NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.800 |
3.775 |
-0.025 |
-0.7% |
3.861 |
| High |
3.822 |
3.788 |
-0.034 |
-0.9% |
4.070 |
| Low |
3.755 |
3.640 |
-0.115 |
-3.1% |
3.805 |
| Close |
3.788 |
3.662 |
-0.126 |
-3.3% |
4.017 |
| Range |
0.067 |
0.148 |
0.081 |
120.9% |
0.265 |
| ATR |
0.173 |
0.171 |
-0.002 |
-1.0% |
0.000 |
| Volume |
8,133 |
8,698 |
565 |
6.9% |
67,870 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.141 |
4.049 |
3.743 |
|
| R3 |
3.993 |
3.901 |
3.703 |
|
| R2 |
3.845 |
3.845 |
3.689 |
|
| R1 |
3.753 |
3.753 |
3.676 |
3.725 |
| PP |
3.697 |
3.697 |
3.697 |
3.683 |
| S1 |
3.605 |
3.605 |
3.648 |
3.577 |
| S2 |
3.549 |
3.549 |
3.635 |
|
| S3 |
3.401 |
3.457 |
3.621 |
|
| S4 |
3.253 |
3.309 |
3.581 |
|
|
| 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 |
3.640 |
0.430 |
11.7% |
0.158 |
4.3% |
5% |
False |
True |
7,916 |
| 10 |
4.070 |
3.640 |
0.430 |
11.7% |
0.153 |
4.2% |
5% |
False |
True |
11,394 |
| 20 |
4.720 |
3.640 |
1.080 |
29.5% |
0.178 |
4.9% |
2% |
False |
True |
9,799 |
| 40 |
4.721 |
3.640 |
1.081 |
29.5% |
0.183 |
5.0% |
2% |
False |
True |
8,082 |
| 60 |
5.280 |
3.640 |
1.640 |
44.8% |
0.191 |
5.2% |
1% |
False |
True |
6,658 |
| 80 |
6.521 |
3.640 |
2.881 |
78.7% |
0.196 |
5.3% |
1% |
False |
True |
5,386 |
| 100 |
6.892 |
3.640 |
3.252 |
88.8% |
0.194 |
5.3% |
1% |
False |
True |
4,581 |
| 120 |
7.708 |
3.640 |
4.068 |
111.1% |
0.203 |
5.5% |
1% |
False |
True |
4,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.417 |
|
2.618 |
4.175 |
|
1.618 |
4.027 |
|
1.000 |
3.936 |
|
0.618 |
3.879 |
|
HIGH |
3.788 |
|
0.618 |
3.731 |
|
0.500 |
3.714 |
|
0.382 |
3.697 |
|
LOW |
3.640 |
|
0.618 |
3.549 |
|
1.000 |
3.492 |
|
1.618 |
3.401 |
|
2.618 |
3.253 |
|
4.250 |
3.011 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.714 |
3.747 |
| PP |
3.697 |
3.719 |
| S1 |
3.679 |
3.690 |
|