NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.248 |
4.105 |
-0.143 |
-3.4% |
4.185 |
| High |
4.248 |
4.114 |
-0.134 |
-3.2% |
4.263 |
| Low |
4.100 |
4.019 |
-0.081 |
-2.0% |
4.076 |
| Close |
4.172 |
4.026 |
-0.146 |
-3.5% |
4.240 |
| Range |
0.148 |
0.095 |
-0.053 |
-35.8% |
0.187 |
| ATR |
0.185 |
0.183 |
-0.002 |
-1.2% |
0.000 |
| Volume |
2,082 |
1,413 |
-669 |
-32.1% |
8,692 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.338 |
4.277 |
4.078 |
|
| R3 |
4.243 |
4.182 |
4.052 |
|
| R2 |
4.148 |
4.148 |
4.043 |
|
| R1 |
4.087 |
4.087 |
4.035 |
4.070 |
| PP |
4.053 |
4.053 |
4.053 |
4.045 |
| S1 |
3.992 |
3.992 |
4.017 |
3.975 |
| S2 |
3.958 |
3.958 |
4.009 |
|
| S3 |
3.863 |
3.897 |
4.000 |
|
| S4 |
3.768 |
3.802 |
3.974 |
|
|
| 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 |
4.019 |
0.244 |
6.1% |
0.125 |
3.1% |
3% |
False |
True |
1,824 |
| 10 |
4.838 |
4.019 |
0.819 |
20.3% |
0.161 |
4.0% |
1% |
False |
True |
1,692 |
| 20 |
4.860 |
4.019 |
0.841 |
20.9% |
0.182 |
4.5% |
1% |
False |
True |
1,858 |
| 40 |
5.361 |
4.019 |
1.342 |
33.3% |
0.176 |
4.4% |
1% |
False |
True |
1,693 |
| 60 |
6.091 |
4.019 |
2.072 |
51.5% |
0.181 |
4.5% |
0% |
False |
True |
1,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.518 |
|
2.618 |
4.363 |
|
1.618 |
4.268 |
|
1.000 |
4.209 |
|
0.618 |
4.173 |
|
HIGH |
4.114 |
|
0.618 |
4.078 |
|
0.500 |
4.067 |
|
0.382 |
4.055 |
|
LOW |
4.019 |
|
0.618 |
3.960 |
|
1.000 |
3.924 |
|
1.618 |
3.865 |
|
2.618 |
3.770 |
|
4.250 |
3.615 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.067 |
4.140 |
| PP |
4.053 |
4.102 |
| S1 |
4.040 |
4.064 |
|