NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
3.905 |
-0.095 |
-2.4% |
3.861 |
| High |
4.001 |
4.070 |
0.069 |
1.7% |
4.070 |
| Low |
3.836 |
3.830 |
-0.006 |
-0.2% |
3.805 |
| Close |
3.892 |
4.017 |
0.125 |
3.2% |
4.017 |
| Range |
0.165 |
0.240 |
0.075 |
45.5% |
0.265 |
| ATR |
0.179 |
0.184 |
0.004 |
2.4% |
0.000 |
| Volume |
9,733 |
10,188 |
455 |
4.7% |
67,870 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.692 |
4.595 |
4.149 |
|
| R3 |
4.452 |
4.355 |
4.083 |
|
| R2 |
4.212 |
4.212 |
4.061 |
|
| R1 |
4.115 |
4.115 |
4.039 |
4.164 |
| PP |
3.972 |
3.972 |
3.972 |
3.997 |
| S1 |
3.875 |
3.875 |
3.995 |
3.924 |
| S2 |
3.732 |
3.732 |
3.973 |
|
| S3 |
3.492 |
3.635 |
3.951 |
|
| S4 |
3.252 |
3.395 |
3.885 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.759 |
4.653 |
4.163 |
|
| R3 |
4.494 |
4.388 |
4.090 |
|
| R2 |
4.229 |
4.229 |
4.066 |
|
| R1 |
4.123 |
4.123 |
4.041 |
4.176 |
| PP |
3.964 |
3.964 |
3.964 |
3.991 |
| S1 |
3.858 |
3.858 |
3.993 |
3.911 |
| S2 |
3.699 |
3.699 |
3.968 |
|
| S3 |
3.434 |
3.593 |
3.944 |
|
| S4 |
3.169 |
3.328 |
3.871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.070 |
3.805 |
0.265 |
6.6% |
0.160 |
4.0% |
80% |
True |
False |
13,574 |
| 10 |
4.107 |
3.805 |
0.302 |
7.5% |
0.156 |
3.9% |
70% |
False |
False |
12,161 |
| 20 |
4.721 |
3.805 |
0.916 |
22.8% |
0.180 |
4.5% |
23% |
False |
False |
9,442 |
| 40 |
4.721 |
3.805 |
0.916 |
22.8% |
0.184 |
4.6% |
23% |
False |
False |
7,905 |
| 60 |
5.280 |
3.805 |
1.475 |
36.7% |
0.193 |
4.8% |
14% |
False |
False |
6,286 |
| 80 |
6.521 |
3.805 |
2.716 |
67.6% |
0.199 |
5.0% |
8% |
False |
False |
5,087 |
| 100 |
7.106 |
3.805 |
3.301 |
82.2% |
0.199 |
5.0% |
6% |
False |
False |
4,343 |
| 120 |
7.708 |
3.805 |
3.903 |
97.2% |
0.204 |
5.1% |
5% |
False |
False |
3,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.090 |
|
2.618 |
4.698 |
|
1.618 |
4.458 |
|
1.000 |
4.310 |
|
0.618 |
4.218 |
|
HIGH |
4.070 |
|
0.618 |
3.978 |
|
0.500 |
3.950 |
|
0.382 |
3.922 |
|
LOW |
3.830 |
|
0.618 |
3.682 |
|
1.000 |
3.590 |
|
1.618 |
3.442 |
|
2.618 |
3.202 |
|
4.250 |
2.810 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.995 |
3.995 |
| PP |
3.972 |
3.972 |
| S1 |
3.950 |
3.950 |
|