NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3.850 |
3.665 |
-0.185 |
-4.8% |
4.090 |
High |
3.889 |
3.734 |
-0.155 |
-4.0% |
4.105 |
Low |
3.745 |
3.625 |
-0.120 |
-3.2% |
3.745 |
Close |
3.767 |
3.724 |
-0.043 |
-1.1% |
3.767 |
Range |
0.144 |
0.109 |
-0.035 |
-24.3% |
0.360 |
ATR |
0.155 |
0.154 |
-0.001 |
-0.6% |
0.000 |
Volume |
3,337 |
1,696 |
-1,641 |
-49.2% |
14,553 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.021 |
3.982 |
3.784 |
|
R3 |
3.912 |
3.873 |
3.754 |
|
R2 |
3.803 |
3.803 |
3.744 |
|
R1 |
3.764 |
3.764 |
3.734 |
3.784 |
PP |
3.694 |
3.694 |
3.694 |
3.704 |
S1 |
3.655 |
3.655 |
3.714 |
3.675 |
S2 |
3.585 |
3.585 |
3.704 |
|
S3 |
3.476 |
3.546 |
3.694 |
|
S4 |
3.367 |
3.437 |
3.664 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.952 |
4.720 |
3.965 |
|
R3 |
4.592 |
4.360 |
3.866 |
|
R2 |
4.232 |
4.232 |
3.833 |
|
R1 |
4.000 |
4.000 |
3.800 |
3.936 |
PP |
3.872 |
3.872 |
3.872 |
3.841 |
S1 |
3.640 |
3.640 |
3.734 |
3.576 |
S2 |
3.512 |
3.512 |
3.701 |
|
S3 |
3.152 |
3.280 |
3.668 |
|
S4 |
2.792 |
2.920 |
3.569 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.016 |
3.625 |
0.391 |
10.5% |
0.095 |
2.5% |
25% |
False |
True |
2,797 |
10 |
4.266 |
3.625 |
0.641 |
17.2% |
0.110 |
2.9% |
15% |
False |
True |
2,698 |
20 |
4.272 |
3.625 |
0.647 |
17.4% |
0.122 |
3.3% |
15% |
False |
True |
2,433 |
40 |
4.860 |
3.625 |
1.235 |
33.2% |
0.160 |
4.3% |
8% |
False |
True |
2,172 |
60 |
5.392 |
3.625 |
1.767 |
47.4% |
0.168 |
4.5% |
6% |
False |
True |
1,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.197 |
2.618 |
4.019 |
1.618 |
3.910 |
1.000 |
3.843 |
0.618 |
3.801 |
HIGH |
3.734 |
0.618 |
3.692 |
0.500 |
3.680 |
0.382 |
3.667 |
LOW |
3.625 |
0.618 |
3.558 |
1.000 |
3.516 |
1.618 |
3.449 |
2.618 |
3.340 |
4.250 |
3.162 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3.709 |
3.789 |
PP |
3.694 |
3.767 |
S1 |
3.680 |
3.746 |
|