NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.910 |
4.875 |
-0.035 |
-0.7% |
4.840 |
High |
4.960 |
4.907 |
-0.053 |
-1.1% |
4.960 |
Low |
4.871 |
4.835 |
-0.036 |
-0.7% |
4.786 |
Close |
4.945 |
4.893 |
-0.052 |
-1.1% |
4.945 |
Range |
0.089 |
0.072 |
-0.017 |
-19.1% |
0.174 |
ATR |
0.160 |
0.156 |
-0.004 |
-2.2% |
0.000 |
Volume |
968 |
1,629 |
661 |
68.3% |
7,195 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.094 |
5.066 |
4.933 |
|
R3 |
5.022 |
4.994 |
4.913 |
|
R2 |
4.950 |
4.950 |
4.906 |
|
R1 |
4.922 |
4.922 |
4.900 |
4.936 |
PP |
4.878 |
4.878 |
4.878 |
4.886 |
S1 |
4.850 |
4.850 |
4.886 |
4.864 |
S2 |
4.806 |
4.806 |
4.880 |
|
S3 |
4.734 |
4.778 |
4.873 |
|
S4 |
4.662 |
4.706 |
4.853 |
|
|
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 |
3.6% |
0.106 |
2.2% |
61% |
False |
False |
1,518 |
10 |
5.485 |
4.786 |
0.699 |
14.3% |
0.142 |
2.9% |
15% |
False |
False |
1,480 |
20 |
5.485 |
4.786 |
0.699 |
14.3% |
0.146 |
3.0% |
15% |
False |
False |
1,327 |
40 |
5.975 |
4.786 |
1.189 |
24.3% |
0.152 |
3.1% |
9% |
False |
False |
1,127 |
60 |
6.647 |
4.786 |
1.861 |
38.0% |
0.155 |
3.2% |
6% |
False |
False |
1,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.213 |
2.618 |
5.095 |
1.618 |
5.023 |
1.000 |
4.979 |
0.618 |
4.951 |
HIGH |
4.907 |
0.618 |
4.879 |
0.500 |
4.871 |
0.382 |
4.863 |
LOW |
4.835 |
0.618 |
4.791 |
1.000 |
4.763 |
1.618 |
4.719 |
2.618 |
4.647 |
4.250 |
4.529 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.886 |
4.887 |
PP |
4.878 |
4.882 |
S1 |
4.871 |
4.876 |
|