NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.145 |
4.070 |
-0.075 |
-1.8% |
4.029 |
High |
4.151 |
4.266 |
0.115 |
2.8% |
4.266 |
Low |
4.040 |
4.068 |
0.028 |
0.7% |
3.996 |
Close |
4.097 |
4.213 |
0.116 |
2.8% |
4.213 |
Range |
0.111 |
0.198 |
0.087 |
78.4% |
0.270 |
ATR |
0.168 |
0.170 |
0.002 |
1.3% |
0.000 |
Volume |
1,860 |
2,962 |
1,102 |
59.2% |
13,248 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.776 |
4.693 |
4.322 |
|
R3 |
4.578 |
4.495 |
4.267 |
|
R2 |
4.380 |
4.380 |
4.249 |
|
R1 |
4.297 |
4.297 |
4.231 |
4.339 |
PP |
4.182 |
4.182 |
4.182 |
4.203 |
S1 |
4.099 |
4.099 |
4.195 |
4.141 |
S2 |
3.984 |
3.984 |
4.177 |
|
S3 |
3.786 |
3.901 |
4.159 |
|
S4 |
3.588 |
3.703 |
4.104 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.968 |
4.861 |
4.362 |
|
R3 |
4.698 |
4.591 |
4.287 |
|
R2 |
4.428 |
4.428 |
4.263 |
|
R1 |
4.321 |
4.321 |
4.238 |
4.375 |
PP |
4.158 |
4.158 |
4.158 |
4.185 |
S1 |
4.051 |
4.051 |
4.188 |
4.105 |
S2 |
3.888 |
3.888 |
4.164 |
|
S3 |
3.618 |
3.781 |
4.139 |
|
S4 |
3.348 |
3.511 |
4.065 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.266 |
3.996 |
0.270 |
6.4% |
0.136 |
3.2% |
80% |
True |
False |
2,649 |
10 |
4.272 |
3.996 |
0.276 |
6.6% |
0.137 |
3.2% |
79% |
False |
False |
2,548 |
20 |
4.858 |
3.996 |
0.862 |
20.5% |
0.154 |
3.7% |
25% |
False |
False |
2,144 |
40 |
4.860 |
3.996 |
0.864 |
20.5% |
0.169 |
4.0% |
25% |
False |
False |
1,965 |
60 |
5.392 |
3.996 |
1.396 |
33.1% |
0.177 |
4.2% |
16% |
False |
False |
1,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.108 |
2.618 |
4.784 |
1.618 |
4.586 |
1.000 |
4.464 |
0.618 |
4.388 |
HIGH |
4.266 |
0.618 |
4.190 |
0.500 |
4.167 |
0.382 |
4.144 |
LOW |
4.068 |
0.618 |
3.946 |
1.000 |
3.870 |
1.618 |
3.748 |
2.618 |
3.550 |
4.250 |
3.227 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.198 |
4.193 |
PP |
4.182 |
4.173 |
S1 |
4.167 |
4.153 |
|