NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.090 |
4.016 |
-0.074 |
-1.8% |
4.029 |
High |
4.105 |
4.016 |
-0.089 |
-2.2% |
4.266 |
Low |
4.020 |
3.940 |
-0.080 |
-2.0% |
3.996 |
Close |
4.027 |
3.990 |
-0.037 |
-0.9% |
4.213 |
Range |
0.085 |
0.076 |
-0.009 |
-10.6% |
0.270 |
ATR |
0.172 |
0.166 |
-0.006 |
-3.5% |
0.000 |
Volume |
2,261 |
2,426 |
165 |
7.3% |
13,248 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.210 |
4.176 |
4.032 |
|
R3 |
4.134 |
4.100 |
4.011 |
|
R2 |
4.058 |
4.058 |
4.004 |
|
R1 |
4.024 |
4.024 |
3.997 |
4.003 |
PP |
3.982 |
3.982 |
3.982 |
3.972 |
S1 |
3.948 |
3.948 |
3.983 |
3.927 |
S2 |
3.906 |
3.906 |
3.976 |
|
S3 |
3.830 |
3.872 |
3.969 |
|
S4 |
3.754 |
3.796 |
3.948 |
|
|
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 |
3.940 |
0.326 |
8.2% |
0.115 |
2.9% |
15% |
False |
True |
2,550 |
10 |
4.272 |
3.940 |
0.332 |
8.3% |
0.127 |
3.2% |
15% |
False |
True |
2,632 |
20 |
4.858 |
3.940 |
0.918 |
23.0% |
0.148 |
3.7% |
5% |
False |
True |
2,145 |
40 |
4.860 |
3.940 |
0.920 |
23.1% |
0.169 |
4.2% |
5% |
False |
True |
2,022 |
60 |
5.392 |
3.940 |
1.452 |
36.4% |
0.173 |
4.3% |
3% |
False |
True |
1,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.339 |
2.618 |
4.215 |
1.618 |
4.139 |
1.000 |
4.092 |
0.618 |
4.063 |
HIGH |
4.016 |
0.618 |
3.987 |
0.500 |
3.978 |
0.382 |
3.969 |
LOW |
3.940 |
0.618 |
3.893 |
1.000 |
3.864 |
1.618 |
3.817 |
2.618 |
3.741 |
4.250 |
3.617 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3.986 |
4.103 |
PP |
3.982 |
4.065 |
S1 |
3.978 |
4.028 |
|