NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.016 |
3.999 |
-0.017 |
-0.4% |
4.029 |
| High |
4.016 |
4.003 |
-0.013 |
-0.3% |
4.266 |
| Low |
3.940 |
3.959 |
0.019 |
0.5% |
3.996 |
| Close |
3.990 |
3.991 |
0.001 |
0.0% |
4.213 |
| Range |
0.076 |
0.044 |
-0.032 |
-42.1% |
0.270 |
| ATR |
0.166 |
0.157 |
-0.009 |
-5.2% |
0.000 |
| Volume |
2,426 |
3,351 |
925 |
38.1% |
13,248 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.116 |
4.098 |
4.015 |
|
| R3 |
4.072 |
4.054 |
4.003 |
|
| R2 |
4.028 |
4.028 |
3.999 |
|
| R1 |
4.010 |
4.010 |
3.995 |
3.997 |
| PP |
3.984 |
3.984 |
3.984 |
3.978 |
| S1 |
3.966 |
3.966 |
3.987 |
3.953 |
| S2 |
3.940 |
3.940 |
3.983 |
|
| S3 |
3.896 |
3.922 |
3.979 |
|
| S4 |
3.852 |
3.878 |
3.967 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.968 |
4.861 |
4.362 |
|
| R3 |
4.698 |
4.591 |
4.287 |
|
| R2 |
4.428 |
4.428 |
4.263 |
|
| R1 |
4.321 |
4.321 |
4.238 |
4.375 |
| PP |
4.158 |
4.158 |
4.158 |
4.185 |
| S1 |
4.051 |
4.051 |
4.188 |
4.105 |
| S2 |
3.888 |
3.888 |
4.164 |
|
| S3 |
3.618 |
3.781 |
4.139 |
|
| S4 |
3.348 |
3.511 |
4.065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.266 |
3.940 |
0.326 |
8.2% |
0.103 |
2.6% |
16% |
False |
False |
2,572 |
| 10 |
4.272 |
3.940 |
0.332 |
8.3% |
0.122 |
3.1% |
15% |
False |
False |
2,826 |
| 20 |
4.838 |
3.940 |
0.898 |
22.5% |
0.142 |
3.5% |
6% |
False |
False |
2,259 |
| 40 |
4.860 |
3.940 |
0.920 |
23.1% |
0.166 |
4.2% |
6% |
False |
False |
2,084 |
| 60 |
5.392 |
3.940 |
1.452 |
36.4% |
0.171 |
4.3% |
4% |
False |
False |
1,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.190 |
|
2.618 |
4.118 |
|
1.618 |
4.074 |
|
1.000 |
4.047 |
|
0.618 |
4.030 |
|
HIGH |
4.003 |
|
0.618 |
3.986 |
|
0.500 |
3.981 |
|
0.382 |
3.976 |
|
LOW |
3.959 |
|
0.618 |
3.932 |
|
1.000 |
3.915 |
|
1.618 |
3.888 |
|
2.618 |
3.844 |
|
4.250 |
3.772 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.988 |
4.023 |
| PP |
3.984 |
4.012 |
| S1 |
3.981 |
4.002 |
|