NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.875 |
4.910 |
0.035 |
0.7% |
4.840 |
High |
4.943 |
4.960 |
0.017 |
0.3% |
4.960 |
Low |
4.792 |
4.871 |
0.079 |
1.6% |
4.786 |
Close |
4.924 |
4.945 |
0.021 |
0.4% |
4.945 |
Range |
0.151 |
0.089 |
-0.062 |
-41.1% |
0.174 |
ATR |
0.165 |
0.160 |
-0.005 |
-3.3% |
0.000 |
Volume |
1,709 |
968 |
-741 |
-43.4% |
7,195 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.192 |
5.158 |
4.994 |
|
R3 |
5.103 |
5.069 |
4.969 |
|
R2 |
5.014 |
5.014 |
4.961 |
|
R1 |
4.980 |
4.980 |
4.953 |
4.997 |
PP |
4.925 |
4.925 |
4.925 |
4.934 |
S1 |
4.891 |
4.891 |
4.937 |
4.908 |
S2 |
4.836 |
4.836 |
4.929 |
|
S3 |
4.747 |
4.802 |
4.921 |
|
S4 |
4.658 |
4.713 |
4.896 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.419 |
5.356 |
5.041 |
|
R3 |
5.245 |
5.182 |
4.993 |
|
R2 |
5.071 |
5.071 |
4.977 |
|
R1 |
5.008 |
5.008 |
4.961 |
5.040 |
PP |
4.897 |
4.897 |
4.897 |
4.913 |
S1 |
4.834 |
4.834 |
4.929 |
4.866 |
S2 |
4.723 |
4.723 |
4.913 |
|
S3 |
4.549 |
4.660 |
4.897 |
|
S4 |
4.375 |
4.486 |
4.849 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.960 |
4.786 |
0.174 |
3.5% |
0.104 |
2.1% |
91% |
True |
False |
1,439 |
10 |
5.485 |
4.786 |
0.699 |
14.1% |
0.146 |
3.0% |
23% |
False |
False |
1,436 |
20 |
5.485 |
4.786 |
0.699 |
14.1% |
0.147 |
3.0% |
23% |
False |
False |
1,274 |
40 |
5.975 |
4.786 |
1.189 |
24.0% |
0.156 |
3.2% |
13% |
False |
False |
1,104 |
60 |
6.902 |
4.786 |
2.116 |
42.8% |
0.159 |
3.2% |
8% |
False |
False |
1,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.338 |
2.618 |
5.193 |
1.618 |
5.104 |
1.000 |
5.049 |
0.618 |
5.015 |
HIGH |
4.960 |
0.618 |
4.926 |
0.500 |
4.916 |
0.382 |
4.905 |
LOW |
4.871 |
0.618 |
4.816 |
1.000 |
4.782 |
1.618 |
4.727 |
2.618 |
4.638 |
4.250 |
4.493 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.935 |
4.921 |
PP |
4.925 |
4.897 |
S1 |
4.916 |
4.873 |
|