NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.112 |
3.990 |
-0.122 |
-3.0% |
4.306 |
High |
4.135 |
4.030 |
-0.105 |
-2.5% |
4.306 |
Low |
3.996 |
3.888 |
-0.108 |
-2.7% |
3.888 |
Close |
4.016 |
3.910 |
-0.106 |
-2.6% |
3.910 |
Range |
0.139 |
0.142 |
0.003 |
2.2% |
0.418 |
ATR |
0.162 |
0.160 |
-0.001 |
-0.9% |
0.000 |
Volume |
6,172 |
7,481 |
1,309 |
21.2% |
31,042 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.369 |
4.281 |
3.988 |
|
R3 |
4.227 |
4.139 |
3.949 |
|
R2 |
4.085 |
4.085 |
3.936 |
|
R1 |
3.997 |
3.997 |
3.923 |
3.970 |
PP |
3.943 |
3.943 |
3.943 |
3.929 |
S1 |
3.855 |
3.855 |
3.897 |
3.828 |
S2 |
3.801 |
3.801 |
3.884 |
|
S3 |
3.659 |
3.713 |
3.871 |
|
S4 |
3.517 |
3.571 |
3.832 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.289 |
5.017 |
4.140 |
|
R3 |
4.871 |
4.599 |
4.025 |
|
R2 |
4.453 |
4.453 |
3.987 |
|
R1 |
4.181 |
4.181 |
3.948 |
4.108 |
PP |
4.035 |
4.035 |
4.035 |
3.998 |
S1 |
3.763 |
3.763 |
3.872 |
3.690 |
S2 |
3.617 |
3.617 |
3.833 |
|
S3 |
3.199 |
3.345 |
3.795 |
|
S4 |
2.781 |
2.927 |
3.680 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.306 |
3.888 |
0.418 |
10.7% |
0.115 |
3.0% |
5% |
False |
True |
6,208 |
10 |
4.400 |
3.888 |
0.512 |
13.1% |
0.130 |
3.3% |
4% |
False |
True |
6,107 |
20 |
4.520 |
3.888 |
0.632 |
16.2% |
0.147 |
3.8% |
3% |
False |
True |
6,275 |
40 |
4.978 |
3.888 |
1.090 |
27.9% |
0.175 |
4.5% |
2% |
False |
True |
6,570 |
60 |
5.499 |
3.888 |
1.611 |
41.2% |
0.181 |
4.6% |
1% |
False |
True |
6,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.634 |
2.618 |
4.402 |
1.618 |
4.260 |
1.000 |
4.172 |
0.618 |
4.118 |
HIGH |
4.030 |
0.618 |
3.976 |
0.500 |
3.959 |
0.382 |
3.942 |
LOW |
3.888 |
0.618 |
3.800 |
1.000 |
3.746 |
1.618 |
3.658 |
2.618 |
3.516 |
4.250 |
3.285 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3.959 |
4.015 |
PP |
3.943 |
3.980 |
S1 |
3.926 |
3.945 |
|