NYMEX Natural Gas Future October 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 |
3.870 |
3.939 |
0.069 |
1.8% |
4.306 |
| High |
3.940 |
3.980 |
0.040 |
1.0% |
4.306 |
| Low |
3.814 |
3.820 |
0.006 |
0.2% |
3.888 |
| Close |
3.934 |
3.882 |
-0.052 |
-1.3% |
3.910 |
| Range |
0.126 |
0.160 |
0.034 |
27.0% |
0.418 |
| ATR |
0.156 |
0.157 |
0.000 |
0.2% |
0.000 |
| Volume |
4,917 |
6,545 |
1,628 |
33.1% |
31,042 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.374 |
4.288 |
3.970 |
|
| R3 |
4.214 |
4.128 |
3.926 |
|
| R2 |
4.054 |
4.054 |
3.911 |
|
| R1 |
3.968 |
3.968 |
3.897 |
3.931 |
| PP |
3.894 |
3.894 |
3.894 |
3.876 |
| S1 |
3.808 |
3.808 |
3.867 |
3.771 |
| S2 |
3.734 |
3.734 |
3.853 |
|
| S3 |
3.574 |
3.648 |
3.838 |
|
| S4 |
3.414 |
3.488 |
3.794 |
|
|
| 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 |
4.135 |
3.773 |
0.362 |
9.3% |
0.135 |
3.5% |
30% |
False |
False |
6,018 |
| 10 |
4.400 |
3.773 |
0.627 |
16.2% |
0.131 |
3.4% |
17% |
False |
False |
6,114 |
| 20 |
4.410 |
3.773 |
0.637 |
16.4% |
0.141 |
3.6% |
17% |
False |
False |
5,947 |
| 40 |
4.978 |
3.773 |
1.205 |
31.0% |
0.167 |
4.3% |
9% |
False |
False |
6,515 |
| 60 |
5.499 |
3.773 |
1.726 |
44.5% |
0.175 |
4.5% |
6% |
False |
False |
6,151 |
| 80 |
6.784 |
3.773 |
3.011 |
77.6% |
0.184 |
4.8% |
4% |
False |
False |
5,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.660 |
|
2.618 |
4.399 |
|
1.618 |
4.239 |
|
1.000 |
4.140 |
|
0.618 |
4.079 |
|
HIGH |
3.980 |
|
0.618 |
3.919 |
|
0.500 |
3.900 |
|
0.382 |
3.881 |
|
LOW |
3.820 |
|
0.618 |
3.721 |
|
1.000 |
3.660 |
|
1.618 |
3.561 |
|
2.618 |
3.401 |
|
4.250 |
3.140 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.900 |
3.880 |
| PP |
3.894 |
3.878 |
| S1 |
3.888 |
3.877 |
|