NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.386 |
4.400 |
0.014 |
0.3% |
4.297 |
High |
4.386 |
4.400 |
0.014 |
0.3% |
4.398 |
Low |
4.280 |
4.229 |
-0.051 |
-1.2% |
4.199 |
Close |
4.367 |
4.300 |
-0.067 |
-1.5% |
4.367 |
Range |
0.106 |
0.171 |
0.065 |
61.3% |
0.199 |
ATR |
0.192 |
0.190 |
-0.001 |
-0.8% |
0.000 |
Volume |
6,081 |
5,988 |
-93 |
-1.5% |
32,931 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.823 |
4.732 |
4.394 |
|
R3 |
4.652 |
4.561 |
4.347 |
|
R2 |
4.481 |
4.481 |
4.331 |
|
R1 |
4.390 |
4.390 |
4.316 |
4.350 |
PP |
4.310 |
4.310 |
4.310 |
4.290 |
S1 |
4.219 |
4.219 |
4.284 |
4.179 |
S2 |
4.139 |
4.139 |
4.269 |
|
S3 |
3.968 |
4.048 |
4.253 |
|
S4 |
3.797 |
3.877 |
4.206 |
|
|
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 |
4.400 |
4.199 |
0.201 |
4.7% |
0.154 |
3.6% |
50% |
True |
False |
5,838 |
10 |
4.978 |
4.199 |
0.779 |
18.1% |
0.183 |
4.2% |
13% |
False |
False |
6,767 |
20 |
4.978 |
4.199 |
0.779 |
18.1% |
0.184 |
4.3% |
13% |
False |
False |
6,751 |
40 |
5.499 |
4.199 |
1.300 |
30.2% |
0.186 |
4.3% |
8% |
False |
False |
6,391 |
60 |
6.200 |
4.199 |
2.001 |
46.5% |
0.190 |
4.4% |
5% |
False |
False |
5,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.127 |
2.618 |
4.848 |
1.618 |
4.677 |
1.000 |
4.571 |
0.618 |
4.506 |
HIGH |
4.400 |
0.618 |
4.335 |
0.500 |
4.315 |
0.382 |
4.294 |
LOW |
4.229 |
0.618 |
4.123 |
1.000 |
4.058 |
1.618 |
3.952 |
2.618 |
3.781 |
4.250 |
3.502 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.315 |
4.305 |
PP |
4.310 |
4.303 |
S1 |
4.305 |
4.302 |
|