NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.897 |
3.787 |
-0.110 |
-2.8% |
4.116 |
| High |
3.897 |
3.820 |
-0.077 |
-2.0% |
4.116 |
| Low |
3.774 |
3.650 |
-0.124 |
-3.3% |
3.650 |
| Close |
3.793 |
3.683 |
-0.110 |
-2.9% |
3.683 |
| Range |
0.123 |
0.170 |
0.047 |
38.2% |
0.466 |
| ATR |
0.163 |
0.164 |
0.000 |
0.3% |
0.000 |
| Volume |
4,703 |
6,419 |
1,716 |
36.5% |
23,889 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.228 |
4.125 |
3.777 |
|
| R3 |
4.058 |
3.955 |
3.730 |
|
| R2 |
3.888 |
3.888 |
3.714 |
|
| R1 |
3.785 |
3.785 |
3.699 |
3.752 |
| PP |
3.718 |
3.718 |
3.718 |
3.701 |
| S1 |
3.615 |
3.615 |
3.667 |
3.582 |
| S2 |
3.548 |
3.548 |
3.652 |
|
| S3 |
3.378 |
3.445 |
3.636 |
|
| S4 |
3.208 |
3.275 |
3.590 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.214 |
4.915 |
3.939 |
|
| R3 |
4.748 |
4.449 |
3.811 |
|
| R2 |
4.282 |
4.282 |
3.768 |
|
| R1 |
3.983 |
3.983 |
3.726 |
3.900 |
| PP |
3.816 |
3.816 |
3.816 |
3.775 |
| S1 |
3.517 |
3.517 |
3.640 |
3.434 |
| S2 |
3.350 |
3.350 |
3.598 |
|
| S3 |
2.884 |
3.051 |
3.555 |
|
| S4 |
2.418 |
2.585 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.116 |
3.650 |
0.466 |
12.7% |
0.124 |
3.4% |
7% |
False |
True |
4,777 |
| 10 |
4.196 |
3.650 |
0.546 |
14.8% |
0.138 |
3.7% |
6% |
False |
True |
4,064 |
| 20 |
4.338 |
3.650 |
0.688 |
18.7% |
0.149 |
4.0% |
5% |
False |
True |
3,773 |
| 40 |
4.820 |
3.650 |
1.170 |
31.8% |
0.176 |
4.8% |
3% |
False |
True |
3,250 |
| 60 |
5.350 |
3.650 |
1.700 |
46.2% |
0.182 |
4.9% |
2% |
False |
True |
2,688 |
| 80 |
6.619 |
3.650 |
2.969 |
80.6% |
0.190 |
5.2% |
1% |
False |
True |
2,253 |
| 100 |
6.987 |
3.650 |
3.337 |
90.6% |
0.186 |
5.1% |
1% |
False |
True |
1,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.543 |
|
2.618 |
4.265 |
|
1.618 |
4.095 |
|
1.000 |
3.990 |
|
0.618 |
3.925 |
|
HIGH |
3.820 |
|
0.618 |
3.755 |
|
0.500 |
3.735 |
|
0.382 |
3.715 |
|
LOW |
3.650 |
|
0.618 |
3.545 |
|
1.000 |
3.480 |
|
1.618 |
3.375 |
|
2.618 |
3.205 |
|
4.250 |
2.928 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.788 |
| PP |
3.718 |
3.753 |
| S1 |
3.700 |
3.718 |
|