NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.134 |
4.112 |
-0.022 |
-0.5% |
4.195 |
High |
4.141 |
4.135 |
-0.006 |
-0.1% |
4.400 |
Low |
4.097 |
3.996 |
-0.101 |
-2.5% |
4.131 |
Close |
4.131 |
4.016 |
-0.115 |
-2.8% |
4.346 |
Range |
0.044 |
0.139 |
0.095 |
215.9% |
0.269 |
ATR |
0.164 |
0.162 |
-0.002 |
-1.1% |
0.000 |
Volume |
6,628 |
6,172 |
-456 |
-6.9% |
30,032 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.466 |
4.380 |
4.092 |
|
R3 |
4.327 |
4.241 |
4.054 |
|
R2 |
4.188 |
4.188 |
4.041 |
|
R1 |
4.102 |
4.102 |
4.029 |
4.076 |
PP |
4.049 |
4.049 |
4.049 |
4.036 |
S1 |
3.963 |
3.963 |
4.003 |
3.937 |
S2 |
3.910 |
3.910 |
3.991 |
|
S3 |
3.771 |
3.824 |
3.978 |
|
S4 |
3.632 |
3.685 |
3.940 |
|
|
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 |
3.996 |
0.404 |
10.1% |
0.133 |
3.3% |
5% |
False |
True |
6,228 |
10 |
4.410 |
3.996 |
0.414 |
10.3% |
0.140 |
3.5% |
5% |
False |
True |
5,727 |
20 |
4.965 |
3.996 |
0.969 |
24.1% |
0.162 |
4.0% |
2% |
False |
True |
6,271 |
40 |
4.978 |
3.996 |
0.982 |
24.5% |
0.174 |
4.3% |
2% |
False |
True |
6,528 |
60 |
5.499 |
3.996 |
1.503 |
37.4% |
0.182 |
4.5% |
1% |
False |
True |
6,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.726 |
2.618 |
4.499 |
1.618 |
4.360 |
1.000 |
4.274 |
0.618 |
4.221 |
HIGH |
4.135 |
0.618 |
4.082 |
0.500 |
4.066 |
0.382 |
4.049 |
LOW |
3.996 |
0.618 |
3.910 |
1.000 |
3.857 |
1.618 |
3.771 |
2.618 |
3.632 |
4.250 |
3.405 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.066 |
4.081 |
PP |
4.049 |
4.059 |
S1 |
4.033 |
4.038 |
|