NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.255 |
4.386 |
0.131 |
3.1% |
4.297 |
High |
4.398 |
4.386 |
-0.012 |
-0.3% |
4.398 |
Low |
4.210 |
4.280 |
0.070 |
1.7% |
4.199 |
Close |
4.349 |
4.367 |
0.018 |
0.4% |
4.367 |
Range |
0.188 |
0.106 |
-0.082 |
-43.6% |
0.199 |
ATR |
0.198 |
0.192 |
-0.007 |
-3.3% |
0.000 |
Volume |
7,581 |
6,081 |
-1,500 |
-19.8% |
32,931 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.662 |
4.621 |
4.425 |
|
R3 |
4.556 |
4.515 |
4.396 |
|
R2 |
4.450 |
4.450 |
4.386 |
|
R1 |
4.409 |
4.409 |
4.377 |
4.377 |
PP |
4.344 |
4.344 |
4.344 |
4.328 |
S1 |
4.303 |
4.303 |
4.357 |
4.271 |
S2 |
4.238 |
4.238 |
4.348 |
|
S3 |
4.132 |
4.197 |
4.338 |
|
S4 |
4.026 |
4.091 |
4.309 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.918 |
4.842 |
4.476 |
|
R3 |
4.719 |
4.643 |
4.422 |
|
R2 |
4.520 |
4.520 |
4.403 |
|
R1 |
4.444 |
4.444 |
4.385 |
4.482 |
PP |
4.321 |
4.321 |
4.321 |
4.341 |
S1 |
4.245 |
4.245 |
4.349 |
4.283 |
S2 |
4.122 |
4.122 |
4.331 |
|
S3 |
3.923 |
4.046 |
4.312 |
|
S4 |
3.724 |
3.847 |
4.258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.398 |
4.199 |
0.199 |
4.6% |
0.140 |
3.2% |
84% |
False |
False |
6,586 |
10 |
4.978 |
4.199 |
0.779 |
17.8% |
0.175 |
4.0% |
22% |
False |
False |
6,741 |
20 |
4.978 |
4.199 |
0.779 |
17.8% |
0.183 |
4.2% |
22% |
False |
False |
6,807 |
40 |
5.499 |
4.199 |
1.300 |
29.8% |
0.188 |
4.3% |
13% |
False |
False |
6,372 |
60 |
6.555 |
4.199 |
2.356 |
54.0% |
0.194 |
4.4% |
7% |
False |
False |
5,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.837 |
2.618 |
4.664 |
1.618 |
4.558 |
1.000 |
4.492 |
0.618 |
4.452 |
HIGH |
4.386 |
0.618 |
4.346 |
0.500 |
4.333 |
0.382 |
4.320 |
LOW |
4.280 |
0.618 |
4.214 |
1.000 |
4.174 |
1.618 |
4.108 |
2.618 |
4.002 |
4.250 |
3.830 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.356 |
4.344 |
PP |
4.344 |
4.321 |
S1 |
4.333 |
4.299 |
|