NYMEX Natural Gas Future June 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 |
3.365 |
3.469 |
0.104 |
3.1% |
3.849 |
| High |
3.466 |
3.525 |
0.059 |
1.7% |
3.892 |
| Low |
3.298 |
3.339 |
0.041 |
1.2% |
3.367 |
| Close |
3.440 |
3.403 |
-0.037 |
-1.1% |
3.402 |
| Range |
0.168 |
0.186 |
0.018 |
10.7% |
0.525 |
| ATR |
0.181 |
0.182 |
0.000 |
0.2% |
0.000 |
| Volume |
46,798 |
50,263 |
3,465 |
7.4% |
147,699 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.980 |
3.878 |
3.505 |
|
| R3 |
3.794 |
3.692 |
3.454 |
|
| R2 |
3.608 |
3.608 |
3.437 |
|
| R1 |
3.506 |
3.506 |
3.420 |
3.464 |
| PP |
3.422 |
3.422 |
3.422 |
3.402 |
| S1 |
3.320 |
3.320 |
3.386 |
3.278 |
| S2 |
3.236 |
3.236 |
3.369 |
|
| S3 |
3.050 |
3.134 |
3.352 |
|
| S4 |
2.864 |
2.948 |
3.301 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.129 |
4.790 |
3.691 |
|
| R3 |
4.604 |
4.265 |
3.546 |
|
| R2 |
4.079 |
4.079 |
3.498 |
|
| R1 |
3.740 |
3.740 |
3.450 |
3.647 |
| PP |
3.554 |
3.554 |
3.554 |
3.507 |
| S1 |
3.215 |
3.215 |
3.354 |
3.122 |
| S2 |
3.029 |
3.029 |
3.306 |
|
| S3 |
2.504 |
2.690 |
3.258 |
|
| S4 |
1.979 |
2.165 |
3.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.649 |
3.261 |
0.388 |
11.4% |
0.163 |
4.8% |
37% |
False |
False |
38,785 |
| 10 |
3.916 |
3.261 |
0.655 |
19.2% |
0.165 |
4.9% |
22% |
False |
False |
34,645 |
| 20 |
4.102 |
3.261 |
0.841 |
24.7% |
0.174 |
5.1% |
17% |
False |
False |
26,636 |
| 40 |
4.609 |
3.261 |
1.348 |
39.6% |
0.198 |
5.8% |
11% |
False |
False |
18,304 |
| 60 |
5.140 |
3.261 |
1.879 |
55.2% |
0.204 |
6.0% |
8% |
False |
False |
14,024 |
| 80 |
6.413 |
3.261 |
3.152 |
92.6% |
0.209 |
6.1% |
5% |
False |
False |
11,153 |
| 100 |
6.544 |
3.261 |
3.283 |
96.5% |
0.209 |
6.1% |
4% |
False |
False |
9,219 |
| 120 |
7.573 |
3.261 |
4.312 |
126.7% |
0.213 |
6.3% |
3% |
False |
False |
7,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.316 |
|
2.618 |
4.012 |
|
1.618 |
3.826 |
|
1.000 |
3.711 |
|
0.618 |
3.640 |
|
HIGH |
3.525 |
|
0.618 |
3.454 |
|
0.500 |
3.432 |
|
0.382 |
3.410 |
|
LOW |
3.339 |
|
0.618 |
3.224 |
|
1.000 |
3.153 |
|
1.618 |
3.038 |
|
2.618 |
2.852 |
|
4.250 |
2.549 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.432 |
3.400 |
| PP |
3.422 |
3.396 |
| S1 |
3.413 |
3.393 |
|