NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.070 |
4.090 |
0.020 |
0.5% |
4.029 |
High |
4.266 |
4.105 |
-0.161 |
-3.8% |
4.266 |
Low |
4.068 |
4.020 |
-0.048 |
-1.2% |
3.996 |
Close |
4.213 |
4.027 |
-0.186 |
-4.4% |
4.213 |
Range |
0.198 |
0.085 |
-0.113 |
-57.1% |
0.270 |
ATR |
0.170 |
0.172 |
0.002 |
1.0% |
0.000 |
Volume |
2,962 |
2,261 |
-701 |
-23.7% |
13,248 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.306 |
4.251 |
4.074 |
|
R3 |
4.221 |
4.166 |
4.050 |
|
R2 |
4.136 |
4.136 |
4.043 |
|
R1 |
4.081 |
4.081 |
4.035 |
4.066 |
PP |
4.051 |
4.051 |
4.051 |
4.043 |
S1 |
3.996 |
3.996 |
4.019 |
3.981 |
S2 |
3.966 |
3.966 |
4.011 |
|
S3 |
3.881 |
3.911 |
4.004 |
|
S4 |
3.796 |
3.826 |
3.980 |
|
|
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 |
4.020 |
0.246 |
6.1% |
0.125 |
3.1% |
3% |
False |
True |
2,600 |
10 |
4.272 |
3.996 |
0.276 |
6.9% |
0.135 |
3.3% |
11% |
False |
False |
2,598 |
20 |
4.858 |
3.996 |
0.862 |
21.4% |
0.148 |
3.7% |
4% |
False |
False |
2,123 |
40 |
4.860 |
3.996 |
0.864 |
21.5% |
0.170 |
4.2% |
4% |
False |
False |
1,990 |
60 |
5.392 |
3.996 |
1.396 |
34.7% |
0.175 |
4.4% |
2% |
False |
False |
1,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.466 |
2.618 |
4.328 |
1.618 |
4.243 |
1.000 |
4.190 |
0.618 |
4.158 |
HIGH |
4.105 |
0.618 |
4.073 |
0.500 |
4.063 |
0.382 |
4.052 |
LOW |
4.020 |
0.618 |
3.967 |
1.000 |
3.935 |
1.618 |
3.882 |
2.618 |
3.797 |
4.250 |
3.659 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.063 |
4.143 |
PP |
4.051 |
4.104 |
S1 |
4.039 |
4.066 |
|