NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.187 |
4.145 |
-0.042 |
-1.0% |
4.248 |
High |
4.223 |
4.151 |
-0.072 |
-1.7% |
4.272 |
Low |
4.116 |
4.040 |
-0.076 |
-1.8% |
4.019 |
Close |
4.184 |
4.097 |
-0.087 |
-2.1% |
4.095 |
Range |
0.107 |
0.111 |
0.004 |
3.7% |
0.253 |
ATR |
0.170 |
0.168 |
-0.002 |
-1.1% |
0.000 |
Volume |
3,242 |
1,860 |
-1,382 |
-42.6% |
10,472 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.429 |
4.374 |
4.158 |
|
R3 |
4.318 |
4.263 |
4.128 |
|
R2 |
4.207 |
4.207 |
4.117 |
|
R1 |
4.152 |
4.152 |
4.107 |
4.124 |
PP |
4.096 |
4.096 |
4.096 |
4.082 |
S1 |
4.041 |
4.041 |
4.087 |
4.013 |
S2 |
3.985 |
3.985 |
4.077 |
|
S3 |
3.874 |
3.930 |
4.066 |
|
S4 |
3.763 |
3.819 |
4.036 |
|
|
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% |
0.142 |
3.5% |
37% |
False |
False |
2,660 |
10 |
4.272 |
3.996 |
0.276 |
6.7% |
0.135 |
3.3% |
37% |
False |
False |
2,410 |
20 |
4.860 |
3.996 |
0.864 |
21.1% |
0.179 |
4.4% |
12% |
False |
False |
2,070 |
40 |
4.860 |
3.996 |
0.864 |
21.1% |
0.169 |
4.1% |
12% |
False |
False |
1,927 |
60 |
5.392 |
3.996 |
1.396 |
34.1% |
0.176 |
4.3% |
7% |
False |
False |
1,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.623 |
2.618 |
4.442 |
1.618 |
4.331 |
1.000 |
4.262 |
0.618 |
4.220 |
HIGH |
4.151 |
0.618 |
4.109 |
0.500 |
4.096 |
0.382 |
4.082 |
LOW |
4.040 |
0.618 |
3.971 |
1.000 |
3.929 |
1.618 |
3.860 |
2.618 |
3.749 |
4.250 |
3.568 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.097 |
4.132 |
PP |
4.096 |
4.120 |
S1 |
4.096 |
4.109 |
|