NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.170 |
4.075 |
-0.095 |
-2.3% |
4.710 |
High |
4.170 |
4.203 |
0.033 |
0.8% |
4.820 |
Low |
4.012 |
4.025 |
0.013 |
0.3% |
4.108 |
Close |
4.079 |
4.159 |
0.080 |
2.0% |
4.119 |
Range |
0.158 |
0.178 |
0.020 |
12.7% |
0.712 |
ATR |
0.202 |
0.200 |
-0.002 |
-0.8% |
0.000 |
Volume |
3,877 |
3,676 |
-201 |
-5.2% |
14,065 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.663 |
4.589 |
4.257 |
|
R3 |
4.485 |
4.411 |
4.208 |
|
R2 |
4.307 |
4.307 |
4.192 |
|
R1 |
4.233 |
4.233 |
4.175 |
4.270 |
PP |
4.129 |
4.129 |
4.129 |
4.148 |
S1 |
4.055 |
4.055 |
4.143 |
4.092 |
S2 |
3.951 |
3.951 |
4.126 |
|
S3 |
3.773 |
3.877 |
4.110 |
|
S4 |
3.595 |
3.699 |
4.061 |
|
|
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 |
4.338 |
4.012 |
0.326 |
7.8% |
0.164 |
3.9% |
45% |
False |
False |
3,158 |
10 |
4.820 |
4.012 |
0.808 |
19.4% |
0.189 |
4.5% |
18% |
False |
False |
2,948 |
20 |
4.820 |
4.012 |
0.808 |
19.4% |
0.188 |
4.5% |
18% |
False |
False |
2,848 |
40 |
5.350 |
4.012 |
1.338 |
32.2% |
0.192 |
4.6% |
11% |
False |
False |
2,336 |
60 |
6.430 |
4.012 |
2.418 |
58.1% |
0.196 |
4.7% |
6% |
False |
False |
1,920 |
80 |
6.619 |
4.012 |
2.607 |
62.7% |
0.194 |
4.7% |
6% |
False |
False |
1,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.960 |
2.618 |
4.669 |
1.618 |
4.491 |
1.000 |
4.381 |
0.618 |
4.313 |
HIGH |
4.203 |
0.618 |
4.135 |
0.500 |
4.114 |
0.382 |
4.093 |
LOW |
4.025 |
0.618 |
3.915 |
1.000 |
3.847 |
1.618 |
3.737 |
2.618 |
3.559 |
4.250 |
3.269 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.144 |
4.142 |
PP |
4.129 |
4.125 |
S1 |
4.114 |
4.108 |
|