NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.953 |
3.850 |
-0.103 |
-2.6% |
4.090 |
| High |
3.953 |
3.889 |
-0.064 |
-1.6% |
4.105 |
| Low |
3.853 |
3.745 |
-0.108 |
-2.8% |
3.745 |
| Close |
3.873 |
3.767 |
-0.106 |
-2.7% |
3.767 |
| Range |
0.100 |
0.144 |
0.044 |
44.0% |
0.360 |
| ATR |
0.156 |
0.155 |
-0.001 |
-0.5% |
0.000 |
| Volume |
3,178 |
3,337 |
159 |
5.0% |
14,553 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.232 |
4.144 |
3.846 |
|
| R3 |
4.088 |
4.000 |
3.807 |
|
| R2 |
3.944 |
3.944 |
3.793 |
|
| R1 |
3.856 |
3.856 |
3.780 |
3.828 |
| PP |
3.800 |
3.800 |
3.800 |
3.787 |
| S1 |
3.712 |
3.712 |
3.754 |
3.684 |
| S2 |
3.656 |
3.656 |
3.741 |
|
| S3 |
3.512 |
3.568 |
3.727 |
|
| S4 |
3.368 |
3.424 |
3.688 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.952 |
4.720 |
3.965 |
|
| R3 |
4.592 |
4.360 |
3.866 |
|
| R2 |
4.232 |
4.232 |
3.833 |
|
| R1 |
4.000 |
4.000 |
3.800 |
3.936 |
| PP |
3.872 |
3.872 |
3.872 |
3.841 |
| S1 |
3.640 |
3.640 |
3.734 |
3.576 |
| S2 |
3.512 |
3.512 |
3.701 |
|
| S3 |
3.152 |
3.280 |
3.668 |
|
| S4 |
2.792 |
2.920 |
3.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.105 |
3.745 |
0.360 |
9.6% |
0.090 |
2.4% |
6% |
False |
True |
2,910 |
| 10 |
4.266 |
3.745 |
0.521 |
13.8% |
0.113 |
3.0% |
4% |
False |
True |
2,780 |
| 20 |
4.420 |
3.745 |
0.675 |
17.9% |
0.129 |
3.4% |
3% |
False |
True |
2,430 |
| 40 |
4.860 |
3.745 |
1.115 |
29.6% |
0.166 |
4.4% |
2% |
False |
True |
2,170 |
| 60 |
5.392 |
3.745 |
1.647 |
43.7% |
0.170 |
4.5% |
1% |
False |
True |
1,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.501 |
|
2.618 |
4.266 |
|
1.618 |
4.122 |
|
1.000 |
4.033 |
|
0.618 |
3.978 |
|
HIGH |
3.889 |
|
0.618 |
3.834 |
|
0.500 |
3.817 |
|
0.382 |
3.800 |
|
LOW |
3.745 |
|
0.618 |
3.656 |
|
1.000 |
3.601 |
|
1.618 |
3.512 |
|
2.618 |
3.368 |
|
4.250 |
3.133 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.817 |
3.874 |
| PP |
3.800 |
3.838 |
| S1 |
3.784 |
3.803 |
|