NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.849 |
3.800 |
-0.049 |
-1.3% |
3.861 |
| High |
3.854 |
3.822 |
-0.032 |
-0.8% |
4.070 |
| Low |
3.736 |
3.755 |
0.019 |
0.5% |
3.805 |
| Close |
3.787 |
3.788 |
0.001 |
0.0% |
4.017 |
| Range |
0.118 |
0.067 |
-0.051 |
-43.2% |
0.265 |
| ATR |
0.181 |
0.173 |
-0.008 |
-4.5% |
0.000 |
| Volume |
5,119 |
8,133 |
3,014 |
58.9% |
67,870 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.989 |
3.956 |
3.825 |
|
| R3 |
3.922 |
3.889 |
3.806 |
|
| R2 |
3.855 |
3.855 |
3.800 |
|
| R1 |
3.822 |
3.822 |
3.794 |
3.805 |
| PP |
3.788 |
3.788 |
3.788 |
3.780 |
| S1 |
3.755 |
3.755 |
3.782 |
3.738 |
| S2 |
3.721 |
3.721 |
3.776 |
|
| S3 |
3.654 |
3.688 |
3.770 |
|
| S4 |
3.587 |
3.621 |
3.751 |
|
|
| 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 |
3.736 |
0.334 |
8.8% |
0.161 |
4.3% |
16% |
False |
False |
8,123 |
| 10 |
4.070 |
3.736 |
0.334 |
8.8% |
0.150 |
4.0% |
16% |
False |
False |
12,165 |
| 20 |
4.720 |
3.736 |
0.984 |
26.0% |
0.176 |
4.6% |
5% |
False |
False |
9,653 |
| 40 |
4.721 |
3.736 |
0.985 |
26.0% |
0.184 |
4.9% |
5% |
False |
False |
8,062 |
| 60 |
5.280 |
3.736 |
1.544 |
40.8% |
0.190 |
5.0% |
3% |
False |
False |
6,544 |
| 80 |
6.521 |
3.736 |
2.785 |
73.5% |
0.194 |
5.1% |
2% |
False |
False |
5,289 |
| 100 |
7.106 |
3.736 |
3.370 |
89.0% |
0.197 |
5.2% |
2% |
False |
False |
4,509 |
| 120 |
7.708 |
3.736 |
3.972 |
104.9% |
0.204 |
5.4% |
1% |
False |
False |
3,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.107 |
|
2.618 |
3.997 |
|
1.618 |
3.930 |
|
1.000 |
3.889 |
|
0.618 |
3.863 |
|
HIGH |
3.822 |
|
0.618 |
3.796 |
|
0.500 |
3.789 |
|
0.382 |
3.781 |
|
LOW |
3.755 |
|
0.618 |
3.714 |
|
1.000 |
3.688 |
|
1.618 |
3.647 |
|
2.618 |
3.580 |
|
4.250 |
3.470 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.789 |
3.881 |
| PP |
3.788 |
3.850 |
| S1 |
3.788 |
3.819 |
|