NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4.297 |
4.345 |
0.048 |
1.1% |
4.862 |
High |
4.349 |
4.375 |
0.026 |
0.6% |
4.978 |
Low |
4.250 |
4.210 |
-0.040 |
-0.9% |
4.286 |
Close |
4.293 |
4.347 |
0.054 |
1.3% |
4.299 |
Range |
0.099 |
0.165 |
0.066 |
66.7% |
0.692 |
ATR |
0.206 |
0.203 |
-0.003 |
-1.4% |
0.000 |
Volume |
9,726 |
2,559 |
-7,167 |
-73.7% |
34,486 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.806 |
4.741 |
4.438 |
|
R3 |
4.641 |
4.576 |
4.392 |
|
R2 |
4.476 |
4.476 |
4.377 |
|
R1 |
4.411 |
4.411 |
4.362 |
4.444 |
PP |
4.311 |
4.311 |
4.311 |
4.327 |
S1 |
4.246 |
4.246 |
4.332 |
4.279 |
S2 |
4.146 |
4.146 |
4.317 |
|
S3 |
3.981 |
4.081 |
4.302 |
|
S4 |
3.816 |
3.916 |
4.256 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.597 |
6.140 |
4.680 |
|
R3 |
5.905 |
5.448 |
4.489 |
|
R2 |
5.213 |
5.213 |
4.426 |
|
R1 |
4.756 |
4.756 |
4.362 |
4.639 |
PP |
4.521 |
4.521 |
4.521 |
4.462 |
S1 |
4.064 |
4.064 |
4.236 |
3.947 |
S2 |
3.829 |
3.829 |
4.172 |
|
S3 |
3.137 |
3.372 |
4.109 |
|
S4 |
2.445 |
2.680 |
3.918 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.965 |
4.210 |
0.755 |
17.4% |
0.211 |
4.8% |
18% |
False |
True |
7,184 |
10 |
4.978 |
4.210 |
0.768 |
17.7% |
0.225 |
5.2% |
18% |
False |
True |
7,115 |
20 |
4.978 |
4.210 |
0.768 |
17.7% |
0.192 |
4.4% |
18% |
False |
True |
7,083 |
40 |
5.499 |
4.210 |
1.289 |
29.7% |
0.192 |
4.4% |
11% |
False |
True |
6,254 |
60 |
6.784 |
4.210 |
2.574 |
59.2% |
0.199 |
4.6% |
5% |
False |
True |
5,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.076 |
2.618 |
4.807 |
1.618 |
4.642 |
1.000 |
4.540 |
0.618 |
4.477 |
HIGH |
4.375 |
0.618 |
4.312 |
0.500 |
4.293 |
0.382 |
4.273 |
LOW |
4.210 |
0.618 |
4.108 |
1.000 |
4.045 |
1.618 |
3.943 |
2.618 |
3.778 |
4.250 |
3.509 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4.329 |
4.365 |
PP |
4.311 |
4.359 |
S1 |
4.293 |
4.353 |
|