NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3.665 |
3.748 |
0.083 |
2.3% |
4.090 |
High |
3.734 |
3.808 |
0.074 |
2.0% |
4.105 |
Low |
3.625 |
3.675 |
0.050 |
1.4% |
3.745 |
Close |
3.724 |
3.796 |
0.072 |
1.9% |
3.767 |
Range |
0.109 |
0.133 |
0.024 |
22.0% |
0.360 |
ATR |
0.154 |
0.152 |
-0.001 |
-1.0% |
0.000 |
Volume |
1,696 |
1,497 |
-199 |
-11.7% |
14,553 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.159 |
4.110 |
3.869 |
|
R3 |
4.026 |
3.977 |
3.833 |
|
R2 |
3.893 |
3.893 |
3.820 |
|
R1 |
3.844 |
3.844 |
3.808 |
3.869 |
PP |
3.760 |
3.760 |
3.760 |
3.772 |
S1 |
3.711 |
3.711 |
3.784 |
3.736 |
S2 |
3.627 |
3.627 |
3.772 |
|
S3 |
3.494 |
3.578 |
3.759 |
|
S4 |
3.361 |
3.445 |
3.723 |
|
|
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 |
4.003 |
3.625 |
0.378 |
10.0% |
0.106 |
2.8% |
45% |
False |
False |
2,611 |
10 |
4.266 |
3.625 |
0.641 |
16.9% |
0.111 |
2.9% |
27% |
False |
False |
2,581 |
20 |
4.272 |
3.625 |
0.647 |
17.0% |
0.125 |
3.3% |
26% |
False |
False |
2,392 |
40 |
4.860 |
3.625 |
1.235 |
32.5% |
0.157 |
4.1% |
14% |
False |
False |
2,147 |
60 |
5.392 |
3.625 |
1.767 |
46.5% |
0.167 |
4.4% |
10% |
False |
False |
1,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.373 |
2.618 |
4.156 |
1.618 |
4.023 |
1.000 |
3.941 |
0.618 |
3.890 |
HIGH |
3.808 |
0.618 |
3.757 |
0.500 |
3.742 |
0.382 |
3.726 |
LOW |
3.675 |
0.618 |
3.593 |
1.000 |
3.542 |
1.618 |
3.460 |
2.618 |
3.327 |
4.250 |
3.110 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3.778 |
3.783 |
PP |
3.760 |
3.770 |
S1 |
3.742 |
3.757 |
|