NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.905 |
3.976 |
0.071 |
1.8% |
3.861 |
| High |
4.070 |
4.025 |
-0.045 |
-1.1% |
4.070 |
| Low |
3.830 |
3.810 |
-0.020 |
-0.5% |
3.805 |
| Close |
4.017 |
3.826 |
-0.191 |
-4.8% |
4.017 |
| Range |
0.240 |
0.215 |
-0.025 |
-10.4% |
0.265 |
| ATR |
0.184 |
0.186 |
0.002 |
1.2% |
0.000 |
| Volume |
10,188 |
7,444 |
-2,744 |
-26.9% |
67,870 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.532 |
4.394 |
3.944 |
|
| R3 |
4.317 |
4.179 |
3.885 |
|
| R2 |
4.102 |
4.102 |
3.865 |
|
| R1 |
3.964 |
3.964 |
3.846 |
3.926 |
| PP |
3.887 |
3.887 |
3.887 |
3.868 |
| S1 |
3.749 |
3.749 |
3.806 |
3.711 |
| S2 |
3.672 |
3.672 |
3.787 |
|
| S3 |
3.457 |
3.534 |
3.767 |
|
| S4 |
3.242 |
3.319 |
3.708 |
|
|
| 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 |
3.810 |
0.260 |
6.8% |
0.173 |
4.5% |
6% |
False |
True |
12,383 |
| 10 |
4.107 |
3.805 |
0.302 |
7.9% |
0.166 |
4.3% |
7% |
False |
False |
12,177 |
| 20 |
4.721 |
3.805 |
0.916 |
23.9% |
0.180 |
4.7% |
2% |
False |
False |
9,501 |
| 40 |
4.721 |
3.805 |
0.916 |
23.9% |
0.188 |
4.9% |
2% |
False |
False |
7,935 |
| 60 |
5.280 |
3.805 |
1.475 |
38.6% |
0.193 |
5.0% |
1% |
False |
False |
6,373 |
| 80 |
6.521 |
3.805 |
2.716 |
71.0% |
0.200 |
5.2% |
1% |
False |
False |
5,157 |
| 100 |
7.106 |
3.805 |
3.301 |
86.3% |
0.200 |
5.2% |
1% |
False |
False |
4,399 |
| 120 |
7.708 |
3.805 |
3.903 |
102.0% |
0.205 |
5.3% |
1% |
False |
False |
3,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.939 |
|
2.618 |
4.588 |
|
1.618 |
4.373 |
|
1.000 |
4.240 |
|
0.618 |
4.158 |
|
HIGH |
4.025 |
|
0.618 |
3.943 |
|
0.500 |
3.918 |
|
0.382 |
3.892 |
|
LOW |
3.810 |
|
0.618 |
3.677 |
|
1.000 |
3.595 |
|
1.618 |
3.462 |
|
2.618 |
3.247 |
|
4.250 |
2.896 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.918 |
3.940 |
| PP |
3.887 |
3.902 |
| S1 |
3.857 |
3.864 |
|