NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.522 |
3.614 |
0.092 |
2.6% |
3.976 |
| High |
3.609 |
3.661 |
0.052 |
1.4% |
4.025 |
| Low |
3.452 |
3.479 |
0.027 |
0.8% |
3.519 |
| Close |
3.584 |
3.542 |
-0.042 |
-1.2% |
3.550 |
| Range |
0.157 |
0.182 |
0.025 |
15.9% |
0.506 |
| ATR |
0.169 |
0.170 |
0.001 |
0.5% |
0.000 |
| Volume |
9,649 |
14,089 |
4,440 |
46.0% |
38,634 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.107 |
4.006 |
3.642 |
|
| R3 |
3.925 |
3.824 |
3.592 |
|
| R2 |
3.743 |
3.743 |
3.575 |
|
| R1 |
3.642 |
3.642 |
3.559 |
3.602 |
| PP |
3.561 |
3.561 |
3.561 |
3.540 |
| S1 |
3.460 |
3.460 |
3.525 |
3.420 |
| S2 |
3.379 |
3.379 |
3.509 |
|
| S3 |
3.197 |
3.278 |
3.492 |
|
| S4 |
3.015 |
3.096 |
3.442 |
|
|
| 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 |
3.788 |
3.409 |
0.379 |
10.7% |
0.163 |
4.6% |
35% |
False |
False |
9,853 |
| 10 |
4.070 |
3.409 |
0.661 |
18.7% |
0.162 |
4.6% |
20% |
False |
False |
8,988 |
| 20 |
4.207 |
3.409 |
0.798 |
22.5% |
0.160 |
4.5% |
17% |
False |
False |
10,431 |
| 40 |
4.721 |
3.409 |
1.312 |
37.0% |
0.179 |
5.1% |
10% |
False |
False |
8,386 |
| 60 |
5.280 |
3.409 |
1.871 |
52.8% |
0.185 |
5.2% |
7% |
False |
False |
7,139 |
| 80 |
6.521 |
3.409 |
3.112 |
87.9% |
0.193 |
5.5% |
4% |
False |
False |
5,840 |
| 100 |
6.640 |
3.409 |
3.231 |
91.2% |
0.193 |
5.4% |
4% |
False |
False |
4,954 |
| 120 |
7.700 |
3.409 |
4.291 |
121.1% |
0.199 |
5.6% |
3% |
False |
False |
4,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.435 |
|
2.618 |
4.137 |
|
1.618 |
3.955 |
|
1.000 |
3.843 |
|
0.618 |
3.773 |
|
HIGH |
3.661 |
|
0.618 |
3.591 |
|
0.500 |
3.570 |
|
0.382 |
3.549 |
|
LOW |
3.479 |
|
0.618 |
3.367 |
|
1.000 |
3.297 |
|
1.618 |
3.185 |
|
2.618 |
3.003 |
|
4.250 |
2.706 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.570 |
3.540 |
| PP |
3.561 |
3.537 |
| S1 |
3.551 |
3.535 |
|