
3.519 |
1.761 |
49.6% |
0.190 |
5.4% |
2% |
False |
True |
6,779 |
| 80 |
6.521 |
3.519 |
3.002 |
84.6% |
0.196 |
5.5% |
1% |
False |
True |
5,494 |
| 100 |
6.892 |
3.519 |
3.373 |
95.0% |
0.193 |
5.4% |
1% |
False |
True |
4,664 |
| 120 |
7.708 |
3.519 |
4.189 |
118.0% |
0.202 |
5.7% |
1% |
False |
True |
4,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.391 |
|
2.618 |
4.120 |
|
1.618 |
3.954 |
|
1.000 |
3.851 |
|
0.618 |
3.788 |
|
HIGH |
3.685 |
|
0.618 |
3.622 |
|
0.500 |
3.602 |
|
0.382 |
3.582 |
|
LOW |
3.519 |
|
0.618 |
3.416 |
|
1.000 |
3.353 |
|
1.618 |
3.250 |
|
2.618 |
3.084 |
|
4.250 |
2.814 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.602 |
3.671 |
| PP |
3.585 |
3.630 |
| S1 |
3.567 |
3.590 |
|