NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.141 |
4.125 |
-0.016 |
-0.4% |
4.196 |
High |
4.149 |
4.125 |
-0.024 |
-0.6% |
4.233 |
Low |
4.044 |
3.960 |
-0.084 |
-2.1% |
3.947 |
Close |
4.112 |
4.020 |
-0.092 |
-2.2% |
4.024 |
Range |
0.105 |
0.165 |
0.060 |
57.1% |
0.286 |
ATR |
0.176 |
0.175 |
-0.001 |
-0.4% |
0.000 |
Volume |
3,439 |
2,451 |
-988 |
-28.7% |
15,882 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.530 |
4.440 |
4.111 |
|
R3 |
4.365 |
4.275 |
4.065 |
|
R2 |
4.200 |
4.200 |
4.050 |
|
R1 |
4.110 |
4.110 |
4.035 |
4.073 |
PP |
4.035 |
4.035 |
4.035 |
4.016 |
S1 |
3.945 |
3.945 |
4.005 |
3.908 |
S2 |
3.870 |
3.870 |
3.990 |
|
S3 |
3.705 |
3.780 |
3.975 |
|
S4 |
3.540 |
3.615 |
3.929 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.926 |
4.761 |
4.181 |
|
R3 |
4.640 |
4.475 |
4.103 |
|
R2 |
4.354 |
4.354 |
4.076 |
|
R1 |
4.189 |
4.189 |
4.050 |
4.129 |
PP |
4.068 |
4.068 |
4.068 |
4.038 |
S1 |
3.903 |
3.903 |
3.998 |
3.843 |
S2 |
3.782 |
3.782 |
3.972 |
|
S3 |
3.496 |
3.617 |
3.945 |
|
S4 |
3.210 |
3.331 |
3.867 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.233 |
3.924 |
0.309 |
7.7% |
0.162 |
4.0% |
31% |
False |
False |
3,400 |
10 |
4.233 |
3.924 |
0.309 |
7.7% |
0.150 |
3.7% |
31% |
False |
False |
3,601 |
20 |
4.820 |
3.924 |
0.896 |
22.3% |
0.189 |
4.7% |
11% |
False |
False |
3,184 |
40 |
4.820 |
3.924 |
0.896 |
22.3% |
0.178 |
4.4% |
11% |
False |
False |
2,791 |
60 |
5.350 |
3.924 |
1.426 |
35.5% |
0.186 |
4.6% |
7% |
False |
False |
2,317 |
80 |
6.619 |
3.924 |
2.695 |
67.0% |
0.194 |
4.8% |
4% |
False |
False |
1,958 |
100 |
7.153 |
3.924 |
3.229 |
80.3% |
0.189 |
4.7% |
3% |
False |
False |
1,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.826 |
2.618 |
4.557 |
1.618 |
4.392 |
1.000 |
4.290 |
0.618 |
4.227 |
HIGH |
4.125 |
0.618 |
4.062 |
0.500 |
4.043 |
0.382 |
4.023 |
LOW |
3.960 |
0.618 |
3.858 |
1.000 |
3.795 |
1.618 |
3.693 |
2.618 |
3.528 |
4.250 |
3.259 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.043 |
4.055 |
PP |
4.035 |
4.043 |
S1 |
4.028 |
4.032 |
|