NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.748 |
3.780 |
0.032 |
0.9% |
4.090 |
| High |
3.808 |
3.852 |
0.044 |
1.2% |
4.105 |
| Low |
3.675 |
3.684 |
0.009 |
0.2% |
3.745 |
| Close |
3.796 |
3.744 |
-0.052 |
-1.4% |
3.767 |
| Range |
0.133 |
0.168 |
0.035 |
26.3% |
0.360 |
| ATR |
0.152 |
0.153 |
0.001 |
0.7% |
0.000 |
| Volume |
1,497 |
1,764 |
267 |
17.8% |
14,553 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.172 |
3.836 |
|
| R3 |
4.096 |
4.004 |
3.790 |
|
| R2 |
3.928 |
3.928 |
3.775 |
|
| R1 |
3.836 |
3.836 |
3.759 |
3.798 |
| PP |
3.760 |
3.760 |
3.760 |
3.741 |
| S1 |
3.668 |
3.668 |
3.729 |
3.630 |
| S2 |
3.592 |
3.592 |
3.713 |
|
| S3 |
3.424 |
3.500 |
3.698 |
|
| S4 |
3.256 |
3.332 |
3.652 |
|
|
| 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 |
3.953 |
3.625 |
0.328 |
8.8% |
0.131 |
3.5% |
36% |
False |
False |
2,294 |
| 10 |
4.266 |
3.625 |
0.641 |
17.1% |
0.117 |
3.1% |
19% |
False |
False |
2,433 |
| 20 |
4.272 |
3.625 |
0.647 |
17.3% |
0.125 |
3.3% |
18% |
False |
False |
2,442 |
| 40 |
4.860 |
3.625 |
1.235 |
33.0% |
0.158 |
4.2% |
10% |
False |
False |
2,164 |
| 60 |
5.392 |
3.625 |
1.767 |
47.2% |
0.165 |
4.4% |
7% |
False |
False |
1,889 |
| 80 |
6.665 |
3.625 |
3.040 |
81.2% |
0.175 |
4.7% |
4% |
False |
False |
1,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.566 |
|
2.618 |
4.292 |
|
1.618 |
4.124 |
|
1.000 |
4.020 |
|
0.618 |
3.956 |
|
HIGH |
3.852 |
|
0.618 |
3.788 |
|
0.500 |
3.768 |
|
0.382 |
3.748 |
|
LOW |
3.684 |
|
0.618 |
3.580 |
|
1.000 |
3.516 |
|
1.618 |
3.412 |
|
2.618 |
3.244 |
|
4.250 |
2.970 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.768 |
3.742 |
| PP |
3.760 |
3.740 |
| S1 |
3.752 |
3.739 |
|