NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.700 |
3.600 |
-0.100 |
-2.7% |
4.116 |
| High |
3.775 |
3.674 |
-0.101 |
-2.7% |
4.116 |
| Low |
3.603 |
3.520 |
-0.083 |
-2.3% |
3.650 |
| Close |
3.666 |
3.638 |
-0.028 |
-0.8% |
3.683 |
| Range |
0.172 |
0.154 |
-0.018 |
-10.5% |
0.466 |
| ATR |
0.162 |
0.161 |
-0.001 |
-0.3% |
0.000 |
| Volume |
3,932 |
7,683 |
3,751 |
95.4% |
23,889 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
4.009 |
3.723 |
|
| R3 |
3.919 |
3.855 |
3.680 |
|
| R2 |
3.765 |
3.765 |
3.666 |
|
| R1 |
3.701 |
3.701 |
3.652 |
3.733 |
| PP |
3.611 |
3.611 |
3.611 |
3.627 |
| S1 |
3.547 |
3.547 |
3.624 |
3.579 |
| S2 |
3.457 |
3.457 |
3.610 |
|
| S3 |
3.303 |
3.393 |
3.596 |
|
| S4 |
3.149 |
3.239 |
3.553 |
|
|
| 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 |
3.820 |
3.520 |
0.300 |
8.2% |
0.152 |
4.2% |
39% |
False |
True |
4,611 |
| 10 |
4.196 |
3.520 |
0.676 |
18.6% |
0.142 |
3.9% |
17% |
False |
True |
4,397 |
| 20 |
4.233 |
3.520 |
0.713 |
19.6% |
0.146 |
4.0% |
17% |
False |
True |
3,999 |
| 40 |
4.820 |
3.520 |
1.300 |
35.7% |
0.168 |
4.6% |
9% |
False |
True |
3,411 |
| 60 |
5.350 |
3.520 |
1.830 |
50.3% |
0.176 |
4.8% |
6% |
False |
True |
2,861 |
| 80 |
6.619 |
3.520 |
3.099 |
85.2% |
0.185 |
5.1% |
4% |
False |
True |
2,406 |
| 100 |
6.619 |
3.520 |
3.099 |
85.2% |
0.184 |
5.1% |
4% |
False |
True |
2,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.329 |
|
2.618 |
4.077 |
|
1.618 |
3.923 |
|
1.000 |
3.828 |
|
0.618 |
3.769 |
|
HIGH |
3.674 |
|
0.618 |
3.615 |
|
0.500 |
3.597 |
|
0.382 |
3.579 |
|
LOW |
3.520 |
|
0.618 |
3.425 |
|
1.000 |
3.366 |
|
1.618 |
3.271 |
|
2.618 |
3.117 |
|
4.250 |
2.866 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.624 |
3.648 |
| PP |
3.611 |
3.644 |
| S1 |
3.597 |
3.641 |
|