NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.200 |
4.180 |
-0.020 |
-0.5% |
4.729 |
High |
4.235 |
4.180 |
-0.055 |
-1.3% |
4.858 |
Low |
4.076 |
4.080 |
0.004 |
0.1% |
4.172 |
Close |
4.220 |
4.139 |
-0.081 |
-1.9% |
4.179 |
Range |
0.159 |
0.100 |
-0.059 |
-37.1% |
0.686 |
ATR |
0.200 |
0.196 |
-0.004 |
-2.1% |
0.000 |
Volume |
763 |
2,276 |
1,513 |
198.3% |
7,798 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.433 |
4.386 |
4.194 |
|
R3 |
4.333 |
4.286 |
4.167 |
|
R2 |
4.233 |
4.233 |
4.157 |
|
R1 |
4.186 |
4.186 |
4.148 |
4.160 |
PP |
4.133 |
4.133 |
4.133 |
4.120 |
S1 |
4.086 |
4.086 |
4.130 |
4.060 |
S2 |
4.033 |
4.033 |
4.121 |
|
S3 |
3.933 |
3.986 |
4.112 |
|
S4 |
3.833 |
3.886 |
4.084 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.461 |
6.006 |
4.556 |
|
R3 |
5.775 |
5.320 |
4.368 |
|
R2 |
5.089 |
5.089 |
4.305 |
|
R1 |
4.634 |
4.634 |
4.242 |
4.519 |
PP |
4.403 |
4.403 |
4.403 |
4.345 |
S1 |
3.948 |
3.948 |
4.116 |
3.833 |
S2 |
3.717 |
3.717 |
4.053 |
|
S3 |
3.031 |
3.262 |
3.990 |
|
S4 |
2.345 |
2.576 |
3.802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.818 |
4.076 |
0.742 |
17.9% |
0.197 |
4.7% |
8% |
False |
False |
1,756 |
10 |
4.860 |
4.076 |
0.784 |
18.9% |
0.224 |
5.4% |
8% |
False |
False |
1,729 |
20 |
4.860 |
4.076 |
0.784 |
18.9% |
0.187 |
4.5% |
8% |
False |
False |
1,944 |
40 |
5.392 |
4.076 |
1.316 |
31.8% |
0.182 |
4.4% |
5% |
False |
False |
1,637 |
60 |
6.665 |
4.076 |
2.589 |
62.6% |
0.190 |
4.6% |
2% |
False |
False |
1,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.605 |
2.618 |
4.442 |
1.618 |
4.342 |
1.000 |
4.280 |
0.618 |
4.242 |
HIGH |
4.180 |
0.618 |
4.142 |
0.500 |
4.130 |
0.382 |
4.118 |
LOW |
4.080 |
0.618 |
4.018 |
1.000 |
3.980 |
1.618 |
3.918 |
2.618 |
3.818 |
4.250 |
3.655 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.136 |
4.156 |
PP |
4.133 |
4.150 |
S1 |
4.130 |
4.145 |
|