NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.717 |
3.786 |
0.069 |
1.9% |
3.948 |
| High |
3.796 |
3.850 |
0.054 |
1.4% |
3.987 |
| Low |
3.642 |
3.725 |
0.083 |
2.3% |
3.674 |
| Close |
3.765 |
3.826 |
0.061 |
1.6% |
3.745 |
| Range |
0.154 |
0.125 |
-0.029 |
-18.8% |
0.313 |
| ATR |
0.212 |
0.206 |
-0.006 |
-2.9% |
0.000 |
| Volume |
20,785 |
23,922 |
3,137 |
15.1% |
59,906 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.175 |
4.126 |
3.895 |
|
| R3 |
4.050 |
4.001 |
3.860 |
|
| R2 |
3.925 |
3.925 |
3.849 |
|
| R1 |
3.876 |
3.876 |
3.837 |
3.901 |
| PP |
3.800 |
3.800 |
3.800 |
3.813 |
| S1 |
3.751 |
3.751 |
3.815 |
3.776 |
| S2 |
3.675 |
3.675 |
3.803 |
|
| S3 |
3.550 |
3.626 |
3.792 |
|
| S4 |
3.425 |
3.501 |
3.757 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.741 |
4.556 |
3.917 |
|
| R3 |
4.428 |
4.243 |
3.831 |
|
| R2 |
4.115 |
4.115 |
3.802 |
|
| R1 |
3.930 |
3.930 |
3.774 |
3.866 |
| PP |
3.802 |
3.802 |
3.802 |
3.770 |
| S1 |
3.617 |
3.617 |
3.716 |
3.553 |
| S2 |
3.489 |
3.489 |
3.688 |
|
| S3 |
3.176 |
3.304 |
3.659 |
|
| S4 |
2.863 |
2.991 |
3.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.958 |
3.642 |
0.316 |
8.3% |
0.172 |
4.5% |
58% |
False |
False |
18,604 |
| 10 |
4.102 |
3.642 |
0.460 |
12.0% |
0.187 |
4.9% |
40% |
False |
False |
15,578 |
| 20 |
4.609 |
3.642 |
0.967 |
25.3% |
0.221 |
5.8% |
19% |
False |
False |
12,361 |
| 40 |
4.609 |
3.642 |
0.967 |
25.3% |
0.210 |
5.5% |
19% |
False |
False |
10,088 |
| 60 |
5.190 |
3.642 |
1.548 |
40.5% |
0.213 |
5.6% |
12% |
False |
False |
8,129 |
| 80 |
6.413 |
3.642 |
2.771 |
72.4% |
0.218 |
5.7% |
7% |
False |
False |
6,514 |
| 100 |
6.995 |
3.642 |
3.353 |
87.6% |
0.216 |
5.6% |
5% |
False |
False |
5,520 |
| 120 |
7.599 |
3.642 |
3.957 |
103.4% |
0.221 |
5.8% |
5% |
False |
False |
4,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.381 |
|
2.618 |
4.177 |
|
1.618 |
4.052 |
|
1.000 |
3.975 |
|
0.618 |
3.927 |
|
HIGH |
3.850 |
|
0.618 |
3.802 |
|
0.500 |
3.788 |
|
0.382 |
3.773 |
|
LOW |
3.725 |
|
0.618 |
3.648 |
|
1.000 |
3.600 |
|
1.618 |
3.523 |
|
2.618 |
3.398 |
|
4.250 |
3.194 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.813 |
3.817 |
| PP |
3.800 |
3.809 |
| S1 |
3.788 |
3.800 |
|