NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.180 |
4.150 |
-0.030 |
-0.7% |
4.729 |
High |
4.180 |
4.263 |
0.083 |
2.0% |
4.858 |
Low |
4.080 |
4.085 |
0.005 |
0.1% |
4.172 |
Close |
4.139 |
4.219 |
0.080 |
1.9% |
4.179 |
Range |
0.100 |
0.178 |
0.078 |
78.0% |
0.686 |
ATR |
0.196 |
0.195 |
-0.001 |
-0.6% |
0.000 |
Volume |
2,276 |
1,582 |
-694 |
-30.5% |
7,798 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.723 |
4.649 |
4.317 |
|
R3 |
4.545 |
4.471 |
4.268 |
|
R2 |
4.367 |
4.367 |
4.252 |
|
R1 |
4.293 |
4.293 |
4.235 |
4.330 |
PP |
4.189 |
4.189 |
4.189 |
4.208 |
S1 |
4.115 |
4.115 |
4.203 |
4.152 |
S2 |
4.011 |
4.011 |
4.186 |
|
S3 |
3.833 |
3.937 |
4.170 |
|
S4 |
3.655 |
3.759 |
4.121 |
|
|
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 |
4.420 |
4.076 |
0.344 |
8.2% |
0.151 |
3.6% |
42% |
False |
False |
1,714 |
10 |
4.858 |
4.076 |
0.782 |
18.5% |
0.172 |
4.1% |
18% |
False |
False |
1,740 |
20 |
4.860 |
4.076 |
0.784 |
18.6% |
0.184 |
4.3% |
18% |
False |
False |
1,907 |
40 |
5.392 |
4.076 |
1.316 |
31.2% |
0.183 |
4.3% |
11% |
False |
False |
1,645 |
60 |
6.480 |
4.076 |
2.404 |
57.0% |
0.188 |
4.5% |
6% |
False |
False |
1,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.020 |
2.618 |
4.729 |
1.618 |
4.551 |
1.000 |
4.441 |
0.618 |
4.373 |
HIGH |
4.263 |
0.618 |
4.195 |
0.500 |
4.174 |
0.382 |
4.153 |
LOW |
4.085 |
0.618 |
3.975 |
1.000 |
3.907 |
1.618 |
3.797 |
2.618 |
3.619 |
4.250 |
3.329 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.204 |
4.203 |
PP |
4.189 |
4.186 |
S1 |
4.174 |
4.170 |
|