NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.282 |
4.326 |
0.044 |
1.0% |
4.400 |
| High |
4.338 |
4.355 |
0.017 |
0.4% |
4.410 |
| Low |
4.214 |
4.245 |
0.031 |
0.7% |
4.145 |
| Close |
4.317 |
4.312 |
-0.005 |
-0.1% |
4.226 |
| Range |
0.124 |
0.110 |
-0.014 |
-11.3% |
0.265 |
| ATR |
0.181 |
0.176 |
-0.005 |
-2.8% |
0.000 |
| Volume |
4,993 |
5,709 |
716 |
14.3% |
20,796 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.634 |
4.583 |
4.373 |
|
| R3 |
4.524 |
4.473 |
4.342 |
|
| R2 |
4.414 |
4.414 |
4.332 |
|
| R1 |
4.363 |
4.363 |
4.322 |
4.334 |
| PP |
4.304 |
4.304 |
4.304 |
4.289 |
| S1 |
4.253 |
4.253 |
4.302 |
4.224 |
| S2 |
4.194 |
4.194 |
4.292 |
|
| S3 |
4.084 |
4.143 |
4.282 |
|
| S4 |
3.974 |
4.033 |
4.252 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.055 |
4.906 |
4.372 |
|
| R3 |
4.790 |
4.641 |
4.299 |
|
| R2 |
4.525 |
4.525 |
4.275 |
|
| R1 |
4.376 |
4.376 |
4.250 |
4.318 |
| PP |
4.260 |
4.260 |
4.260 |
4.232 |
| S1 |
4.111 |
4.111 |
4.202 |
4.053 |
| S2 |
3.995 |
3.995 |
4.177 |
|
| S3 |
3.730 |
3.846 |
4.153 |
|
| S4 |
3.465 |
3.581 |
4.080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.410 |
4.131 |
0.279 |
6.5% |
0.151 |
3.5% |
65% |
False |
False |
5,456 |
| 10 |
4.410 |
4.131 |
0.279 |
6.5% |
0.152 |
3.5% |
65% |
False |
False |
5,780 |
| 20 |
4.978 |
4.131 |
0.847 |
19.6% |
0.188 |
4.4% |
21% |
False |
False |
6,448 |
| 40 |
4.978 |
4.131 |
0.847 |
19.6% |
0.177 |
4.1% |
21% |
False |
False |
6,373 |
| 60 |
5.499 |
4.131 |
1.368 |
31.7% |
0.186 |
4.3% |
13% |
False |
False |
5,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.823 |
|
2.618 |
4.643 |
|
1.618 |
4.533 |
|
1.000 |
4.465 |
|
0.618 |
4.423 |
|
HIGH |
4.355 |
|
0.618 |
4.313 |
|
0.500 |
4.300 |
|
0.382 |
4.287 |
|
LOW |
4.245 |
|
0.618 |
4.177 |
|
1.000 |
4.135 |
|
1.618 |
4.067 |
|
2.618 |
3.957 |
|
4.250 |
3.778 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.308 |
4.289 |
| PP |
4.304 |
4.266 |
| S1 |
4.300 |
4.243 |
|