NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3.780 |
3.680 |
-0.100 |
-2.6% |
4.090 |
High |
3.852 |
3.753 |
-0.099 |
-2.6% |
4.105 |
Low |
3.684 |
3.596 |
-0.088 |
-2.4% |
3.745 |
Close |
3.744 |
3.717 |
-0.027 |
-0.7% |
3.767 |
Range |
0.168 |
0.157 |
-0.011 |
-6.5% |
0.360 |
ATR |
0.153 |
0.154 |
0.000 |
0.2% |
0.000 |
Volume |
1,764 |
4,765 |
3,001 |
170.1% |
14,553 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.160 |
4.095 |
3.803 |
|
R3 |
4.003 |
3.938 |
3.760 |
|
R2 |
3.846 |
3.846 |
3.746 |
|
R1 |
3.781 |
3.781 |
3.731 |
3.814 |
PP |
3.689 |
3.689 |
3.689 |
3.705 |
S1 |
3.624 |
3.624 |
3.703 |
3.657 |
S2 |
3.532 |
3.532 |
3.688 |
|
S3 |
3.375 |
3.467 |
3.674 |
|
S4 |
3.218 |
3.310 |
3.631 |
|
|
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 |
3.889 |
3.596 |
0.293 |
7.9% |
0.142 |
3.8% |
41% |
False |
True |
2,611 |
10 |
4.266 |
3.596 |
0.670 |
18.0% |
0.121 |
3.3% |
18% |
False |
True |
2,723 |
20 |
4.272 |
3.596 |
0.676 |
18.2% |
0.128 |
3.4% |
18% |
False |
True |
2,567 |
40 |
4.860 |
3.596 |
1.264 |
34.0% |
0.158 |
4.2% |
10% |
False |
True |
2,255 |
60 |
5.392 |
3.596 |
1.796 |
48.3% |
0.164 |
4.4% |
7% |
False |
True |
1,947 |
80 |
6.665 |
3.596 |
3.069 |
82.6% |
0.174 |
4.7% |
4% |
False |
True |
1,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.420 |
2.618 |
4.164 |
1.618 |
4.007 |
1.000 |
3.910 |
0.618 |
3.850 |
HIGH |
3.753 |
0.618 |
3.693 |
0.500 |
3.675 |
0.382 |
3.656 |
LOW |
3.596 |
0.618 |
3.499 |
1.000 |
3.439 |
1.618 |
3.342 |
2.618 |
3.185 |
4.250 |
2.929 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3.703 |
3.724 |
PP |
3.689 |
3.722 |
S1 |
3.675 |
3.719 |
|