NYMEX Natural Gas Future July 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 |
3.861 |
3.900 |
0.039 |
1.0% |
4.107 |
| High |
3.958 |
4.017 |
0.059 |
1.5% |
4.107 |
| Low |
3.805 |
3.895 |
0.090 |
2.4% |
3.828 |
| Close |
3.933 |
3.996 |
0.063 |
1.6% |
3.907 |
| Range |
0.153 |
0.122 |
-0.031 |
-20.3% |
0.279 |
| ATR |
0.190 |
0.185 |
-0.005 |
-2.6% |
0.000 |
| Volume |
13,399 |
15,467 |
2,068 |
15.4% |
46,463 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.335 |
4.288 |
4.063 |
|
| R3 |
4.213 |
4.166 |
4.030 |
|
| R2 |
4.091 |
4.091 |
4.018 |
|
| R1 |
4.044 |
4.044 |
4.007 |
4.068 |
| PP |
3.969 |
3.969 |
3.969 |
3.981 |
| S1 |
3.922 |
3.922 |
3.985 |
3.946 |
| S2 |
3.847 |
3.847 |
3.974 |
|
| S3 |
3.725 |
3.800 |
3.962 |
|
| S4 |
3.603 |
3.678 |
3.929 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.784 |
4.625 |
4.060 |
|
| R3 |
4.505 |
4.346 |
3.984 |
|
| R2 |
4.226 |
4.226 |
3.958 |
|
| R1 |
4.067 |
4.067 |
3.933 |
4.007 |
| PP |
3.947 |
3.947 |
3.947 |
3.918 |
| S1 |
3.788 |
3.788 |
3.881 |
3.728 |
| S2 |
3.668 |
3.668 |
3.856 |
|
| S3 |
3.389 |
3.509 |
3.830 |
|
| S4 |
3.110 |
3.230 |
3.754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.036 |
3.805 |
0.231 |
5.8% |
0.147 |
3.7% |
83% |
False |
False |
13,764 |
| 10 |
4.207 |
3.805 |
0.402 |
10.1% |
0.163 |
4.1% |
48% |
False |
False |
10,690 |
| 20 |
4.721 |
3.805 |
0.916 |
22.9% |
0.195 |
4.9% |
21% |
False |
False |
7,980 |
| 40 |
4.721 |
3.805 |
0.916 |
22.9% |
0.185 |
4.6% |
21% |
False |
False |
7,167 |
| 60 |
5.280 |
3.805 |
1.475 |
36.9% |
0.190 |
4.7% |
13% |
False |
False |
5,694 |
| 80 |
6.521 |
3.805 |
2.716 |
68.0% |
0.200 |
5.0% |
7% |
False |
False |
4,654 |
| 100 |
7.121 |
3.805 |
3.316 |
83.0% |
0.201 |
5.0% |
6% |
False |
False |
3,990 |
| 120 |
7.708 |
3.805 |
3.903 |
97.7% |
0.205 |
5.1% |
5% |
False |
False |
3,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.536 |
|
2.618 |
4.336 |
|
1.618 |
4.214 |
|
1.000 |
4.139 |
|
0.618 |
4.092 |
|
HIGH |
4.017 |
|
0.618 |
3.970 |
|
0.500 |
3.956 |
|
0.382 |
3.942 |
|
LOW |
3.895 |
|
0.618 |
3.820 |
|
1.000 |
3.773 |
|
1.618 |
3.698 |
|
2.618 |
3.576 |
|
4.250 |
3.377 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.983 |
3.971 |
| PP |
3.969 |
3.946 |
| S1 |
3.956 |
3.921 |
|