NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
4.020 |
0.120 |
3.1% |
4.107 |
| High |
4.017 |
4.040 |
0.023 |
0.6% |
4.107 |
| Low |
3.895 |
3.919 |
0.024 |
0.6% |
3.828 |
| Close |
3.996 |
3.990 |
-0.006 |
-0.2% |
3.907 |
| Range |
0.122 |
0.121 |
-0.001 |
-0.8% |
0.279 |
| ATR |
0.185 |
0.180 |
-0.005 |
-2.5% |
0.000 |
| Volume |
15,467 |
19,083 |
3,616 |
23.4% |
46,463 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.346 |
4.289 |
4.057 |
|
| R3 |
4.225 |
4.168 |
4.023 |
|
| R2 |
4.104 |
4.104 |
4.012 |
|
| R1 |
4.047 |
4.047 |
4.001 |
4.015 |
| PP |
3.983 |
3.983 |
3.983 |
3.967 |
| S1 |
3.926 |
3.926 |
3.979 |
3.894 |
| S2 |
3.862 |
3.862 |
3.968 |
|
| S3 |
3.741 |
3.805 |
3.957 |
|
| S4 |
3.620 |
3.684 |
3.923 |
|
|
| 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 |
4.040 |
3.805 |
0.235 |
5.9% |
0.140 |
3.5% |
79% |
True |
False |
16,207 |
| 10 |
4.207 |
3.805 |
0.402 |
10.1% |
0.158 |
4.0% |
46% |
False |
False |
11,874 |
| 20 |
4.721 |
3.805 |
0.916 |
23.0% |
0.196 |
4.9% |
20% |
False |
False |
8,770 |
| 40 |
4.721 |
3.805 |
0.916 |
23.0% |
0.183 |
4.6% |
20% |
False |
False |
7,587 |
| 60 |
5.280 |
3.805 |
1.475 |
37.0% |
0.192 |
4.8% |
13% |
False |
False |
5,989 |
| 80 |
6.521 |
3.805 |
2.716 |
68.1% |
0.200 |
5.0% |
7% |
False |
False |
4,876 |
| 100 |
7.121 |
3.805 |
3.316 |
83.1% |
0.200 |
5.0% |
6% |
False |
False |
4,170 |
| 120 |
7.708 |
3.805 |
3.903 |
97.8% |
0.204 |
5.1% |
5% |
False |
False |
3,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.554 |
|
2.618 |
4.357 |
|
1.618 |
4.236 |
|
1.000 |
4.161 |
|
0.618 |
4.115 |
|
HIGH |
4.040 |
|
0.618 |
3.994 |
|
0.500 |
3.980 |
|
0.382 |
3.965 |
|
LOW |
3.919 |
|
0.618 |
3.844 |
|
1.000 |
3.798 |
|
1.618 |
3.723 |
|
2.618 |
3.602 |
|
4.250 |
3.405 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.987 |
3.968 |
| PP |
3.983 |
3.945 |
| S1 |
3.980 |
3.923 |
|