NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.227 |
4.306 |
0.079 |
1.9% |
4.195 |
High |
4.400 |
4.306 |
-0.094 |
-2.1% |
4.400 |
Low |
4.172 |
4.147 |
-0.025 |
-0.6% |
4.131 |
Close |
4.346 |
4.160 |
-0.186 |
-4.3% |
4.346 |
Range |
0.228 |
0.159 |
-0.069 |
-30.3% |
0.269 |
ATR |
0.177 |
0.179 |
0.002 |
0.9% |
0.000 |
Volume |
7,579 |
6,054 |
-1,525 |
-20.1% |
30,032 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.681 |
4.580 |
4.247 |
|
R3 |
4.522 |
4.421 |
4.204 |
|
R2 |
4.363 |
4.363 |
4.189 |
|
R1 |
4.262 |
4.262 |
4.175 |
4.233 |
PP |
4.204 |
4.204 |
4.204 |
4.190 |
S1 |
4.103 |
4.103 |
4.145 |
4.074 |
S2 |
4.045 |
4.045 |
4.131 |
|
S3 |
3.886 |
3.944 |
4.116 |
|
S4 |
3.727 |
3.785 |
4.073 |
|
|
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 |
4.147 |
0.253 |
6.1% |
0.146 |
3.5% |
5% |
False |
True |
6,084 |
10 |
4.410 |
4.131 |
0.279 |
6.7% |
0.158 |
3.8% |
10% |
False |
False |
5,688 |
20 |
4.978 |
4.131 |
0.847 |
20.4% |
0.167 |
4.0% |
3% |
False |
False |
6,214 |
40 |
4.978 |
4.131 |
0.847 |
20.4% |
0.179 |
4.3% |
3% |
False |
False |
6,400 |
60 |
5.499 |
4.131 |
1.368 |
32.9% |
0.185 |
4.4% |
2% |
False |
False |
5,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.982 |
2.618 |
4.722 |
1.618 |
4.563 |
1.000 |
4.465 |
0.618 |
4.404 |
HIGH |
4.306 |
0.618 |
4.245 |
0.500 |
4.227 |
0.382 |
4.208 |
LOW |
4.147 |
0.618 |
4.049 |
1.000 |
3.988 |
1.618 |
3.890 |
2.618 |
3.731 |
4.250 |
3.471 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.227 |
4.274 |
PP |
4.204 |
4.236 |
S1 |
4.182 |
4.198 |
|