NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.345 |
4.340 |
-0.005 |
-0.1% |
4.862 |
High |
4.375 |
4.340 |
-0.035 |
-0.8% |
4.978 |
Low |
4.210 |
4.199 |
-0.011 |
-0.3% |
4.286 |
Close |
4.347 |
4.269 |
-0.078 |
-1.8% |
4.299 |
Range |
0.165 |
0.141 |
-0.024 |
-14.5% |
0.692 |
ATR |
0.203 |
0.199 |
-0.004 |
-1.9% |
0.000 |
Volume |
2,559 |
6,984 |
4,425 |
172.9% |
34,486 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.692 |
4.622 |
4.347 |
|
R3 |
4.551 |
4.481 |
4.308 |
|
R2 |
4.410 |
4.410 |
4.295 |
|
R1 |
4.340 |
4.340 |
4.282 |
4.305 |
PP |
4.269 |
4.269 |
4.269 |
4.252 |
S1 |
4.199 |
4.199 |
4.256 |
4.164 |
S2 |
4.128 |
4.128 |
4.243 |
|
S3 |
3.987 |
4.058 |
4.230 |
|
S4 |
3.846 |
3.917 |
4.191 |
|
|
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 |
4.199 |
0.766 |
17.9% |
0.217 |
5.1% |
9% |
False |
True |
7,473 |
10 |
4.978 |
4.199 |
0.779 |
18.2% |
0.223 |
5.2% |
9% |
False |
True |
7,355 |
20 |
4.978 |
4.199 |
0.779 |
18.2% |
0.190 |
4.5% |
9% |
False |
True |
7,086 |
40 |
5.499 |
4.199 |
1.300 |
30.5% |
0.189 |
4.4% |
5% |
False |
True |
6,266 |
60 |
6.784 |
4.199 |
2.585 |
60.6% |
0.197 |
4.6% |
3% |
False |
True |
5,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.939 |
2.618 |
4.709 |
1.618 |
4.568 |
1.000 |
4.481 |
0.618 |
4.427 |
HIGH |
4.340 |
0.618 |
4.286 |
0.500 |
4.270 |
0.382 |
4.253 |
LOW |
4.199 |
0.618 |
4.112 |
1.000 |
4.058 |
1.618 |
3.971 |
2.618 |
3.830 |
4.250 |
3.600 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.270 |
4.287 |
PP |
4.269 |
4.281 |
S1 |
4.269 |
4.275 |
|