NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.155 |
4.187 |
0.032 |
0.8% |
4.248 |
High |
4.208 |
4.223 |
0.015 |
0.4% |
4.272 |
Low |
4.085 |
4.116 |
0.031 |
0.8% |
4.019 |
Close |
4.190 |
4.184 |
-0.006 |
-0.1% |
4.095 |
Range |
0.123 |
0.107 |
-0.016 |
-13.0% |
0.253 |
ATR |
0.174 |
0.170 |
-0.005 |
-2.8% |
0.000 |
Volume |
2,676 |
3,242 |
566 |
21.2% |
10,472 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.495 |
4.447 |
4.243 |
|
R3 |
4.388 |
4.340 |
4.213 |
|
R2 |
4.281 |
4.281 |
4.204 |
|
R1 |
4.233 |
4.233 |
4.194 |
4.204 |
PP |
4.174 |
4.174 |
4.174 |
4.160 |
S1 |
4.126 |
4.126 |
4.174 |
4.097 |
S2 |
4.067 |
4.067 |
4.164 |
|
S3 |
3.960 |
4.019 |
4.155 |
|
S4 |
3.853 |
3.912 |
4.125 |
|
|
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 |
6.6% |
0.142 |
3.4% |
68% |
False |
False |
3,080 |
10 |
4.272 |
3.996 |
0.276 |
6.6% |
0.134 |
3.2% |
68% |
False |
False |
2,452 |
20 |
4.860 |
3.996 |
0.864 |
20.7% |
0.182 |
4.3% |
22% |
False |
False |
2,033 |
40 |
4.860 |
3.996 |
0.864 |
20.7% |
0.169 |
4.0% |
22% |
False |
False |
1,914 |
60 |
5.392 |
3.996 |
1.396 |
33.4% |
0.177 |
4.2% |
13% |
False |
False |
1,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.678 |
2.618 |
4.503 |
1.618 |
4.396 |
1.000 |
4.330 |
0.618 |
4.289 |
HIGH |
4.223 |
0.618 |
4.182 |
0.500 |
4.170 |
0.382 |
4.157 |
LOW |
4.116 |
0.618 |
4.050 |
1.000 |
4.009 |
1.618 |
3.943 |
2.618 |
3.836 |
4.250 |
3.661 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.179 |
4.159 |
PP |
4.174 |
4.134 |
S1 |
4.170 |
4.110 |
|