NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.196 |
4.092 |
-0.104 |
-2.5% |
4.114 |
High |
4.196 |
4.092 |
-0.104 |
-2.5% |
4.203 |
Low |
4.040 |
3.954 |
-0.086 |
-2.1% |
4.012 |
Close |
4.109 |
3.961 |
-0.148 |
-3.6% |
4.178 |
Range |
0.156 |
0.138 |
-0.018 |
-11.5% |
0.191 |
ATR |
0.190 |
0.188 |
-0.003 |
-1.3% |
0.000 |
Volume |
3,434 |
2,831 |
-603 |
-17.6% |
15,331 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.416 |
4.327 |
4.037 |
|
R3 |
4.278 |
4.189 |
3.999 |
|
R2 |
4.140 |
4.140 |
3.986 |
|
R1 |
4.051 |
4.051 |
3.974 |
4.027 |
PP |
4.002 |
4.002 |
4.002 |
3.990 |
S1 |
3.913 |
3.913 |
3.948 |
3.889 |
S2 |
3.864 |
3.864 |
3.936 |
|
S3 |
3.726 |
3.775 |
3.923 |
|
S4 |
3.588 |
3.637 |
3.885 |
|
|
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 |
3.954 |
0.249 |
6.3% |
0.147 |
3.7% |
3% |
False |
True |
3,395 |
10 |
4.820 |
3.954 |
0.866 |
21.9% |
0.182 |
4.6% |
1% |
False |
True |
2,946 |
20 |
4.820 |
3.954 |
0.866 |
21.9% |
0.186 |
4.7% |
1% |
False |
True |
2,975 |
40 |
5.316 |
3.954 |
1.362 |
34.4% |
0.184 |
4.6% |
1% |
False |
True |
2,427 |
60 |
6.030 |
3.954 |
2.076 |
52.4% |
0.190 |
4.8% |
0% |
False |
True |
2,037 |
80 |
6.619 |
3.954 |
2.665 |
67.3% |
0.192 |
4.9% |
0% |
False |
True |
1,731 |
100 |
7.230 |
3.954 |
3.276 |
82.7% |
0.192 |
4.9% |
0% |
False |
True |
1,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.679 |
2.618 |
4.453 |
1.618 |
4.315 |
1.000 |
4.230 |
0.618 |
4.177 |
HIGH |
4.092 |
0.618 |
4.039 |
0.500 |
4.023 |
0.382 |
4.007 |
LOW |
3.954 |
0.618 |
3.869 |
1.000 |
3.816 |
1.618 |
3.731 |
2.618 |
3.593 |
4.250 |
3.368 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.023 |
4.075 |
PP |
4.002 |
4.037 |
S1 |
3.982 |
3.999 |
|