NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.340 |
4.255 |
-0.085 |
-2.0% |
4.862 |
High |
4.340 |
4.398 |
0.058 |
1.3% |
4.978 |
Low |
4.199 |
4.210 |
0.011 |
0.3% |
4.286 |
Close |
4.269 |
4.349 |
0.080 |
1.9% |
4.299 |
Range |
0.141 |
0.188 |
0.047 |
33.3% |
0.692 |
ATR |
0.199 |
0.198 |
-0.001 |
-0.4% |
0.000 |
Volume |
6,984 |
7,581 |
597 |
8.5% |
34,486 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.883 |
4.804 |
4.452 |
|
R3 |
4.695 |
4.616 |
4.401 |
|
R2 |
4.507 |
4.507 |
4.383 |
|
R1 |
4.428 |
4.428 |
4.366 |
4.468 |
PP |
4.319 |
4.319 |
4.319 |
4.339 |
S1 |
4.240 |
4.240 |
4.332 |
4.280 |
S2 |
4.131 |
4.131 |
4.315 |
|
S3 |
3.943 |
4.052 |
4.297 |
|
S4 |
3.755 |
3.864 |
4.246 |
|
|
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 |
4.520 |
4.199 |
0.321 |
7.4% |
0.165 |
3.8% |
47% |
False |
False |
7,513 |
10 |
4.978 |
4.199 |
0.779 |
17.9% |
0.184 |
4.2% |
19% |
False |
False |
7,488 |
20 |
4.978 |
4.199 |
0.779 |
17.9% |
0.186 |
4.3% |
19% |
False |
False |
6,932 |
40 |
5.499 |
4.199 |
1.300 |
29.9% |
0.190 |
4.4% |
12% |
False |
False |
6,314 |
60 |
6.593 |
4.199 |
2.394 |
55.0% |
0.196 |
4.5% |
6% |
False |
False |
5,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.197 |
2.618 |
4.890 |
1.618 |
4.702 |
1.000 |
4.586 |
0.618 |
4.514 |
HIGH |
4.398 |
0.618 |
4.326 |
0.500 |
4.304 |
0.382 |
4.282 |
LOW |
4.210 |
0.618 |
4.094 |
1.000 |
4.022 |
1.618 |
3.906 |
2.618 |
3.718 |
4.250 |
3.411 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.334 |
4.332 |
PP |
4.319 |
4.315 |
S1 |
4.304 |
4.299 |
|