NYMEX Natural Gas Future June 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 |
3.706 |
3.849 |
0.143 |
3.9% |
3.717 |
High |
3.916 |
3.892 |
-0.024 |
-0.6% |
3.916 |
Low |
3.669 |
3.650 |
-0.019 |
-0.5% |
3.642 |
Close |
3.862 |
3.667 |
-0.195 |
-5.0% |
3.862 |
Range |
0.247 |
0.242 |
-0.005 |
-2.0% |
0.274 |
ATR |
0.202 |
0.204 |
0.003 |
1.4% |
0.000 |
Volume |
39,479 |
26,635 |
-12,844 |
-32.5% |
153,820 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.462 |
4.307 |
3.800 |
|
R3 |
4.220 |
4.065 |
3.734 |
|
R2 |
3.978 |
3.978 |
3.711 |
|
R1 |
3.823 |
3.823 |
3.689 |
3.780 |
PP |
3.736 |
3.736 |
3.736 |
3.715 |
S1 |
3.581 |
3.581 |
3.645 |
3.538 |
S2 |
3.494 |
3.494 |
3.623 |
|
S3 |
3.252 |
3.339 |
3.600 |
|
S4 |
3.010 |
3.097 |
3.534 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.629 |
4.519 |
4.013 |
|
R3 |
4.355 |
4.245 |
3.937 |
|
R2 |
4.081 |
4.081 |
3.912 |
|
R1 |
3.971 |
3.971 |
3.887 |
4.026 |
PP |
3.807 |
3.807 |
3.807 |
3.834 |
S1 |
3.697 |
3.697 |
3.837 |
3.752 |
S2 |
3.533 |
3.533 |
3.812 |
|
S3 |
3.259 |
3.423 |
3.787 |
|
S4 |
2.985 |
3.149 |
3.711 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.916 |
3.650 |
0.266 |
7.3% |
0.182 |
5.0% |
6% |
False |
True |
31,934 |
10 |
3.987 |
3.642 |
0.345 |
9.4% |
0.185 |
5.0% |
7% |
False |
False |
24,036 |
20 |
4.589 |
3.642 |
0.947 |
25.8% |
0.198 |
5.4% |
3% |
False |
False |
17,521 |
40 |
4.609 |
3.642 |
0.967 |
26.4% |
0.212 |
5.8% |
3% |
False |
False |
13,037 |
60 |
5.140 |
3.642 |
1.498 |
40.9% |
0.213 |
5.8% |
2% |
False |
False |
10,228 |
80 |
6.413 |
3.642 |
2.771 |
75.6% |
0.218 |
5.9% |
1% |
False |
False |
8,132 |
100 |
6.995 |
3.642 |
3.353 |
91.4% |
0.216 |
5.9% |
1% |
False |
False |
6,800 |
120 |
7.599 |
3.642 |
3.957 |
107.9% |
0.221 |
6.0% |
1% |
False |
False |
5,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.921 |
2.618 |
4.526 |
1.618 |
4.284 |
1.000 |
4.134 |
0.618 |
4.042 |
HIGH |
3.892 |
0.618 |
3.800 |
0.500 |
3.771 |
0.382 |
3.742 |
LOW |
3.650 |
0.618 |
3.500 |
1.000 |
3.408 |
1.618 |
3.258 |
2.618 |
3.016 |
4.250 |
2.622 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3.771 |
3.783 |
PP |
3.736 |
3.744 |
S1 |
3.702 |
3.706 |
|