NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.819 |
3.870 |
0.051 |
1.3% |
4.306 |
| High |
3.881 |
3.940 |
0.059 |
1.5% |
4.306 |
| Low |
3.773 |
3.814 |
0.041 |
1.1% |
3.888 |
| Close |
3.868 |
3.934 |
0.066 |
1.7% |
3.910 |
| Range |
0.108 |
0.126 |
0.018 |
16.7% |
0.418 |
| ATR |
0.159 |
0.156 |
-0.002 |
-1.5% |
0.000 |
| Volume |
4,978 |
4,917 |
-61 |
-1.2% |
31,042 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.230 |
4.003 |
|
| R3 |
4.148 |
4.104 |
3.969 |
|
| R2 |
4.022 |
4.022 |
3.957 |
|
| R1 |
3.978 |
3.978 |
3.946 |
4.000 |
| PP |
3.896 |
3.896 |
3.896 |
3.907 |
| S1 |
3.852 |
3.852 |
3.922 |
3.874 |
| S2 |
3.770 |
3.770 |
3.911 |
|
| S3 |
3.644 |
3.726 |
3.899 |
|
| S4 |
3.518 |
3.600 |
3.865 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.289 |
5.017 |
4.140 |
|
| R3 |
4.871 |
4.599 |
4.025 |
|
| R2 |
4.453 |
4.453 |
3.987 |
|
| R1 |
4.181 |
4.181 |
3.948 |
4.108 |
| PP |
4.035 |
4.035 |
4.035 |
3.998 |
| S1 |
3.763 |
3.763 |
3.872 |
3.690 |
| S2 |
3.617 |
3.617 |
3.833 |
|
| S3 |
3.199 |
3.345 |
3.795 |
|
| S4 |
2.781 |
2.927 |
3.680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.141 |
3.773 |
0.368 |
9.4% |
0.112 |
2.8% |
44% |
False |
False |
6,035 |
| 10 |
4.400 |
3.773 |
0.627 |
15.9% |
0.126 |
3.2% |
26% |
False |
False |
6,031 |
| 20 |
4.410 |
3.773 |
0.637 |
16.2% |
0.142 |
3.6% |
25% |
False |
False |
5,748 |
| 40 |
4.978 |
3.773 |
1.205 |
30.6% |
0.166 |
4.2% |
13% |
False |
False |
6,465 |
| 60 |
5.499 |
3.773 |
1.726 |
43.9% |
0.177 |
4.5% |
9% |
False |
False |
6,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.476 |
|
2.618 |
4.270 |
|
1.618 |
4.144 |
|
1.000 |
4.066 |
|
0.618 |
4.018 |
|
HIGH |
3.940 |
|
0.618 |
3.892 |
|
0.500 |
3.877 |
|
0.382 |
3.862 |
|
LOW |
3.814 |
|
0.618 |
3.736 |
|
1.000 |
3.688 |
|
1.618 |
3.610 |
|
2.618 |
3.484 |
|
4.250 |
3.279 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.915 |
3.923 |
| PP |
3.896 |
3.912 |
| S1 |
3.877 |
3.902 |
|