NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3.970 |
3.925 |
-0.045 |
-1.1% |
3.965 |
High |
3.970 |
3.925 |
-0.045 |
-1.1% |
4.196 |
Low |
3.865 |
3.880 |
0.015 |
0.4% |
3.924 |
Close |
3.913 |
3.914 |
0.001 |
0.0% |
4.143 |
Range |
0.105 |
0.045 |
-0.060 |
-57.1% |
0.272 |
ATR |
0.174 |
0.165 |
-0.009 |
-5.3% |
0.000 |
Volume |
3,326 |
4,143 |
817 |
24.6% |
16,753 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.041 |
4.023 |
3.939 |
|
R3 |
3.996 |
3.978 |
3.926 |
|
R2 |
3.951 |
3.951 |
3.922 |
|
R1 |
3.933 |
3.933 |
3.918 |
3.920 |
PP |
3.906 |
3.906 |
3.906 |
3.900 |
S1 |
3.888 |
3.888 |
3.910 |
3.875 |
S2 |
3.861 |
3.861 |
3.906 |
|
S3 |
3.816 |
3.843 |
3.902 |
|
S4 |
3.771 |
3.798 |
3.889 |
|
|
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 |
3.865 |
0.331 |
8.5% |
0.140 |
3.6% |
15% |
False |
False |
3,733 |
10 |
4.233 |
3.865 |
0.368 |
9.4% |
0.146 |
3.7% |
13% |
False |
False |
3,913 |
20 |
4.820 |
3.865 |
0.955 |
24.4% |
0.164 |
4.2% |
5% |
False |
False |
3,430 |
40 |
4.820 |
3.865 |
0.955 |
24.4% |
0.176 |
4.5% |
5% |
False |
False |
3,057 |
60 |
5.350 |
3.865 |
1.485 |
37.9% |
0.182 |
4.7% |
3% |
False |
False |
2,540 |
80 |
6.619 |
3.865 |
2.754 |
70.4% |
0.187 |
4.8% |
2% |
False |
False |
2,120 |
100 |
7.153 |
3.865 |
3.288 |
84.0% |
0.188 |
4.8% |
1% |
False |
False |
1,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.116 |
2.618 |
4.043 |
1.618 |
3.998 |
1.000 |
3.970 |
0.618 |
3.953 |
HIGH |
3.925 |
0.618 |
3.908 |
0.500 |
3.903 |
0.382 |
3.897 |
LOW |
3.880 |
0.618 |
3.852 |
1.000 |
3.835 |
1.618 |
3.807 |
2.618 |
3.762 |
4.250 |
3.689 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3.910 |
3.991 |
PP |
3.906 |
3.965 |
S1 |
3.903 |
3.940 |
|