NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.881 |
4.870 |
-0.011 |
-0.2% |
5.341 |
High |
4.932 |
4.873 |
-0.059 |
-1.2% |
5.485 |
Low |
4.800 |
4.786 |
-0.014 |
-0.3% |
4.862 |
Close |
4.919 |
4.842 |
-0.077 |
-1.6% |
4.869 |
Range |
0.132 |
0.087 |
-0.045 |
-34.1% |
0.623 |
ATR |
0.169 |
0.166 |
-0.003 |
-1.5% |
0.000 |
Volume |
2,078 |
1,209 |
-869 |
-41.8% |
7,170 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.095 |
5.055 |
4.890 |
|
R3 |
5.008 |
4.968 |
4.866 |
|
R2 |
4.921 |
4.921 |
4.858 |
|
R1 |
4.881 |
4.881 |
4.850 |
4.858 |
PP |
4.834 |
4.834 |
4.834 |
4.822 |
S1 |
4.794 |
4.794 |
4.834 |
4.771 |
S2 |
4.747 |
4.747 |
4.826 |
|
S3 |
4.660 |
4.707 |
4.818 |
|
S4 |
4.573 |
4.620 |
4.794 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.941 |
6.528 |
5.212 |
|
R3 |
6.318 |
5.905 |
5.040 |
|
R2 |
5.695 |
5.695 |
4.983 |
|
R1 |
5.282 |
5.282 |
4.926 |
5.177 |
PP |
5.072 |
5.072 |
5.072 |
5.020 |
S1 |
4.659 |
4.659 |
4.812 |
4.554 |
S2 |
4.449 |
4.449 |
4.755 |
|
S3 |
3.826 |
4.036 |
4.698 |
|
S4 |
3.203 |
3.413 |
4.526 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.435 |
4.786 |
0.649 |
13.4% |
0.171 |
3.5% |
9% |
False |
True |
1,811 |
10 |
5.485 |
4.786 |
0.699 |
14.4% |
0.180 |
3.7% |
8% |
False |
True |
1,523 |
20 |
5.485 |
4.786 |
0.699 |
14.4% |
0.154 |
3.2% |
8% |
False |
True |
1,250 |
40 |
5.975 |
4.786 |
1.189 |
24.6% |
0.156 |
3.2% |
5% |
False |
True |
1,107 |
60 |
7.150 |
4.786 |
2.364 |
48.8% |
0.162 |
3.3% |
2% |
False |
True |
1,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.243 |
2.618 |
5.101 |
1.618 |
5.014 |
1.000 |
4.960 |
0.618 |
4.927 |
HIGH |
4.873 |
0.618 |
4.840 |
0.500 |
4.830 |
0.382 |
4.819 |
LOW |
4.786 |
0.618 |
4.732 |
1.000 |
4.699 |
1.618 |
4.645 |
2.618 |
4.558 |
4.250 |
4.416 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.838 |
4.859 |
PP |
4.834 |
4.853 |
S1 |
4.830 |
4.848 |
|