NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.614 |
3.470 |
-0.144 |
-4.0% |
3.976 |
| High |
3.661 |
3.550 |
-0.111 |
-3.0% |
4.025 |
| Low |
3.479 |
3.395 |
-0.084 |
-2.4% |
3.519 |
| Close |
3.542 |
3.515 |
-0.027 |
-0.8% |
3.550 |
| Range |
0.182 |
0.155 |
-0.027 |
-14.8% |
0.506 |
| ATR |
0.170 |
0.169 |
-0.001 |
-0.6% |
0.000 |
| Volume |
14,089 |
15,406 |
1,317 |
9.3% |
38,634 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.952 |
3.888 |
3.600 |
|
| R3 |
3.797 |
3.733 |
3.558 |
|
| R2 |
3.642 |
3.642 |
3.543 |
|
| R1 |
3.578 |
3.578 |
3.529 |
3.610 |
| PP |
3.487 |
3.487 |
3.487 |
3.503 |
| S1 |
3.423 |
3.423 |
3.501 |
3.455 |
| S2 |
3.332 |
3.332 |
3.487 |
|
| S3 |
3.177 |
3.268 |
3.472 |
|
| S4 |
3.022 |
3.113 |
3.430 |
|
|
| 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 |
3.685 |
3.395 |
0.290 |
8.3% |
0.165 |
4.7% |
41% |
False |
True |
11,195 |
| 10 |
4.070 |
3.395 |
0.675 |
19.2% |
0.161 |
4.6% |
18% |
False |
True |
9,555 |
| 20 |
4.207 |
3.395 |
0.812 |
23.1% |
0.161 |
4.6% |
15% |
False |
True |
10,755 |
| 40 |
4.721 |
3.395 |
1.326 |
37.7% |
0.178 |
5.1% |
9% |
False |
True |
8,639 |
| 60 |
5.280 |
3.395 |
1.885 |
53.6% |
0.183 |
5.2% |
6% |
False |
True |
7,312 |
| 80 |
6.521 |
3.395 |
3.126 |
88.9% |
0.192 |
5.5% |
4% |
False |
True |
6,022 |
| 100 |
6.521 |
3.395 |
3.126 |
88.9% |
0.192 |
5.4% |
4% |
False |
True |
5,087 |
| 120 |
7.670 |
3.395 |
4.275 |
121.6% |
0.199 |
5.7% |
3% |
False |
True |
4,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.209 |
|
2.618 |
3.956 |
|
1.618 |
3.801 |
|
1.000 |
3.705 |
|
0.618 |
3.646 |
|
HIGH |
3.550 |
|
0.618 |
3.491 |
|
0.500 |
3.473 |
|
0.382 |
3.454 |
|
LOW |
3.395 |
|
0.618 |
3.299 |
|
1.000 |
3.240 |
|
1.618 |
3.144 |
|
2.618 |
2.989 |
|
4.250 |
2.736 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.501 |
3.528 |
| PP |
3.487 |
3.524 |
| S1 |
3.473 |
3.519 |
|