NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.260 |
4.248 |
-0.012 |
-0.3% |
4.185 |
| High |
4.260 |
4.248 |
-0.012 |
-0.3% |
4.263 |
| Low |
4.154 |
4.100 |
-0.054 |
-1.3% |
4.076 |
| Close |
4.240 |
4.172 |
-0.068 |
-1.6% |
4.240 |
| Range |
0.106 |
0.148 |
0.042 |
39.6% |
0.187 |
| ATR |
0.188 |
0.185 |
-0.003 |
-1.5% |
0.000 |
| Volume |
1,767 |
2,082 |
315 |
17.8% |
8,692 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.617 |
4.543 |
4.253 |
|
| R3 |
4.469 |
4.395 |
4.213 |
|
| R2 |
4.321 |
4.321 |
4.199 |
|
| R1 |
4.247 |
4.247 |
4.186 |
4.210 |
| PP |
4.173 |
4.173 |
4.173 |
4.155 |
| S1 |
4.099 |
4.099 |
4.158 |
4.062 |
| S2 |
4.025 |
4.025 |
4.145 |
|
| S3 |
3.877 |
3.951 |
4.131 |
|
| S4 |
3.729 |
3.803 |
4.091 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.754 |
4.684 |
4.343 |
|
| R3 |
4.567 |
4.497 |
4.291 |
|
| R2 |
4.380 |
4.380 |
4.274 |
|
| R1 |
4.310 |
4.310 |
4.257 |
4.345 |
| PP |
4.193 |
4.193 |
4.193 |
4.211 |
| S1 |
4.123 |
4.123 |
4.223 |
4.158 |
| S2 |
4.006 |
4.006 |
4.206 |
|
| S3 |
3.819 |
3.936 |
4.189 |
|
| S4 |
3.632 |
3.749 |
4.137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.263 |
4.076 |
0.187 |
4.5% |
0.138 |
3.3% |
51% |
False |
False |
1,694 |
| 10 |
4.858 |
4.076 |
0.782 |
18.7% |
0.168 |
4.0% |
12% |
False |
False |
1,657 |
| 20 |
4.860 |
4.076 |
0.784 |
18.8% |
0.183 |
4.4% |
12% |
False |
False |
1,848 |
| 40 |
5.392 |
4.076 |
1.316 |
31.5% |
0.179 |
4.3% |
7% |
False |
False |
1,695 |
| 60 |
6.128 |
4.076 |
2.052 |
49.2% |
0.183 |
4.4% |
5% |
False |
False |
1,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.877 |
|
2.618 |
4.635 |
|
1.618 |
4.487 |
|
1.000 |
4.396 |
|
0.618 |
4.339 |
|
HIGH |
4.248 |
|
0.618 |
4.191 |
|
0.500 |
4.174 |
|
0.382 |
4.157 |
|
LOW |
4.100 |
|
0.618 |
4.009 |
|
1.000 |
3.952 |
|
1.618 |
3.861 |
|
2.618 |
3.713 |
|
4.250 |
3.471 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.174 |
4.174 |
| PP |
4.173 |
4.173 |
| S1 |
4.173 |
4.173 |
|