NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.110 |
4.029 |
-0.081 |
-2.0% |
4.248 |
High |
4.272 |
4.135 |
-0.137 |
-3.2% |
4.272 |
Low |
4.040 |
3.996 |
-0.044 |
-1.1% |
4.019 |
Close |
4.095 |
4.126 |
0.031 |
0.8% |
4.095 |
Range |
0.232 |
0.139 |
-0.093 |
-40.1% |
0.253 |
ATR |
0.181 |
0.178 |
-0.003 |
-1.7% |
0.000 |
Volume |
3,014 |
2,508 |
-506 |
-16.8% |
10,472 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.503 |
4.453 |
4.202 |
|
R3 |
4.364 |
4.314 |
4.164 |
|
R2 |
4.225 |
4.225 |
4.151 |
|
R1 |
4.175 |
4.175 |
4.139 |
4.200 |
PP |
4.086 |
4.086 |
4.086 |
4.098 |
S1 |
4.036 |
4.036 |
4.113 |
4.061 |
S2 |
3.947 |
3.947 |
4.101 |
|
S3 |
3.808 |
3.897 |
4.088 |
|
S4 |
3.669 |
3.758 |
4.050 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.888 |
4.744 |
4.234 |
|
R3 |
4.635 |
4.491 |
4.165 |
|
R2 |
4.382 |
4.382 |
4.141 |
|
R1 |
4.238 |
4.238 |
4.118 |
4.184 |
PP |
4.129 |
4.129 |
4.129 |
4.101 |
S1 |
3.985 |
3.985 |
4.072 |
3.931 |
S2 |
3.876 |
3.876 |
4.049 |
|
S3 |
3.623 |
3.732 |
4.025 |
|
S4 |
3.370 |
3.479 |
3.956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.272 |
3.996 |
0.276 |
6.7% |
0.144 |
3.5% |
47% |
False |
True |
2,596 |
10 |
4.272 |
3.996 |
0.276 |
6.7% |
0.134 |
3.2% |
47% |
False |
True |
2,167 |
20 |
4.860 |
3.996 |
0.864 |
20.9% |
0.183 |
4.4% |
15% |
False |
True |
1,892 |
40 |
5.029 |
3.996 |
1.033 |
25.0% |
0.171 |
4.1% |
13% |
False |
True |
1,826 |
60 |
5.530 |
3.996 |
1.534 |
37.2% |
0.179 |
4.3% |
8% |
False |
True |
1,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.726 |
2.618 |
4.499 |
1.618 |
4.360 |
1.000 |
4.274 |
0.618 |
4.221 |
HIGH |
4.135 |
0.618 |
4.082 |
0.500 |
4.066 |
0.382 |
4.049 |
LOW |
3.996 |
0.618 |
3.910 |
1.000 |
3.857 |
1.618 |
3.771 |
2.618 |
3.632 |
4.250 |
3.405 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.106 |
4.134 |
PP |
4.086 |
4.131 |
S1 |
4.066 |
4.129 |
|