NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
3.860 |
4.028 |
0.168 |
4.4% |
3.819 |
High |
4.038 |
4.190 |
0.152 |
3.8% |
4.038 |
Low |
3.860 |
3.937 |
0.077 |
2.0% |
3.754 |
Close |
4.003 |
4.184 |
0.181 |
4.5% |
4.003 |
Range |
0.178 |
0.253 |
0.075 |
42.1% |
0.284 |
ATR |
0.157 |
0.164 |
0.007 |
4.4% |
0.000 |
Volume |
8,699 |
7,823 |
-876 |
-10.1% |
33,796 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.863 |
4.776 |
4.323 |
|
R3 |
4.610 |
4.523 |
4.254 |
|
R2 |
4.357 |
4.357 |
4.230 |
|
R1 |
4.270 |
4.270 |
4.207 |
4.314 |
PP |
4.104 |
4.104 |
4.104 |
4.125 |
S1 |
4.017 |
4.017 |
4.161 |
4.061 |
S2 |
3.851 |
3.851 |
4.138 |
|
S3 |
3.598 |
3.764 |
4.114 |
|
S4 |
3.345 |
3.511 |
4.045 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.784 |
4.677 |
4.159 |
|
R3 |
4.500 |
4.393 |
4.081 |
|
R2 |
4.216 |
4.216 |
4.055 |
|
R1 |
4.109 |
4.109 |
4.029 |
4.163 |
PP |
3.932 |
3.932 |
3.932 |
3.958 |
S1 |
3.825 |
3.825 |
3.977 |
3.879 |
S2 |
3.648 |
3.648 |
3.951 |
|
S3 |
3.364 |
3.541 |
3.925 |
|
S4 |
3.080 |
3.257 |
3.847 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.190 |
3.754 |
0.436 |
10.4% |
0.170 |
4.1% |
99% |
True |
False |
7,328 |
10 |
4.190 |
3.754 |
0.436 |
10.4% |
0.138 |
3.3% |
99% |
True |
False |
6,660 |
20 |
4.410 |
3.754 |
0.656 |
15.7% |
0.148 |
3.5% |
66% |
False |
False |
6,174 |
40 |
4.978 |
3.754 |
1.224 |
29.3% |
0.166 |
4.0% |
35% |
False |
False |
6,491 |
60 |
5.499 |
3.754 |
1.745 |
41.7% |
0.175 |
4.2% |
25% |
False |
False |
6,306 |
80 |
6.555 |
3.754 |
2.801 |
66.9% |
0.183 |
4.4% |
15% |
False |
False |
5,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.265 |
2.618 |
4.852 |
1.618 |
4.599 |
1.000 |
4.443 |
0.618 |
4.346 |
HIGH |
4.190 |
0.618 |
4.093 |
0.500 |
4.064 |
0.382 |
4.034 |
LOW |
3.937 |
0.618 |
3.781 |
1.000 |
3.684 |
1.618 |
3.528 |
2.618 |
3.275 |
4.250 |
2.862 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.144 |
4.113 |
PP |
4.104 |
4.043 |
S1 |
4.064 |
3.972 |
|