NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.306 |
4.160 |
-0.146 |
-3.4% |
4.195 |
High |
4.306 |
4.165 |
-0.141 |
-3.3% |
4.400 |
Low |
4.147 |
4.072 |
-0.075 |
-1.8% |
4.131 |
Close |
4.160 |
4.125 |
-0.035 |
-0.8% |
4.346 |
Range |
0.159 |
0.093 |
-0.066 |
-41.5% |
0.269 |
ATR |
0.179 |
0.173 |
-0.006 |
-3.4% |
0.000 |
Volume |
6,054 |
4,707 |
-1,347 |
-22.2% |
30,032 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.400 |
4.355 |
4.176 |
|
R3 |
4.307 |
4.262 |
4.151 |
|
R2 |
4.214 |
4.214 |
4.142 |
|
R1 |
4.169 |
4.169 |
4.134 |
4.145 |
PP |
4.121 |
4.121 |
4.121 |
4.109 |
S1 |
4.076 |
4.076 |
4.116 |
4.052 |
S2 |
4.028 |
4.028 |
4.108 |
|
S3 |
3.935 |
3.983 |
4.099 |
|
S4 |
3.842 |
3.890 |
4.074 |
|
|
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 |
4.072 |
0.328 |
8.0% |
0.140 |
3.4% |
16% |
False |
True |
6,027 |
10 |
4.410 |
4.072 |
0.338 |
8.2% |
0.150 |
3.6% |
16% |
False |
True |
5,560 |
20 |
4.978 |
4.072 |
0.906 |
22.0% |
0.166 |
4.0% |
6% |
False |
True |
6,163 |
40 |
4.978 |
4.072 |
0.906 |
22.0% |
0.179 |
4.3% |
6% |
False |
True |
6,403 |
60 |
5.499 |
4.072 |
1.427 |
34.6% |
0.183 |
4.4% |
4% |
False |
True |
5,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.560 |
2.618 |
4.408 |
1.618 |
4.315 |
1.000 |
4.258 |
0.618 |
4.222 |
HIGH |
4.165 |
0.618 |
4.129 |
0.500 |
4.119 |
0.382 |
4.108 |
LOW |
4.072 |
0.618 |
4.015 |
1.000 |
3.979 |
1.618 |
3.922 |
2.618 |
3.829 |
4.250 |
3.677 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.123 |
4.236 |
PP |
4.121 |
4.199 |
S1 |
4.119 |
4.162 |
|