NYMEX Natural Gas Future August 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 |
4.011 |
4.116 |
0.105 |
2.6% |
3.965 |
| High |
4.196 |
4.116 |
-0.080 |
-1.9% |
4.196 |
| Low |
3.989 |
3.937 |
-0.052 |
-1.3% |
3.924 |
| Close |
4.143 |
3.953 |
-0.190 |
-4.6% |
4.143 |
| Range |
0.207 |
0.179 |
-0.028 |
-13.5% |
0.272 |
| ATR |
0.178 |
0.180 |
0.002 |
1.1% |
0.000 |
| Volume |
3,450 |
5,298 |
1,848 |
53.6% |
16,753 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.539 |
4.425 |
4.051 |
|
| R3 |
4.360 |
4.246 |
4.002 |
|
| R2 |
4.181 |
4.181 |
3.986 |
|
| R1 |
4.067 |
4.067 |
3.969 |
4.035 |
| PP |
4.002 |
4.002 |
4.002 |
3.986 |
| S1 |
3.888 |
3.888 |
3.937 |
3.856 |
| S2 |
3.823 |
3.823 |
3.920 |
|
| S3 |
3.644 |
3.709 |
3.904 |
|
| S4 |
3.465 |
3.530 |
3.855 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.904 |
4.795 |
4.293 |
|
| R3 |
4.632 |
4.523 |
4.218 |
|
| R2 |
4.360 |
4.360 |
4.193 |
|
| R1 |
4.251 |
4.251 |
4.168 |
4.306 |
| PP |
4.088 |
4.088 |
4.088 |
4.115 |
| S1 |
3.979 |
3.979 |
4.118 |
4.034 |
| S2 |
3.816 |
3.816 |
4.093 |
|
| S3 |
3.544 |
3.707 |
4.068 |
|
| S4 |
3.272 |
3.435 |
3.993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.196 |
3.937 |
0.259 |
6.6% |
0.157 |
4.0% |
6% |
False |
True |
3,725 |
| 10 |
4.233 |
3.924 |
0.309 |
7.8% |
0.161 |
4.1% |
9% |
False |
False |
3,793 |
| 20 |
4.820 |
3.924 |
0.896 |
22.7% |
0.169 |
4.3% |
3% |
False |
False |
3,366 |
| 40 |
4.820 |
3.924 |
0.896 |
22.7% |
0.180 |
4.6% |
3% |
False |
False |
2,920 |
| 60 |
5.350 |
3.924 |
1.426 |
36.1% |
0.186 |
4.7% |
2% |
False |
False |
2,441 |
| 80 |
6.619 |
3.924 |
2.695 |
68.2% |
0.194 |
4.9% |
1% |
False |
False |
2,044 |
| 100 |
7.153 |
3.924 |
3.229 |
81.7% |
0.189 |
4.8% |
1% |
False |
False |
1,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.877 |
|
2.618 |
4.585 |
|
1.618 |
4.406 |
|
1.000 |
4.295 |
|
0.618 |
4.227 |
|
HIGH |
4.116 |
|
0.618 |
4.048 |
|
0.500 |
4.027 |
|
0.382 |
4.005 |
|
LOW |
3.937 |
|
0.618 |
3.826 |
|
1.000 |
3.758 |
|
1.618 |
3.647 |
|
2.618 |
3.468 |
|
4.250 |
3.176 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.027 |
4.067 |
| PP |
4.002 |
4.029 |
| S1 |
3.978 |
3.991 |
|