NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.925 |
3.897 |
-0.028 |
-0.7% |
3.965 |
| High |
3.925 |
3.897 |
-0.028 |
-0.7% |
4.196 |
| Low |
3.880 |
3.774 |
-0.106 |
-2.7% |
3.924 |
| Close |
3.914 |
3.793 |
-0.121 |
-3.1% |
4.143 |
| Range |
0.045 |
0.123 |
0.078 |
173.3% |
0.272 |
| ATR |
0.165 |
0.163 |
-0.002 |
-1.1% |
0.000 |
| Volume |
4,143 |
4,703 |
560 |
13.5% |
16,753 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.190 |
4.115 |
3.861 |
|
| R3 |
4.067 |
3.992 |
3.827 |
|
| R2 |
3.944 |
3.944 |
3.816 |
|
| R1 |
3.869 |
3.869 |
3.804 |
3.845 |
| PP |
3.821 |
3.821 |
3.821 |
3.810 |
| S1 |
3.746 |
3.746 |
3.782 |
3.722 |
| S2 |
3.698 |
3.698 |
3.770 |
|
| S3 |
3.575 |
3.623 |
3.759 |
|
| S4 |
3.452 |
3.500 |
3.725 |
|
|
| 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 |
3.774 |
0.422 |
11.1% |
0.132 |
3.5% |
5% |
False |
True |
4,184 |
| 10 |
4.233 |
3.774 |
0.459 |
12.1% |
0.147 |
3.9% |
4% |
False |
True |
3,792 |
| 20 |
4.805 |
3.774 |
1.031 |
27.2% |
0.163 |
4.3% |
2% |
False |
True |
3,555 |
| 40 |
4.820 |
3.774 |
1.046 |
27.6% |
0.175 |
4.6% |
2% |
False |
True |
3,133 |
| 60 |
5.350 |
3.774 |
1.576 |
41.6% |
0.182 |
4.8% |
1% |
False |
True |
2,605 |
| 80 |
6.619 |
3.774 |
2.845 |
75.0% |
0.189 |
5.0% |
1% |
False |
True |
2,173 |
| 100 |
6.987 |
3.774 |
3.213 |
84.7% |
0.185 |
4.9% |
1% |
False |
True |
1,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.420 |
|
2.618 |
4.219 |
|
1.618 |
4.096 |
|
1.000 |
4.020 |
|
0.618 |
3.973 |
|
HIGH |
3.897 |
|
0.618 |
3.850 |
|
0.500 |
3.836 |
|
0.382 |
3.821 |
|
LOW |
3.774 |
|
0.618 |
3.698 |
|
1.000 |
3.651 |
|
1.618 |
3.575 |
|
2.618 |
3.452 |
|
4.250 |
3.251 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.836 |
3.872 |
| PP |
3.821 |
3.846 |
| S1 |
3.807 |
3.819 |
|