NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.169 |
4.196 |
0.027 |
0.6% |
4.114 |
High |
4.191 |
4.196 |
0.005 |
0.1% |
4.203 |
Low |
4.087 |
4.040 |
-0.047 |
-1.1% |
4.012 |
Close |
4.178 |
4.109 |
-0.069 |
-1.7% |
4.178 |
Range |
0.104 |
0.156 |
0.052 |
50.0% |
0.191 |
ATR |
0.193 |
0.190 |
-0.003 |
-1.4% |
0.000 |
Volume |
3,158 |
3,434 |
276 |
8.7% |
15,331 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.583 |
4.502 |
4.195 |
|
R3 |
4.427 |
4.346 |
4.152 |
|
R2 |
4.271 |
4.271 |
4.138 |
|
R1 |
4.190 |
4.190 |
4.123 |
4.153 |
PP |
4.115 |
4.115 |
4.115 |
4.096 |
S1 |
4.034 |
4.034 |
4.095 |
3.997 |
S2 |
3.959 |
3.959 |
4.080 |
|
S3 |
3.803 |
3.878 |
4.066 |
|
S4 |
3.647 |
3.722 |
4.023 |
|
|
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% |
0.150 |
3.7% |
51% |
False |
False |
3,079 |
10 |
4.820 |
4.012 |
0.808 |
19.7% |
0.186 |
4.5% |
12% |
False |
False |
2,943 |
20 |
4.820 |
4.012 |
0.808 |
19.7% |
0.186 |
4.5% |
12% |
False |
False |
2,920 |
40 |
5.350 |
4.012 |
1.338 |
32.6% |
0.186 |
4.5% |
7% |
False |
False |
2,408 |
60 |
6.077 |
4.012 |
2.065 |
50.3% |
0.192 |
4.7% |
5% |
False |
False |
2,009 |
80 |
6.619 |
4.012 |
2.607 |
63.4% |
0.193 |
4.7% |
4% |
False |
False |
1,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.859 |
2.618 |
4.604 |
1.618 |
4.448 |
1.000 |
4.352 |
0.618 |
4.292 |
HIGH |
4.196 |
0.618 |
4.136 |
0.500 |
4.118 |
0.382 |
4.100 |
LOW |
4.040 |
0.618 |
3.944 |
1.000 |
3.884 |
1.618 |
3.788 |
2.618 |
3.632 |
4.250 |
3.377 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.118 |
4.114 |
PP |
4.115 |
4.112 |
S1 |
4.112 |
4.111 |
|