NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.990 |
3.869 |
-0.121 |
-3.0% |
4.015 |
| High |
3.998 |
3.946 |
-0.052 |
-1.3% |
4.207 |
| Low |
3.839 |
3.828 |
-0.011 |
-0.3% |
3.905 |
| Close |
3.850 |
3.923 |
0.073 |
1.9% |
4.073 |
| Range |
0.159 |
0.118 |
-0.041 |
-25.8% |
0.302 |
| ATR |
0.199 |
0.193 |
-0.006 |
-2.9% |
0.000 |
| Volume |
6,867 |
16,409 |
9,542 |
139.0% |
39,416 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.253 |
4.206 |
3.988 |
|
| R3 |
4.135 |
4.088 |
3.955 |
|
| R2 |
4.017 |
4.017 |
3.945 |
|
| R1 |
3.970 |
3.970 |
3.934 |
3.994 |
| PP |
3.899 |
3.899 |
3.899 |
3.911 |
| S1 |
3.852 |
3.852 |
3.912 |
3.876 |
| S2 |
3.781 |
3.781 |
3.901 |
|
| S3 |
3.663 |
3.734 |
3.891 |
|
| S4 |
3.545 |
3.616 |
3.858 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.968 |
4.822 |
4.239 |
|
| R3 |
4.666 |
4.520 |
4.156 |
|
| R2 |
4.364 |
4.364 |
4.128 |
|
| R1 |
4.218 |
4.218 |
4.101 |
4.291 |
| PP |
4.062 |
4.062 |
4.062 |
4.098 |
| S1 |
3.916 |
3.916 |
4.045 |
3.989 |
| S2 |
3.760 |
3.760 |
4.018 |
|
| S3 |
3.458 |
3.614 |
3.990 |
|
| S4 |
3.156 |
3.312 |
3.907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.207 |
3.828 |
0.379 |
9.7% |
0.172 |
4.4% |
25% |
False |
True |
9,036 |
| 10 |
4.720 |
3.828 |
0.892 |
22.7% |
0.202 |
5.2% |
11% |
False |
True |
8,204 |
| 20 |
4.721 |
3.828 |
0.893 |
22.8% |
0.198 |
5.0% |
11% |
False |
True |
6,925 |
| 40 |
5.126 |
3.828 |
1.298 |
33.1% |
0.187 |
4.8% |
7% |
False |
True |
6,274 |
| 60 |
5.800 |
3.828 |
1.972 |
50.3% |
0.194 |
5.0% |
5% |
False |
True |
5,057 |
| 80 |
6.521 |
3.828 |
2.693 |
68.6% |
0.199 |
5.1% |
4% |
False |
True |
4,119 |
| 100 |
7.121 |
3.828 |
3.293 |
83.9% |
0.203 |
5.2% |
3% |
False |
True |
3,572 |
| 120 |
7.708 |
3.828 |
3.880 |
98.9% |
0.205 |
5.2% |
2% |
False |
True |
3,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.448 |
|
2.618 |
4.255 |
|
1.618 |
4.137 |
|
1.000 |
4.064 |
|
0.618 |
4.019 |
|
HIGH |
3.946 |
|
0.618 |
3.901 |
|
0.500 |
3.887 |
|
0.382 |
3.873 |
|
LOW |
3.828 |
|
0.618 |
3.755 |
|
1.000 |
3.710 |
|
1.618 |
3.637 |
|
2.618 |
3.519 |
|
4.250 |
3.327 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.911 |
3.968 |
| PP |
3.899 |
3.953 |
| S1 |
3.887 |
3.938 |
|