NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.240 |
4.195 |
-0.045 |
-1.1% |
4.400 |
High |
4.410 |
4.279 |
-0.131 |
-3.0% |
4.410 |
Low |
4.164 |
4.131 |
-0.033 |
-0.8% |
4.145 |
Close |
4.226 |
4.254 |
0.028 |
0.7% |
4.226 |
Range |
0.246 |
0.148 |
-0.098 |
-39.8% |
0.265 |
ATR |
0.188 |
0.185 |
-0.003 |
-1.5% |
0.000 |
Volume |
3,677 |
5,663 |
1,986 |
54.0% |
20,796 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.665 |
4.608 |
4.335 |
|
R3 |
4.517 |
4.460 |
4.295 |
|
R2 |
4.369 |
4.369 |
4.281 |
|
R1 |
4.312 |
4.312 |
4.268 |
4.341 |
PP |
4.221 |
4.221 |
4.221 |
4.236 |
S1 |
4.164 |
4.164 |
4.240 |
4.193 |
S2 |
4.073 |
4.073 |
4.227 |
|
S3 |
3.925 |
4.016 |
4.213 |
|
S4 |
3.777 |
3.868 |
4.173 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.055 |
4.906 |
4.372 |
|
R3 |
4.790 |
4.641 |
4.299 |
|
R2 |
4.525 |
4.525 |
4.275 |
|
R1 |
4.376 |
4.376 |
4.250 |
4.318 |
PP |
4.260 |
4.260 |
4.260 |
4.232 |
S1 |
4.111 |
4.111 |
4.202 |
4.053 |
S2 |
3.995 |
3.995 |
4.177 |
|
S3 |
3.730 |
3.846 |
4.153 |
|
S4 |
3.465 |
3.581 |
4.080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.410 |
4.131 |
0.279 |
6.6% |
0.170 |
4.0% |
44% |
False |
True |
5,291 |
10 |
4.410 |
4.131 |
0.279 |
6.6% |
0.155 |
3.6% |
44% |
False |
True |
5,939 |
20 |
4.978 |
4.131 |
0.847 |
19.9% |
0.189 |
4.5% |
15% |
False |
True |
6,538 |
40 |
5.140 |
4.131 |
1.009 |
23.7% |
0.179 |
4.2% |
12% |
False |
True |
6,295 |
60 |
5.650 |
4.131 |
1.519 |
35.7% |
0.188 |
4.4% |
8% |
False |
True |
5,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.908 |
2.618 |
4.666 |
1.618 |
4.518 |
1.000 |
4.427 |
0.618 |
4.370 |
HIGH |
4.279 |
0.618 |
4.222 |
0.500 |
4.205 |
0.382 |
4.188 |
LOW |
4.131 |
0.618 |
4.040 |
1.000 |
3.983 |
1.618 |
3.892 |
2.618 |
3.744 |
4.250 |
3.502 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.238 |
4.271 |
PP |
4.221 |
4.265 |
S1 |
4.205 |
4.260 |
|