NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.849 |
3.667 |
-0.182 |
-4.7% |
3.717 |
| High |
3.892 |
3.693 |
-0.199 |
-5.1% |
3.916 |
| Low |
3.650 |
3.574 |
-0.076 |
-2.1% |
3.642 |
| Close |
3.667 |
3.635 |
-0.032 |
-0.9% |
3.862 |
| Range |
0.242 |
0.119 |
-0.123 |
-50.8% |
0.274 |
| ATR |
0.204 |
0.198 |
-0.006 |
-3.0% |
0.000 |
| Volume |
26,635 |
28,178 |
1,543 |
5.8% |
153,820 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.991 |
3.932 |
3.700 |
|
| R3 |
3.872 |
3.813 |
3.668 |
|
| R2 |
3.753 |
3.753 |
3.657 |
|
| R1 |
3.694 |
3.694 |
3.646 |
3.664 |
| PP |
3.634 |
3.634 |
3.634 |
3.619 |
| S1 |
3.575 |
3.575 |
3.624 |
3.545 |
| S2 |
3.515 |
3.515 |
3.613 |
|
| S3 |
3.396 |
3.456 |
3.602 |
|
| S4 |
3.277 |
3.337 |
3.570 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.629 |
4.519 |
4.013 |
|
| R3 |
4.355 |
4.245 |
3.937 |
|
| R2 |
4.081 |
4.081 |
3.912 |
|
| R1 |
3.971 |
3.971 |
3.887 |
4.026 |
| PP |
3.807 |
3.807 |
3.807 |
3.834 |
| S1 |
3.697 |
3.697 |
3.837 |
3.752 |
| S2 |
3.533 |
3.533 |
3.812 |
|
| S3 |
3.259 |
3.423 |
3.787 |
|
| S4 |
2.985 |
3.149 |
3.711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.916 |
3.574 |
0.342 |
9.4% |
0.181 |
5.0% |
18% |
False |
True |
32,785 |
| 10 |
3.958 |
3.574 |
0.384 |
10.6% |
0.176 |
4.9% |
16% |
False |
True |
25,694 |
| 20 |
4.589 |
3.574 |
1.015 |
27.9% |
0.198 |
5.4% |
6% |
False |
True |
18,465 |
| 40 |
4.609 |
3.574 |
1.035 |
28.5% |
0.211 |
5.8% |
6% |
False |
True |
13,637 |
| 60 |
5.140 |
3.574 |
1.566 |
43.1% |
0.212 |
5.8% |
4% |
False |
True |
10,637 |
| 80 |
6.413 |
3.574 |
2.839 |
78.1% |
0.215 |
5.9% |
2% |
False |
True |
8,464 |
| 100 |
6.995 |
3.574 |
3.421 |
94.1% |
0.216 |
5.9% |
2% |
False |
True |
7,074 |
| 120 |
7.599 |
3.574 |
4.025 |
110.7% |
0.221 |
6.1% |
2% |
False |
True |
6,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.199 |
|
2.618 |
4.005 |
|
1.618 |
3.886 |
|
1.000 |
3.812 |
|
0.618 |
3.767 |
|
HIGH |
3.693 |
|
0.618 |
3.648 |
|
0.500 |
3.634 |
|
0.382 |
3.619 |
|
LOW |
3.574 |
|
0.618 |
3.500 |
|
1.000 |
3.455 |
|
1.618 |
3.381 |
|
2.618 |
3.262 |
|
4.250 |
3.068 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.635 |
3.745 |
| PP |
3.634 |
3.708 |
| S1 |
3.634 |
3.672 |
|