NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.572 |
3.522 |
-0.050 |
-1.4% |
3.976 |
| High |
3.572 |
3.609 |
0.037 |
1.0% |
4.025 |
| Low |
3.409 |
3.452 |
0.043 |
1.3% |
3.519 |
| Close |
3.507 |
3.584 |
0.077 |
2.2% |
3.550 |
| Range |
0.163 |
0.157 |
-0.006 |
-3.7% |
0.506 |
| ATR |
0.170 |
0.169 |
-0.001 |
-0.6% |
0.000 |
| Volume |
7,592 |
9,649 |
2,057 |
27.1% |
38,634 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.019 |
3.959 |
3.670 |
|
| R3 |
3.862 |
3.802 |
3.627 |
|
| R2 |
3.705 |
3.705 |
3.613 |
|
| R1 |
3.645 |
3.645 |
3.598 |
3.675 |
| PP |
3.548 |
3.548 |
3.548 |
3.564 |
| S1 |
3.488 |
3.488 |
3.570 |
3.518 |
| S2 |
3.391 |
3.391 |
3.555 |
|
| S3 |
3.234 |
3.331 |
3.541 |
|
| S4 |
3.077 |
3.174 |
3.498 |
|
|
| 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 |
3.822 |
3.409 |
0.413 |
11.5% |
0.140 |
3.9% |
42% |
False |
False |
8,662 |
| 10 |
4.070 |
3.409 |
0.661 |
18.4% |
0.156 |
4.4% |
26% |
False |
False |
9,487 |
| 20 |
4.207 |
3.409 |
0.798 |
22.3% |
0.160 |
4.5% |
22% |
False |
False |
10,089 |
| 40 |
4.721 |
3.409 |
1.312 |
36.6% |
0.178 |
5.0% |
13% |
False |
False |
8,154 |
| 60 |
5.280 |
3.409 |
1.871 |
52.2% |
0.188 |
5.2% |
9% |
False |
False |
6,972 |
| 80 |
6.521 |
3.409 |
3.112 |
86.8% |
0.195 |
5.5% |
6% |
False |
False |
5,675 |
| 100 |
6.750 |
3.409 |
3.341 |
93.2% |
0.192 |
5.4% |
5% |
False |
False |
4,821 |
| 120 |
7.708 |
3.409 |
4.299 |
119.9% |
0.200 |
5.6% |
4% |
False |
False |
4,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.276 |
|
2.618 |
4.020 |
|
1.618 |
3.863 |
|
1.000 |
3.766 |
|
0.618 |
3.706 |
|
HIGH |
3.609 |
|
0.618 |
3.549 |
|
0.500 |
3.531 |
|
0.382 |
3.512 |
|
LOW |
3.452 |
|
0.618 |
3.355 |
|
1.000 |
3.295 |
|
1.618 |
3.198 |
|
2.618 |
3.041 |
|
4.250 |
2.785 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.566 |
3.572 |
| PP |
3.548 |
3.559 |
| S1 |
3.531 |
3.547 |
|