NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.125 |
4.011 |
-0.114 |
-2.8% |
3.965 |
High |
4.125 |
4.196 |
0.071 |
1.7% |
4.196 |
Low |
3.960 |
3.989 |
0.029 |
0.7% |
3.924 |
Close |
4.020 |
4.143 |
0.123 |
3.1% |
4.143 |
Range |
0.165 |
0.207 |
0.042 |
25.5% |
0.272 |
ATR |
0.175 |
0.178 |
0.002 |
1.3% |
0.000 |
Volume |
2,451 |
3,450 |
999 |
40.8% |
16,753 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.730 |
4.644 |
4.257 |
|
R3 |
4.523 |
4.437 |
4.200 |
|
R2 |
4.316 |
4.316 |
4.181 |
|
R1 |
4.230 |
4.230 |
4.162 |
4.273 |
PP |
4.109 |
4.109 |
4.109 |
4.131 |
S1 |
4.023 |
4.023 |
4.124 |
4.066 |
S2 |
3.902 |
3.902 |
4.105 |
|
S3 |
3.695 |
3.816 |
4.086 |
|
S4 |
3.488 |
3.609 |
4.029 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.904 |
4.795 |
4.293 |
|
R3 |
4.632 |
4.523 |
4.218 |
|
R2 |
4.360 |
4.360 |
4.193 |
|
R1 |
4.251 |
4.251 |
4.168 |
4.306 |
PP |
4.088 |
4.088 |
4.088 |
4.115 |
S1 |
3.979 |
3.979 |
4.118 |
4.034 |
S2 |
3.816 |
3.816 |
4.093 |
|
S3 |
3.544 |
3.707 |
4.068 |
|
S4 |
3.272 |
3.435 |
3.993 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.196 |
3.924 |
0.272 |
6.6% |
0.152 |
3.7% |
81% |
True |
False |
3,350 |
10 |
4.233 |
3.924 |
0.309 |
7.5% |
0.153 |
3.7% |
71% |
False |
False |
3,579 |
20 |
4.820 |
3.924 |
0.896 |
21.6% |
0.171 |
4.1% |
24% |
False |
False |
3,264 |
40 |
4.820 |
3.924 |
0.896 |
21.6% |
0.178 |
4.3% |
24% |
False |
False |
2,838 |
60 |
5.350 |
3.924 |
1.426 |
34.4% |
0.187 |
4.5% |
15% |
False |
False |
2,365 |
80 |
6.619 |
3.924 |
2.695 |
65.0% |
0.193 |
4.7% |
8% |
False |
False |
1,987 |
100 |
7.153 |
3.924 |
3.229 |
77.9% |
0.189 |
4.6% |
7% |
False |
False |
1,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.076 |
2.618 |
4.738 |
1.618 |
4.531 |
1.000 |
4.403 |
0.618 |
4.324 |
HIGH |
4.196 |
0.618 |
4.117 |
0.500 |
4.093 |
0.382 |
4.068 |
LOW |
3.989 |
0.618 |
3.861 |
1.000 |
3.782 |
1.618 |
3.654 |
2.618 |
3.447 |
4.250 |
3.109 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.126 |
4.121 |
PP |
4.109 |
4.100 |
S1 |
4.093 |
4.078 |
|