NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.024 |
4.110 |
0.086 |
2.1% |
4.185 |
| High |
4.131 |
4.272 |
0.141 |
3.4% |
4.263 |
| Low |
4.024 |
4.040 |
0.016 |
0.4% |
4.076 |
| Close |
4.105 |
4.095 |
-0.010 |
-0.2% |
4.240 |
| Range |
0.107 |
0.232 |
0.125 |
116.8% |
0.187 |
| ATR |
0.178 |
0.181 |
0.004 |
2.2% |
0.000 |
| Volume |
3,963 |
3,014 |
-949 |
-23.9% |
8,692 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.832 |
4.695 |
4.223 |
|
| R3 |
4.600 |
4.463 |
4.159 |
|
| R2 |
4.368 |
4.368 |
4.138 |
|
| R1 |
4.231 |
4.231 |
4.116 |
4.184 |
| PP |
4.136 |
4.136 |
4.136 |
4.112 |
| S1 |
3.999 |
3.999 |
4.074 |
3.952 |
| S2 |
3.904 |
3.904 |
4.052 |
|
| S3 |
3.672 |
3.767 |
4.031 |
|
| S4 |
3.440 |
3.535 |
3.967 |
|
|
| 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 |
4.272 |
4.019 |
0.253 |
6.2% |
0.138 |
3.4% |
30% |
True |
False |
2,447 |
| 10 |
4.420 |
4.019 |
0.401 |
9.8% |
0.144 |
3.5% |
19% |
False |
False |
2,081 |
| 20 |
4.860 |
4.019 |
0.841 |
20.5% |
0.182 |
4.4% |
9% |
False |
False |
1,909 |
| 40 |
5.142 |
4.019 |
1.123 |
27.4% |
0.173 |
4.2% |
7% |
False |
False |
1,796 |
| 60 |
5.650 |
4.019 |
1.631 |
39.8% |
0.179 |
4.4% |
5% |
False |
False |
1,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.258 |
|
2.618 |
4.879 |
|
1.618 |
4.647 |
|
1.000 |
4.504 |
|
0.618 |
4.415 |
|
HIGH |
4.272 |
|
0.618 |
4.183 |
|
0.500 |
4.156 |
|
0.382 |
4.129 |
|
LOW |
4.040 |
|
0.618 |
3.897 |
|
1.000 |
3.808 |
|
1.618 |
3.665 |
|
2.618 |
3.433 |
|
4.250 |
3.054 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.156 |
4.146 |
| PP |
4.136 |
4.129 |
| S1 |
4.115 |
4.112 |
|