NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.105 |
4.024 |
-0.081 |
-2.0% |
4.185 |
High |
4.114 |
4.131 |
0.017 |
0.4% |
4.263 |
Low |
4.019 |
4.024 |
0.005 |
0.1% |
4.076 |
Close |
4.026 |
4.105 |
0.079 |
2.0% |
4.240 |
Range |
0.095 |
0.107 |
0.012 |
12.6% |
0.187 |
ATR |
0.183 |
0.178 |
-0.005 |
-3.0% |
0.000 |
Volume |
1,413 |
3,963 |
2,550 |
180.5% |
8,692 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.408 |
4.363 |
4.164 |
|
R3 |
4.301 |
4.256 |
4.134 |
|
R2 |
4.194 |
4.194 |
4.125 |
|
R1 |
4.149 |
4.149 |
4.115 |
4.172 |
PP |
4.087 |
4.087 |
4.087 |
4.098 |
S1 |
4.042 |
4.042 |
4.095 |
4.065 |
S2 |
3.980 |
3.980 |
4.085 |
|
S3 |
3.873 |
3.935 |
4.076 |
|
S4 |
3.766 |
3.828 |
4.046 |
|
|
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 |
4.019 |
0.244 |
5.9% |
0.127 |
3.1% |
35% |
False |
False |
2,161 |
10 |
4.818 |
4.019 |
0.799 |
19.5% |
0.162 |
3.9% |
11% |
False |
False |
1,959 |
20 |
4.860 |
4.019 |
0.841 |
20.5% |
0.182 |
4.4% |
10% |
False |
False |
1,957 |
40 |
5.210 |
4.019 |
1.191 |
29.0% |
0.172 |
4.2% |
7% |
False |
False |
1,760 |
60 |
5.950 |
4.019 |
1.931 |
47.0% |
0.180 |
4.4% |
4% |
False |
False |
1,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.586 |
2.618 |
4.411 |
1.618 |
4.304 |
1.000 |
4.238 |
0.618 |
4.197 |
HIGH |
4.131 |
0.618 |
4.090 |
0.500 |
4.078 |
0.382 |
4.065 |
LOW |
4.024 |
0.618 |
3.958 |
1.000 |
3.917 |
1.618 |
3.851 |
2.618 |
3.744 |
4.250 |
3.569 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.096 |
4.134 |
PP |
4.087 |
4.124 |
S1 |
4.078 |
4.115 |
|