NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.640 |
3.572 |
-0.068 |
-1.9% |
3.976 |
| High |
3.685 |
3.572 |
-0.113 |
-3.1% |
4.025 |
| Low |
3.519 |
3.409 |
-0.110 |
-3.1% |
3.519 |
| Close |
3.550 |
3.507 |
-0.043 |
-1.2% |
3.550 |
| Range |
0.166 |
0.163 |
-0.003 |
-1.8% |
0.506 |
| ATR |
0.171 |
0.170 |
-0.001 |
-0.3% |
0.000 |
| Volume |
9,240 |
7,592 |
-1,648 |
-17.8% |
38,634 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.985 |
3.909 |
3.597 |
|
| R3 |
3.822 |
3.746 |
3.552 |
|
| R2 |
3.659 |
3.659 |
3.537 |
|
| R1 |
3.583 |
3.583 |
3.522 |
3.540 |
| PP |
3.496 |
3.496 |
3.496 |
3.474 |
| S1 |
3.420 |
3.420 |
3.492 |
3.377 |
| S2 |
3.333 |
3.333 |
3.477 |
|
| S3 |
3.170 |
3.257 |
3.462 |
|
| S4 |
3.007 |
3.094 |
3.417 |
|
|
| 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 |
3.854 |
3.409 |
0.445 |
12.7% |
0.132 |
3.8% |
22% |
False |
True |
7,756 |
| 10 |
4.070 |
3.409 |
0.661 |
18.8% |
0.153 |
4.3% |
15% |
False |
True |
10,069 |
| 20 |
4.207 |
3.409 |
0.798 |
22.8% |
0.157 |
4.5% |
12% |
False |
True |
9,998 |
| 40 |
4.721 |
3.409 |
1.312 |
37.4% |
0.181 |
5.1% |
7% |
False |
True |
8,030 |
| 60 |
5.280 |
3.409 |
1.871 |
53.4% |
0.189 |
5.4% |
5% |
False |
True |
6,879 |
| 80 |
6.521 |
3.409 |
3.112 |
88.7% |
0.197 |
5.6% |
3% |
False |
True |
5,567 |
| 100 |
6.880 |
3.409 |
3.471 |
99.0% |
0.193 |
5.5% |
3% |
False |
True |
4,729 |
| 120 |
7.708 |
3.409 |
4.299 |
122.6% |
0.200 |
5.7% |
2% |
False |
True |
4,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.265 |
|
2.618 |
3.999 |
|
1.618 |
3.836 |
|
1.000 |
3.735 |
|
0.618 |
3.673 |
|
HIGH |
3.572 |
|
0.618 |
3.510 |
|
0.500 |
3.491 |
|
0.382 |
3.471 |
|
LOW |
3.409 |
|
0.618 |
3.308 |
|
1.000 |
3.246 |
|
1.618 |
3.145 |
|
2.618 |
2.982 |
|
4.250 |
2.716 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.502 |
3.599 |
| PP |
3.496 |
3.568 |
| S1 |
3.491 |
3.538 |
|