NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.260 |
4.227 |
-0.033 |
-0.8% |
4.195 |
High |
4.279 |
4.400 |
0.121 |
2.8% |
4.400 |
Low |
4.168 |
4.172 |
0.004 |
0.1% |
4.131 |
Close |
4.227 |
4.346 |
0.119 |
2.8% |
4.346 |
Range |
0.111 |
0.228 |
0.117 |
105.4% |
0.269 |
ATR |
0.174 |
0.177 |
0.004 |
2.2% |
0.000 |
Volume |
6,088 |
7,579 |
1,491 |
24.5% |
30,032 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.990 |
4.896 |
4.471 |
|
R3 |
4.762 |
4.668 |
4.409 |
|
R2 |
4.534 |
4.534 |
4.388 |
|
R1 |
4.440 |
4.440 |
4.367 |
4.487 |
PP |
4.306 |
4.306 |
4.306 |
4.330 |
S1 |
4.212 |
4.212 |
4.325 |
4.259 |
S2 |
4.078 |
4.078 |
4.304 |
|
S3 |
3.850 |
3.984 |
4.283 |
|
S4 |
3.622 |
3.756 |
4.221 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.099 |
4.992 |
4.494 |
|
R3 |
4.830 |
4.723 |
4.420 |
|
R2 |
4.561 |
4.561 |
4.395 |
|
R1 |
4.454 |
4.454 |
4.371 |
4.508 |
PP |
4.292 |
4.292 |
4.292 |
4.319 |
S1 |
4.185 |
4.185 |
4.321 |
4.239 |
S2 |
4.023 |
4.023 |
4.297 |
|
S3 |
3.754 |
3.916 |
4.272 |
|
S4 |
3.485 |
3.647 |
4.198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.400 |
4.131 |
0.269 |
6.2% |
0.144 |
3.3% |
80% |
True |
False |
6,006 |
10 |
4.410 |
4.131 |
0.279 |
6.4% |
0.153 |
3.5% |
77% |
False |
False |
5,690 |
20 |
4.978 |
4.131 |
0.847 |
19.5% |
0.169 |
3.9% |
25% |
False |
False |
6,589 |
40 |
4.978 |
4.131 |
0.847 |
19.5% |
0.177 |
4.1% |
25% |
False |
False |
6,451 |
60 |
5.499 |
4.131 |
1.368 |
31.5% |
0.186 |
4.3% |
16% |
False |
False |
5,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.369 |
2.618 |
4.997 |
1.618 |
4.769 |
1.000 |
4.628 |
0.618 |
4.541 |
HIGH |
4.400 |
0.618 |
4.313 |
0.500 |
4.286 |
0.382 |
4.259 |
LOW |
4.172 |
0.618 |
4.031 |
1.000 |
3.944 |
1.618 |
3.803 |
2.618 |
3.575 |
4.250 |
3.203 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.326 |
4.325 |
PP |
4.306 |
4.305 |
S1 |
4.286 |
4.284 |
|