NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.726 |
3.877 |
0.151 |
4.1% |
3.871 |
| High |
3.802 |
3.958 |
0.156 |
4.1% |
4.102 |
| Low |
3.674 |
3.690 |
0.016 |
0.4% |
3.760 |
| Close |
3.764 |
3.745 |
-0.019 |
-0.5% |
3.929 |
| Range |
0.128 |
0.268 |
0.140 |
109.4% |
0.342 |
| ATR |
0.213 |
0.217 |
0.004 |
1.9% |
0.000 |
| Volume |
20,236 |
17,157 |
-3,079 |
-15.2% |
64,537 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.602 |
4.441 |
3.892 |
|
| R3 |
4.334 |
4.173 |
3.819 |
|
| R2 |
4.066 |
4.066 |
3.794 |
|
| R1 |
3.905 |
3.905 |
3.770 |
3.852 |
| PP |
3.798 |
3.798 |
3.798 |
3.771 |
| S1 |
3.637 |
3.637 |
3.720 |
3.584 |
| S2 |
3.530 |
3.530 |
3.696 |
|
| S3 |
3.262 |
3.369 |
3.671 |
|
| S4 |
2.994 |
3.101 |
3.598 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.956 |
4.785 |
4.117 |
|
| R3 |
4.614 |
4.443 |
4.023 |
|
| R2 |
4.272 |
4.272 |
3.992 |
|
| R1 |
4.101 |
4.101 |
3.960 |
4.187 |
| PP |
3.930 |
3.930 |
3.930 |
3.973 |
| S1 |
3.759 |
3.759 |
3.898 |
3.845 |
| S2 |
3.588 |
3.588 |
3.866 |
|
| S3 |
3.246 |
3.417 |
3.835 |
|
| S4 |
2.904 |
3.075 |
3.741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.987 |
3.674 |
0.313 |
8.4% |
0.184 |
4.9% |
23% |
False |
False |
14,561 |
| 10 |
4.171 |
3.674 |
0.497 |
13.3% |
0.201 |
5.4% |
14% |
False |
False |
13,971 |
| 20 |
4.609 |
3.674 |
0.935 |
25.0% |
0.222 |
5.9% |
8% |
False |
False |
11,195 |
| 40 |
4.897 |
3.674 |
1.223 |
32.7% |
0.212 |
5.7% |
6% |
False |
False |
9,457 |
| 60 |
5.416 |
3.674 |
1.742 |
46.5% |
0.215 |
5.7% |
4% |
False |
False |
7,459 |
| 80 |
6.413 |
3.674 |
2.739 |
73.1% |
0.218 |
5.8% |
3% |
False |
False |
5,985 |
| 100 |
6.995 |
3.674 |
3.321 |
88.7% |
0.217 |
5.8% |
2% |
False |
False |
5,097 |
| 120 |
7.599 |
3.674 |
3.925 |
104.8% |
0.222 |
5.9% |
2% |
False |
False |
4,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.097 |
|
2.618 |
4.660 |
|
1.618 |
4.392 |
|
1.000 |
4.226 |
|
0.618 |
4.124 |
|
HIGH |
3.958 |
|
0.618 |
3.856 |
|
0.500 |
3.824 |
|
0.382 |
3.792 |
|
LOW |
3.690 |
|
0.618 |
3.524 |
|
1.000 |
3.422 |
|
1.618 |
3.256 |
|
2.618 |
2.988 |
|
4.250 |
2.551 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.816 |
| PP |
3.798 |
3.792 |
| S1 |
3.771 |
3.769 |
|