NYMEX Natural Gas Future June 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 |
3.469 |
3.347 |
-0.122 |
-3.5% |
3.849 |
| High |
3.525 |
3.415 |
-0.110 |
-3.1% |
3.892 |
| Low |
3.339 |
3.251 |
-0.088 |
-2.6% |
3.367 |
| Close |
3.403 |
3.373 |
-0.030 |
-0.9% |
3.402 |
| Range |
0.186 |
0.164 |
-0.022 |
-11.8% |
0.525 |
| ATR |
0.182 |
0.180 |
-0.001 |
-0.7% |
0.000 |
| Volume |
50,263 |
57,742 |
7,479 |
14.9% |
147,699 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.838 |
3.770 |
3.463 |
|
| R3 |
3.674 |
3.606 |
3.418 |
|
| R2 |
3.510 |
3.510 |
3.403 |
|
| R1 |
3.442 |
3.442 |
3.388 |
3.476 |
| PP |
3.346 |
3.346 |
3.346 |
3.364 |
| S1 |
3.278 |
3.278 |
3.358 |
3.312 |
| S2 |
3.182 |
3.182 |
3.343 |
|
| S3 |
3.018 |
3.114 |
3.328 |
|
| S4 |
2.854 |
2.950 |
3.283 |
|
|
| 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 |
3.540 |
3.251 |
0.289 |
8.6% |
0.164 |
4.9% |
42% |
False |
True |
45,532 |
| 10 |
3.916 |
3.251 |
0.665 |
19.7% |
0.165 |
4.9% |
18% |
False |
True |
37,431 |
| 20 |
4.102 |
3.251 |
0.851 |
25.2% |
0.174 |
5.1% |
14% |
False |
True |
28,842 |
| 40 |
4.609 |
3.251 |
1.358 |
40.3% |
0.197 |
5.8% |
9% |
False |
True |
19,595 |
| 60 |
5.140 |
3.251 |
1.889 |
56.0% |
0.202 |
6.0% |
6% |
False |
True |
14,909 |
| 80 |
6.413 |
3.251 |
3.162 |
93.7% |
0.208 |
6.2% |
4% |
False |
True |
11,866 |
| 100 |
6.413 |
3.251 |
3.162 |
93.7% |
0.207 |
6.1% |
4% |
False |
True |
9,780 |
| 120 |
7.550 |
3.251 |
4.299 |
127.5% |
0.213 |
6.3% |
3% |
False |
True |
8,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.112 |
|
2.618 |
3.844 |
|
1.618 |
3.680 |
|
1.000 |
3.579 |
|
0.618 |
3.516 |
|
HIGH |
3.415 |
|
0.618 |
3.352 |
|
0.500 |
3.333 |
|
0.382 |
3.314 |
|
LOW |
3.251 |
|
0.618 |
3.150 |
|
1.000 |
3.087 |
|
1.618 |
2.986 |
|
2.618 |
2.822 |
|
4.250 |
2.554 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.360 |
3.388 |
| PP |
3.346 |
3.383 |
| S1 |
3.333 |
3.378 |
|