NYMEX Natural Gas Future August 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3.787 |
3.650 |
-0.137 |
-3.6% |
4.116 |
High |
3.820 |
3.655 |
-0.165 |
-4.3% |
4.116 |
Low |
3.650 |
3.540 |
-0.110 |
-3.0% |
3.650 |
Close |
3.683 |
3.638 |
-0.045 |
-1.2% |
3.683 |
Range |
0.170 |
0.115 |
-0.055 |
-32.4% |
0.466 |
ATR |
0.164 |
0.162 |
-0.001 |
-0.9% |
0.000 |
Volume |
6,419 |
2,276 |
-4,143 |
-64.5% |
23,889 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.956 |
3.912 |
3.701 |
|
R3 |
3.841 |
3.797 |
3.670 |
|
R2 |
3.726 |
3.726 |
3.659 |
|
R1 |
3.682 |
3.682 |
3.649 |
3.647 |
PP |
3.611 |
3.611 |
3.611 |
3.593 |
S1 |
3.567 |
3.567 |
3.627 |
3.532 |
S2 |
3.496 |
3.496 |
3.617 |
|
S3 |
3.381 |
3.452 |
3.606 |
|
S4 |
3.266 |
3.337 |
3.575 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.214 |
4.915 |
3.939 |
|
R3 |
4.748 |
4.449 |
3.811 |
|
R2 |
4.282 |
4.282 |
3.768 |
|
R1 |
3.983 |
3.983 |
3.726 |
3.900 |
PP |
3.816 |
3.816 |
3.816 |
3.775 |
S1 |
3.517 |
3.517 |
3.640 |
3.434 |
S2 |
3.350 |
3.350 |
3.598 |
|
S3 |
2.884 |
3.051 |
3.555 |
|
S4 |
2.418 |
2.585 |
3.427 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.970 |
3.540 |
0.430 |
11.8% |
0.112 |
3.1% |
23% |
False |
True |
4,173 |
10 |
4.196 |
3.540 |
0.656 |
18.0% |
0.134 |
3.7% |
15% |
False |
True |
3,949 |
20 |
4.233 |
3.540 |
0.693 |
19.0% |
0.143 |
3.9% |
14% |
False |
True |
3,706 |
40 |
4.820 |
3.540 |
1.280 |
35.2% |
0.171 |
4.7% |
8% |
False |
True |
3,262 |
60 |
5.350 |
3.540 |
1.810 |
49.8% |
0.180 |
4.9% |
5% |
False |
True |
2,697 |
80 |
6.619 |
3.540 |
3.079 |
84.6% |
0.190 |
5.2% |
3% |
False |
True |
2,245 |
100 |
6.987 |
3.540 |
3.447 |
94.7% |
0.185 |
5.1% |
3% |
False |
True |
1,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.144 |
2.618 |
3.956 |
1.618 |
3.841 |
1.000 |
3.770 |
0.618 |
3.726 |
HIGH |
3.655 |
0.618 |
3.611 |
0.500 |
3.598 |
0.382 |
3.584 |
LOW |
3.540 |
0.618 |
3.469 |
1.000 |
3.425 |
1.618 |
3.354 |
2.618 |
3.239 |
4.250 |
3.051 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3.625 |
3.719 |
PP |
3.611 |
3.692 |
S1 |
3.598 |
3.665 |
|