NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.116 |
3.970 |
-0.146 |
-3.5% |
3.965 |
| High |
4.116 |
3.970 |
-0.146 |
-3.5% |
4.196 |
| Low |
3.937 |
3.865 |
-0.072 |
-1.8% |
3.924 |
| Close |
3.953 |
3.913 |
-0.040 |
-1.0% |
4.143 |
| Range |
0.179 |
0.105 |
-0.074 |
-41.3% |
0.272 |
| ATR |
0.180 |
0.174 |
-0.005 |
-3.0% |
0.000 |
| Volume |
5,298 |
3,326 |
-1,972 |
-37.2% |
16,753 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.231 |
4.177 |
3.971 |
|
| R3 |
4.126 |
4.072 |
3.942 |
|
| R2 |
4.021 |
4.021 |
3.932 |
|
| R1 |
3.967 |
3.967 |
3.923 |
3.942 |
| PP |
3.916 |
3.916 |
3.916 |
3.903 |
| S1 |
3.862 |
3.862 |
3.903 |
3.837 |
| S2 |
3.811 |
3.811 |
3.894 |
|
| S3 |
3.706 |
3.757 |
3.884 |
|
| S4 |
3.601 |
3.652 |
3.855 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.904 |
4.795 |
4.293 |
|
| R3 |
4.632 |
4.523 |
4.218 |
|
| R2 |
4.360 |
4.360 |
4.193 |
|
| R1 |
4.251 |
4.251 |
4.168 |
4.306 |
| PP |
4.088 |
4.088 |
4.088 |
4.115 |
| S1 |
3.979 |
3.979 |
4.118 |
4.034 |
| S2 |
3.816 |
3.816 |
4.093 |
|
| S3 |
3.544 |
3.707 |
4.068 |
|
| S4 |
3.272 |
3.435 |
3.993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.196 |
3.865 |
0.331 |
8.5% |
0.152 |
3.9% |
15% |
False |
True |
3,592 |
| 10 |
4.233 |
3.865 |
0.368 |
9.4% |
0.155 |
4.0% |
13% |
False |
True |
3,782 |
| 20 |
4.820 |
3.865 |
0.955 |
24.4% |
0.170 |
4.4% |
5% |
False |
True |
3,363 |
| 40 |
4.820 |
3.865 |
0.955 |
24.4% |
0.180 |
4.6% |
5% |
False |
True |
2,980 |
| 60 |
5.350 |
3.865 |
1.485 |
38.0% |
0.184 |
4.7% |
3% |
False |
True |
2,482 |
| 80 |
6.619 |
3.865 |
2.754 |
70.4% |
0.191 |
4.9% |
2% |
False |
True |
2,075 |
| 100 |
7.153 |
3.865 |
3.288 |
84.0% |
0.189 |
4.8% |
1% |
False |
True |
1,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.416 |
|
2.618 |
4.245 |
|
1.618 |
4.140 |
|
1.000 |
4.075 |
|
0.618 |
4.035 |
|
HIGH |
3.970 |
|
0.618 |
3.930 |
|
0.500 |
3.918 |
|
0.382 |
3.905 |
|
LOW |
3.865 |
|
0.618 |
3.800 |
|
1.000 |
3.760 |
|
1.618 |
3.695 |
|
2.618 |
3.590 |
|
4.250 |
3.419 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.918 |
4.031 |
| PP |
3.916 |
3.991 |
| S1 |
3.915 |
3.952 |
|