NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.939 |
3.820 |
-0.119 |
-3.0% |
4.306 |
| High |
3.980 |
3.889 |
-0.091 |
-2.3% |
4.306 |
| Low |
3.820 |
3.754 |
-0.066 |
-1.7% |
3.888 |
| Close |
3.882 |
3.854 |
-0.028 |
-0.7% |
3.910 |
| Range |
0.160 |
0.135 |
-0.025 |
-15.6% |
0.418 |
| ATR |
0.157 |
0.155 |
-0.002 |
-1.0% |
0.000 |
| Volume |
6,545 |
8,657 |
2,112 |
32.3% |
31,042 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.237 |
4.181 |
3.928 |
|
| R3 |
4.102 |
4.046 |
3.891 |
|
| R2 |
3.967 |
3.967 |
3.879 |
|
| R1 |
3.911 |
3.911 |
3.866 |
3.939 |
| PP |
3.832 |
3.832 |
3.832 |
3.847 |
| S1 |
3.776 |
3.776 |
3.842 |
3.804 |
| S2 |
3.697 |
3.697 |
3.829 |
|
| S3 |
3.562 |
3.641 |
3.817 |
|
| S4 |
3.427 |
3.506 |
3.780 |
|
|
| 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 |
4.030 |
3.754 |
0.276 |
7.2% |
0.134 |
3.5% |
36% |
False |
True |
6,515 |
| 10 |
4.400 |
3.754 |
0.646 |
16.8% |
0.133 |
3.5% |
15% |
False |
True |
6,371 |
| 20 |
4.410 |
3.754 |
0.656 |
17.0% |
0.141 |
3.7% |
15% |
False |
True |
6,031 |
| 40 |
4.978 |
3.754 |
1.224 |
31.8% |
0.166 |
4.3% |
8% |
False |
True |
6,559 |
| 60 |
5.499 |
3.754 |
1.745 |
45.3% |
0.173 |
4.5% |
6% |
False |
True |
6,188 |
| 80 |
6.784 |
3.754 |
3.030 |
78.6% |
0.183 |
4.8% |
3% |
False |
True |
5,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.463 |
|
2.618 |
4.242 |
|
1.618 |
4.107 |
|
1.000 |
4.024 |
|
0.618 |
3.972 |
|
HIGH |
3.889 |
|
0.618 |
3.837 |
|
0.500 |
3.822 |
|
0.382 |
3.806 |
|
LOW |
3.754 |
|
0.618 |
3.671 |
|
1.000 |
3.619 |
|
1.618 |
3.536 |
|
2.618 |
3.401 |
|
4.250 |
3.180 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.843 |
3.867 |
| PP |
3.832 |
3.863 |
| S1 |
3.822 |
3.858 |
|