NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.160 |
4.134 |
-0.026 |
-0.6% |
4.195 |
High |
4.165 |
4.141 |
-0.024 |
-0.6% |
4.400 |
Low |
4.072 |
4.097 |
0.025 |
0.6% |
4.131 |
Close |
4.125 |
4.131 |
0.006 |
0.1% |
4.346 |
Range |
0.093 |
0.044 |
-0.049 |
-52.7% |
0.269 |
ATR |
0.173 |
0.164 |
-0.009 |
-5.3% |
0.000 |
Volume |
4,707 |
6,628 |
1,921 |
40.8% |
30,032 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.255 |
4.237 |
4.155 |
|
R3 |
4.211 |
4.193 |
4.143 |
|
R2 |
4.167 |
4.167 |
4.139 |
|
R1 |
4.149 |
4.149 |
4.135 |
4.136 |
PP |
4.123 |
4.123 |
4.123 |
4.117 |
S1 |
4.105 |
4.105 |
4.127 |
4.092 |
S2 |
4.079 |
4.079 |
4.123 |
|
S3 |
4.035 |
4.061 |
4.119 |
|
S4 |
3.991 |
4.017 |
4.107 |
|
|
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 |
7.9% |
0.127 |
3.1% |
18% |
False |
False |
6,211 |
10 |
4.410 |
4.072 |
0.338 |
8.2% |
0.139 |
3.4% |
17% |
False |
False |
5,833 |
20 |
4.965 |
4.072 |
0.893 |
21.6% |
0.160 |
3.9% |
7% |
False |
False |
6,239 |
40 |
4.978 |
4.072 |
0.906 |
21.9% |
0.175 |
4.2% |
7% |
False |
False |
6,477 |
60 |
5.499 |
4.072 |
1.427 |
34.5% |
0.181 |
4.4% |
4% |
False |
False |
5,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.328 |
2.618 |
4.256 |
1.618 |
4.212 |
1.000 |
4.185 |
0.618 |
4.168 |
HIGH |
4.141 |
0.618 |
4.124 |
0.500 |
4.119 |
0.382 |
4.114 |
LOW |
4.097 |
0.618 |
4.070 |
1.000 |
4.053 |
1.618 |
4.026 |
2.618 |
3.982 |
4.250 |
3.910 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.127 |
4.189 |
PP |
4.123 |
4.170 |
S1 |
4.119 |
4.150 |
|