NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.020 |
4.141 |
0.121 |
3.0% |
4.196 |
| High |
4.141 |
4.149 |
0.008 |
0.2% |
4.233 |
| Low |
4.013 |
4.044 |
0.031 |
0.8% |
3.947 |
| Close |
4.118 |
4.112 |
-0.006 |
-0.1% |
4.024 |
| Range |
0.128 |
0.105 |
-0.023 |
-18.0% |
0.286 |
| ATR |
0.182 |
0.176 |
-0.005 |
-3.0% |
0.000 |
| Volume |
3,989 |
3,439 |
-550 |
-13.8% |
15,882 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.417 |
4.369 |
4.170 |
|
| R3 |
4.312 |
4.264 |
4.141 |
|
| R2 |
4.207 |
4.207 |
4.131 |
|
| R1 |
4.159 |
4.159 |
4.122 |
4.131 |
| PP |
4.102 |
4.102 |
4.102 |
4.087 |
| S1 |
4.054 |
4.054 |
4.102 |
4.026 |
| S2 |
3.997 |
3.997 |
4.093 |
|
| S3 |
3.892 |
3.949 |
4.083 |
|
| S4 |
3.787 |
3.844 |
4.054 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.926 |
4.761 |
4.181 |
|
| R3 |
4.640 |
4.475 |
4.103 |
|
| R2 |
4.354 |
4.354 |
4.076 |
|
| R1 |
4.189 |
4.189 |
4.050 |
4.129 |
| PP |
4.068 |
4.068 |
4.068 |
4.038 |
| S1 |
3.903 |
3.903 |
3.998 |
3.843 |
| S2 |
3.782 |
3.782 |
3.972 |
|
| S3 |
3.496 |
3.617 |
3.945 |
|
| S4 |
3.210 |
3.331 |
3.867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.233 |
3.924 |
0.309 |
7.5% |
0.152 |
3.7% |
61% |
False |
False |
4,093 |
| 10 |
4.233 |
3.924 |
0.309 |
7.5% |
0.149 |
3.6% |
61% |
False |
False |
3,744 |
| 20 |
4.820 |
3.924 |
0.896 |
21.8% |
0.189 |
4.6% |
21% |
False |
False |
3,150 |
| 40 |
4.820 |
3.924 |
0.896 |
21.8% |
0.177 |
4.3% |
21% |
False |
False |
2,766 |
| 60 |
5.350 |
3.924 |
1.426 |
34.7% |
0.186 |
4.5% |
13% |
False |
False |
2,288 |
| 80 |
6.619 |
3.924 |
2.695 |
65.5% |
0.193 |
4.7% |
7% |
False |
False |
1,936 |
| 100 |
7.211 |
3.924 |
3.287 |
79.9% |
0.189 |
4.6% |
6% |
False |
False |
1,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.595 |
|
2.618 |
4.424 |
|
1.618 |
4.319 |
|
1.000 |
4.254 |
|
0.618 |
4.214 |
|
HIGH |
4.149 |
|
0.618 |
4.109 |
|
0.500 |
4.097 |
|
0.382 |
4.084 |
|
LOW |
4.044 |
|
0.618 |
3.979 |
|
1.000 |
3.939 |
|
1.618 |
3.874 |
|
2.618 |
3.769 |
|
4.250 |
3.598 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.107 |
4.087 |
| PP |
4.102 |
4.062 |
| S1 |
4.097 |
4.037 |
|