NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.650 |
3.662 |
0.012 |
0.3% |
4.116 |
| High |
3.655 |
3.735 |
0.080 |
2.2% |
4.116 |
| Low |
3.540 |
3.588 |
0.048 |
1.4% |
3.650 |
| Close |
3.638 |
3.712 |
0.074 |
2.0% |
3.683 |
| Range |
0.115 |
0.147 |
0.032 |
27.8% |
0.466 |
| ATR |
0.162 |
0.161 |
-0.001 |
-0.7% |
0.000 |
| Volume |
2,276 |
2,748 |
472 |
20.7% |
23,889 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.119 |
4.063 |
3.793 |
|
| R3 |
3.972 |
3.916 |
3.752 |
|
| R2 |
3.825 |
3.825 |
3.739 |
|
| R1 |
3.769 |
3.769 |
3.725 |
3.797 |
| PP |
3.678 |
3.678 |
3.678 |
3.693 |
| S1 |
3.622 |
3.622 |
3.699 |
3.650 |
| S2 |
3.531 |
3.531 |
3.685 |
|
| S3 |
3.384 |
3.475 |
3.672 |
|
| S4 |
3.237 |
3.328 |
3.631 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.214 |
4.915 |
3.939 |
|
| R3 |
4.748 |
4.449 |
3.811 |
|
| R2 |
4.282 |
4.282 |
3.768 |
|
| R1 |
3.983 |
3.983 |
3.726 |
3.900 |
| PP |
3.816 |
3.816 |
3.816 |
3.775 |
| S1 |
3.517 |
3.517 |
3.640 |
3.434 |
| S2 |
3.350 |
3.350 |
3.598 |
|
| S3 |
2.884 |
3.051 |
3.555 |
|
| S4 |
2.418 |
2.585 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.925 |
3.540 |
0.385 |
10.4% |
0.120 |
3.2% |
45% |
False |
False |
4,057 |
| 10 |
4.196 |
3.540 |
0.656 |
17.7% |
0.136 |
3.7% |
26% |
False |
False |
3,825 |
| 20 |
4.233 |
3.540 |
0.693 |
18.7% |
0.145 |
3.9% |
25% |
False |
False |
3,675 |
| 40 |
4.820 |
3.540 |
1.280 |
34.5% |
0.168 |
4.5% |
13% |
False |
False |
3,237 |
| 60 |
5.350 |
3.540 |
1.810 |
48.8% |
0.179 |
4.8% |
10% |
False |
False |
2,719 |
| 80 |
6.619 |
3.540 |
3.079 |
82.9% |
0.189 |
5.1% |
6% |
False |
False |
2,277 |
| 100 |
6.837 |
3.540 |
3.297 |
88.8% |
0.185 |
5.0% |
5% |
False |
False |
1,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.360 |
|
2.618 |
4.120 |
|
1.618 |
3.973 |
|
1.000 |
3.882 |
|
0.618 |
3.826 |
|
HIGH |
3.735 |
|
0.618 |
3.679 |
|
0.500 |
3.662 |
|
0.382 |
3.644 |
|
LOW |
3.588 |
|
0.618 |
3.497 |
|
1.000 |
3.441 |
|
1.618 |
3.350 |
|
2.618 |
3.203 |
|
4.250 |
2.963 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.701 |
| PP |
3.678 |
3.691 |
| S1 |
3.662 |
3.680 |
|