NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.075 |
4.169 |
0.094 |
2.3% |
4.114 |
High |
4.203 |
4.191 |
-0.012 |
-0.3% |
4.203 |
Low |
4.025 |
4.087 |
0.062 |
1.5% |
4.012 |
Close |
4.159 |
4.178 |
0.019 |
0.5% |
4.178 |
Range |
0.178 |
0.104 |
-0.074 |
-41.6% |
0.191 |
ATR |
0.200 |
0.193 |
-0.007 |
-3.4% |
0.000 |
Volume |
3,676 |
3,158 |
-518 |
-14.1% |
15,331 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.464 |
4.425 |
4.235 |
|
R3 |
4.360 |
4.321 |
4.207 |
|
R2 |
4.256 |
4.256 |
4.197 |
|
R1 |
4.217 |
4.217 |
4.188 |
4.237 |
PP |
4.152 |
4.152 |
4.152 |
4.162 |
S1 |
4.113 |
4.113 |
4.168 |
4.133 |
S2 |
4.048 |
4.048 |
4.159 |
|
S3 |
3.944 |
4.009 |
4.149 |
|
S4 |
3.840 |
3.905 |
4.121 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.704 |
4.632 |
4.283 |
|
R3 |
4.513 |
4.441 |
4.231 |
|
R2 |
4.322 |
4.322 |
4.213 |
|
R1 |
4.250 |
4.250 |
4.196 |
4.286 |
PP |
4.131 |
4.131 |
4.131 |
4.149 |
S1 |
4.059 |
4.059 |
4.160 |
4.095 |
S2 |
3.940 |
3.940 |
4.143 |
|
S3 |
3.749 |
3.868 |
4.125 |
|
S4 |
3.558 |
3.677 |
4.073 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.203 |
4.012 |
0.191 |
4.6% |
0.138 |
3.3% |
87% |
False |
False |
3,066 |
10 |
4.820 |
4.012 |
0.808 |
19.3% |
0.178 |
4.3% |
21% |
False |
False |
2,939 |
20 |
4.820 |
4.012 |
0.808 |
19.3% |
0.184 |
4.4% |
21% |
False |
False |
2,867 |
40 |
5.350 |
4.012 |
1.338 |
32.0% |
0.189 |
4.5% |
12% |
False |
False |
2,387 |
60 |
6.344 |
4.012 |
2.332 |
55.8% |
0.195 |
4.7% |
7% |
False |
False |
1,963 |
80 |
6.619 |
4.012 |
2.607 |
62.4% |
0.193 |
4.6% |
6% |
False |
False |
1,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.633 |
2.618 |
4.463 |
1.618 |
4.359 |
1.000 |
4.295 |
0.618 |
4.255 |
HIGH |
4.191 |
0.618 |
4.151 |
0.500 |
4.139 |
0.382 |
4.127 |
LOW |
4.087 |
0.618 |
4.023 |
1.000 |
3.983 |
1.618 |
3.919 |
2.618 |
3.815 |
4.250 |
3.645 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.165 |
4.155 |
PP |
4.152 |
4.131 |
S1 |
4.139 |
4.108 |
|