NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.150 |
4.260 |
0.110 |
2.7% |
4.185 |
High |
4.263 |
4.260 |
-0.003 |
-0.1% |
4.263 |
Low |
4.085 |
4.154 |
0.069 |
1.7% |
4.076 |
Close |
4.219 |
4.240 |
0.021 |
0.5% |
4.240 |
Range |
0.178 |
0.106 |
-0.072 |
-40.4% |
0.187 |
ATR |
0.195 |
0.188 |
-0.006 |
-3.3% |
0.000 |
Volume |
1,582 |
1,767 |
185 |
11.7% |
8,692 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.536 |
4.494 |
4.298 |
|
R3 |
4.430 |
4.388 |
4.269 |
|
R2 |
4.324 |
4.324 |
4.259 |
|
R1 |
4.282 |
4.282 |
4.250 |
4.250 |
PP |
4.218 |
4.218 |
4.218 |
4.202 |
S1 |
4.176 |
4.176 |
4.230 |
4.144 |
S2 |
4.112 |
4.112 |
4.221 |
|
S3 |
4.006 |
4.070 |
4.211 |
|
S4 |
3.900 |
3.964 |
4.182 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.754 |
4.684 |
4.343 |
|
R3 |
4.567 |
4.497 |
4.291 |
|
R2 |
4.380 |
4.380 |
4.274 |
|
R1 |
4.310 |
4.310 |
4.257 |
4.345 |
PP |
4.193 |
4.193 |
4.193 |
4.211 |
S1 |
4.123 |
4.123 |
4.223 |
4.158 |
S2 |
4.006 |
4.006 |
4.206 |
|
S3 |
3.819 |
3.936 |
4.189 |
|
S4 |
3.632 |
3.749 |
4.137 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.263 |
4.076 |
0.187 |
4.4% |
0.123 |
2.9% |
88% |
False |
False |
1,738 |
10 |
4.858 |
4.076 |
0.782 |
18.4% |
0.162 |
3.8% |
21% |
False |
False |
1,649 |
20 |
4.860 |
4.076 |
0.784 |
18.5% |
0.181 |
4.3% |
21% |
False |
False |
1,870 |
40 |
5.392 |
4.076 |
1.316 |
31.0% |
0.182 |
4.3% |
12% |
False |
False |
1,670 |
60 |
6.401 |
4.076 |
2.325 |
54.8% |
0.187 |
4.4% |
7% |
False |
False |
1,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.711 |
2.618 |
4.538 |
1.618 |
4.432 |
1.000 |
4.366 |
0.618 |
4.326 |
HIGH |
4.260 |
0.618 |
4.220 |
0.500 |
4.207 |
0.382 |
4.194 |
LOW |
4.154 |
0.618 |
4.088 |
1.000 |
4.048 |
1.618 |
3.982 |
2.618 |
3.876 |
4.250 |
3.704 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.229 |
4.217 |
PP |
4.218 |
4.194 |
S1 |
4.207 |
4.172 |
|