NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.173 |
4.170 |
-0.003 |
-0.1% |
4.710 |
High |
4.186 |
4.170 |
-0.016 |
-0.4% |
4.820 |
Low |
4.030 |
4.012 |
-0.018 |
-0.4% |
4.108 |
Close |
4.161 |
4.079 |
-0.082 |
-2.0% |
4.119 |
Range |
0.156 |
0.158 |
0.002 |
1.3% |
0.712 |
ATR |
0.205 |
0.202 |
-0.003 |
-1.6% |
0.000 |
Volume |
1,250 |
3,877 |
2,627 |
210.2% |
14,065 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.561 |
4.478 |
4.166 |
|
R3 |
4.403 |
4.320 |
4.122 |
|
R2 |
4.245 |
4.245 |
4.108 |
|
R1 |
4.162 |
4.162 |
4.093 |
4.125 |
PP |
4.087 |
4.087 |
4.087 |
4.068 |
S1 |
4.004 |
4.004 |
4.065 |
3.967 |
S2 |
3.929 |
3.929 |
4.050 |
|
S3 |
3.771 |
3.846 |
4.036 |
|
S4 |
3.613 |
3.688 |
3.992 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.485 |
6.014 |
4.511 |
|
R3 |
5.773 |
5.302 |
4.315 |
|
R2 |
5.061 |
5.061 |
4.250 |
|
R1 |
4.590 |
4.590 |
4.184 |
4.470 |
PP |
4.349 |
4.349 |
4.349 |
4.289 |
S1 |
3.878 |
3.878 |
4.054 |
3.758 |
S2 |
3.637 |
3.637 |
3.988 |
|
S3 |
2.925 |
3.166 |
3.923 |
|
S4 |
2.213 |
2.454 |
3.727 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.805 |
4.012 |
0.793 |
19.4% |
0.219 |
5.4% |
8% |
False |
True |
2,834 |
10 |
4.820 |
4.012 |
0.808 |
19.8% |
0.228 |
5.6% |
8% |
False |
True |
2,767 |
20 |
4.820 |
4.012 |
0.808 |
19.8% |
0.191 |
4.7% |
8% |
False |
True |
2,822 |
40 |
5.350 |
4.012 |
1.338 |
32.8% |
0.191 |
4.7% |
5% |
False |
True |
2,292 |
60 |
6.619 |
4.012 |
2.607 |
63.9% |
0.198 |
4.9% |
3% |
False |
True |
1,875 |
80 |
6.619 |
4.012 |
2.607 |
63.9% |
0.193 |
4.7% |
3% |
False |
True |
1,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.842 |
2.618 |
4.584 |
1.618 |
4.426 |
1.000 |
4.328 |
0.618 |
4.268 |
HIGH |
4.170 |
0.618 |
4.110 |
0.500 |
4.091 |
0.382 |
4.072 |
LOW |
4.012 |
0.618 |
3.914 |
1.000 |
3.854 |
1.618 |
3.756 |
2.618 |
3.598 |
4.250 |
3.341 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.091 |
4.099 |
PP |
4.087 |
4.092 |
S1 |
4.083 |
4.086 |
|