NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.662 |
3.700 |
0.038 |
1.0% |
4.116 |
| High |
3.735 |
3.775 |
0.040 |
1.1% |
4.116 |
| Low |
3.588 |
3.603 |
0.015 |
0.4% |
3.650 |
| Close |
3.712 |
3.666 |
-0.046 |
-1.2% |
3.683 |
| Range |
0.147 |
0.172 |
0.025 |
17.0% |
0.466 |
| ATR |
0.161 |
0.162 |
0.001 |
0.5% |
0.000 |
| Volume |
2,748 |
3,932 |
1,184 |
43.1% |
23,889 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.104 |
3.761 |
|
| R3 |
4.025 |
3.932 |
3.713 |
|
| R2 |
3.853 |
3.853 |
3.698 |
|
| R1 |
3.760 |
3.760 |
3.682 |
3.721 |
| PP |
3.681 |
3.681 |
3.681 |
3.662 |
| S1 |
3.588 |
3.588 |
3.650 |
3.549 |
| S2 |
3.509 |
3.509 |
3.634 |
|
| S3 |
3.337 |
3.416 |
3.619 |
|
| S4 |
3.165 |
3.244 |
3.571 |
|
|
| 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 |
3.897 |
3.540 |
0.357 |
9.7% |
0.145 |
4.0% |
35% |
False |
False |
4,015 |
| 10 |
4.196 |
3.540 |
0.656 |
17.9% |
0.143 |
3.9% |
19% |
False |
False |
3,874 |
| 20 |
4.233 |
3.540 |
0.693 |
18.9% |
0.146 |
4.0% |
18% |
False |
False |
3,809 |
| 40 |
4.820 |
3.540 |
1.280 |
34.9% |
0.169 |
4.6% |
10% |
False |
False |
3,292 |
| 60 |
5.350 |
3.540 |
1.810 |
49.4% |
0.177 |
4.8% |
7% |
False |
False |
2,761 |
| 80 |
6.619 |
3.540 |
3.079 |
84.0% |
0.186 |
5.1% |
4% |
False |
False |
2,317 |
| 100 |
6.760 |
3.540 |
3.220 |
87.8% |
0.185 |
5.1% |
4% |
False |
False |
2,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.506 |
|
2.618 |
4.225 |
|
1.618 |
4.053 |
|
1.000 |
3.947 |
|
0.618 |
3.881 |
|
HIGH |
3.775 |
|
0.618 |
3.709 |
|
0.500 |
3.689 |
|
0.382 |
3.669 |
|
LOW |
3.603 |
|
0.618 |
3.497 |
|
1.000 |
3.431 |
|
1.618 |
3.325 |
|
2.618 |
3.153 |
|
4.250 |
2.872 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.689 |
3.663 |
| PP |
3.681 |
3.660 |
| S1 |
3.674 |
3.658 |
|