NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.092 |
3.983 |
-0.109 |
-2.7% |
4.114 |
| High |
4.092 |
4.063 |
-0.029 |
-0.7% |
4.203 |
| Low |
3.954 |
3.947 |
-0.007 |
-0.2% |
4.012 |
| Close |
3.961 |
4.038 |
0.077 |
1.9% |
4.178 |
| Range |
0.138 |
0.116 |
-0.022 |
-15.9% |
0.191 |
| ATR |
0.188 |
0.183 |
-0.005 |
-2.7% |
0.000 |
| Volume |
2,831 |
5,916 |
3,085 |
109.0% |
15,331 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.364 |
4.317 |
4.102 |
|
| R3 |
4.248 |
4.201 |
4.070 |
|
| R2 |
4.132 |
4.132 |
4.059 |
|
| R1 |
4.085 |
4.085 |
4.049 |
4.109 |
| PP |
4.016 |
4.016 |
4.016 |
4.028 |
| S1 |
3.969 |
3.969 |
4.027 |
3.993 |
| S2 |
3.900 |
3.900 |
4.017 |
|
| S3 |
3.784 |
3.853 |
4.006 |
|
| S4 |
3.668 |
3.737 |
3.974 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.704 |
4.632 |
4.283 |
|
| R3 |
4.513 |
4.441 |
4.231 |
|
| R2 |
4.322 |
4.322 |
4.213 |
|
| R1 |
4.250 |
4.250 |
4.196 |
4.286 |
| PP |
4.131 |
4.131 |
4.131 |
4.149 |
| S1 |
4.059 |
4.059 |
4.160 |
4.095 |
| S2 |
3.940 |
3.940 |
4.143 |
|
| S3 |
3.749 |
3.868 |
4.125 |
|
| S4 |
3.558 |
3.677 |
4.073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.203 |
3.947 |
0.256 |
6.3% |
0.138 |
3.4% |
36% |
False |
True |
3,803 |
| 10 |
4.805 |
3.947 |
0.858 |
21.2% |
0.179 |
4.4% |
11% |
False |
True |
3,318 |
| 20 |
4.820 |
3.947 |
0.873 |
21.6% |
0.187 |
4.6% |
10% |
False |
True |
2,946 |
| 40 |
5.201 |
3.947 |
1.254 |
31.1% |
0.181 |
4.5% |
7% |
False |
True |
2,542 |
| 60 |
5.895 |
3.947 |
1.948 |
48.2% |
0.189 |
4.7% |
5% |
False |
True |
2,118 |
| 80 |
6.619 |
3.947 |
2.672 |
66.2% |
0.191 |
4.7% |
3% |
False |
True |
1,796 |
| 100 |
7.211 |
3.947 |
3.264 |
80.8% |
0.190 |
4.7% |
3% |
False |
True |
1,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.556 |
|
2.618 |
4.367 |
|
1.618 |
4.251 |
|
1.000 |
4.179 |
|
0.618 |
4.135 |
|
HIGH |
4.063 |
|
0.618 |
4.019 |
|
0.500 |
4.005 |
|
0.382 |
3.991 |
|
LOW |
3.947 |
|
0.618 |
3.875 |
|
1.000 |
3.831 |
|
1.618 |
3.759 |
|
2.618 |
3.643 |
|
4.250 |
3.454 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.027 |
4.072 |
| PP |
4.016 |
4.060 |
| S1 |
4.005 |
4.049 |
|