NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.870 |
4.875 |
0.005 |
0.1% |
5.341 |
High |
4.873 |
4.943 |
0.070 |
1.4% |
5.485 |
Low |
4.786 |
4.792 |
0.006 |
0.1% |
4.862 |
Close |
4.842 |
4.924 |
0.082 |
1.7% |
4.869 |
Range |
0.087 |
0.151 |
0.064 |
73.6% |
0.623 |
ATR |
0.166 |
0.165 |
-0.001 |
-0.7% |
0.000 |
Volume |
1,209 |
1,709 |
500 |
41.4% |
7,170 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.339 |
5.283 |
5.007 |
|
R3 |
5.188 |
5.132 |
4.966 |
|
R2 |
5.037 |
5.037 |
4.952 |
|
R1 |
4.981 |
4.981 |
4.938 |
5.009 |
PP |
4.886 |
4.886 |
4.886 |
4.901 |
S1 |
4.830 |
4.830 |
4.910 |
4.858 |
S2 |
4.735 |
4.735 |
4.896 |
|
S3 |
4.584 |
4.679 |
4.882 |
|
S4 |
4.433 |
4.528 |
4.841 |
|
|
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 |
5.055 |
4.786 |
0.269 |
5.5% |
0.125 |
2.5% |
51% |
False |
False |
1,651 |
10 |
5.485 |
4.786 |
0.699 |
14.2% |
0.154 |
3.1% |
20% |
False |
False |
1,624 |
20 |
5.485 |
4.786 |
0.699 |
14.2% |
0.151 |
3.1% |
20% |
False |
False |
1,266 |
40 |
5.975 |
4.786 |
1.189 |
24.1% |
0.157 |
3.2% |
12% |
False |
False |
1,123 |
60 |
7.040 |
4.786 |
2.254 |
45.8% |
0.161 |
3.3% |
6% |
False |
False |
1,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.585 |
2.618 |
5.338 |
1.618 |
5.187 |
1.000 |
5.094 |
0.618 |
5.036 |
HIGH |
4.943 |
0.618 |
4.885 |
0.500 |
4.868 |
0.382 |
4.850 |
LOW |
4.792 |
0.618 |
4.699 |
1.000 |
4.641 |
1.618 |
4.548 |
2.618 |
4.397 |
4.250 |
4.150 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.905 |
4.904 |
PP |
4.886 |
4.884 |
S1 |
4.868 |
4.865 |
|