NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.999 |
3.953 |
-0.046 |
-1.2% |
4.029 |
| High |
4.003 |
3.953 |
-0.050 |
-1.2% |
4.266 |
| Low |
3.959 |
3.853 |
-0.106 |
-2.7% |
3.996 |
| Close |
3.991 |
3.873 |
-0.118 |
-3.0% |
4.213 |
| Range |
0.044 |
0.100 |
0.056 |
127.3% |
0.270 |
| ATR |
0.157 |
0.156 |
-0.001 |
-0.9% |
0.000 |
| Volume |
3,351 |
3,178 |
-173 |
-5.2% |
13,248 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.193 |
4.133 |
3.928 |
|
| R3 |
4.093 |
4.033 |
3.901 |
|
| R2 |
3.993 |
3.993 |
3.891 |
|
| R1 |
3.933 |
3.933 |
3.882 |
3.913 |
| PP |
3.893 |
3.893 |
3.893 |
3.883 |
| S1 |
3.833 |
3.833 |
3.864 |
3.813 |
| S2 |
3.793 |
3.793 |
3.855 |
|
| S3 |
3.693 |
3.733 |
3.846 |
|
| S4 |
3.593 |
3.633 |
3.818 |
|
|
| 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 |
3.853 |
0.413 |
10.7% |
0.101 |
2.6% |
5% |
False |
True |
2,835 |
| 10 |
4.272 |
3.853 |
0.419 |
10.8% |
0.122 |
3.1% |
5% |
False |
True |
2,747 |
| 20 |
4.818 |
3.853 |
0.965 |
24.9% |
0.142 |
3.7% |
2% |
False |
True |
2,353 |
| 40 |
4.860 |
3.853 |
1.007 |
26.0% |
0.164 |
4.2% |
2% |
False |
True |
2,131 |
| 60 |
5.392 |
3.853 |
1.539 |
39.7% |
0.171 |
4.4% |
1% |
False |
True |
1,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.378 |
|
2.618 |
4.215 |
|
1.618 |
4.115 |
|
1.000 |
4.053 |
|
0.618 |
4.015 |
|
HIGH |
3.953 |
|
0.618 |
3.915 |
|
0.500 |
3.903 |
|
0.382 |
3.891 |
|
LOW |
3.853 |
|
0.618 |
3.791 |
|
1.000 |
3.753 |
|
1.618 |
3.691 |
|
2.618 |
3.591 |
|
4.250 |
3.428 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.903 |
3.935 |
| PP |
3.893 |
3.914 |
| S1 |
3.883 |
3.894 |
|