NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.817 |
4.755 |
-0.062 |
-1.3% |
4.840 |
High |
4.820 |
4.845 |
0.025 |
0.5% |
4.960 |
Low |
4.750 |
4.750 |
0.000 |
0.0% |
4.786 |
Close |
4.757 |
4.834 |
0.077 |
1.6% |
4.945 |
Range |
0.070 |
0.095 |
0.025 |
35.7% |
0.174 |
ATR |
0.155 |
0.151 |
-0.004 |
-2.8% |
0.000 |
Volume |
235 |
1,187 |
952 |
405.1% |
7,195 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.095 |
5.059 |
4.886 |
|
R3 |
5.000 |
4.964 |
4.860 |
|
R2 |
4.905 |
4.905 |
4.851 |
|
R1 |
4.869 |
4.869 |
4.843 |
4.887 |
PP |
4.810 |
4.810 |
4.810 |
4.819 |
S1 |
4.774 |
4.774 |
4.825 |
4.792 |
S2 |
4.715 |
4.715 |
4.817 |
|
S3 |
4.620 |
4.679 |
4.808 |
|
S4 |
4.525 |
4.584 |
4.782 |
|
|
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 |
4.750 |
0.210 |
4.3% |
0.095 |
2.0% |
40% |
False |
True |
1,145 |
10 |
5.435 |
4.750 |
0.685 |
14.2% |
0.133 |
2.8% |
12% |
False |
True |
1,478 |
20 |
5.485 |
4.750 |
0.735 |
15.2% |
0.144 |
3.0% |
11% |
False |
True |
1,279 |
40 |
5.880 |
4.750 |
1.130 |
23.4% |
0.146 |
3.0% |
7% |
False |
True |
1,109 |
60 |
6.501 |
4.750 |
1.751 |
36.2% |
0.153 |
3.2% |
5% |
False |
True |
1,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.249 |
2.618 |
5.094 |
1.618 |
4.999 |
1.000 |
4.940 |
0.618 |
4.904 |
HIGH |
4.845 |
0.618 |
4.809 |
0.500 |
4.798 |
0.382 |
4.786 |
LOW |
4.750 |
0.618 |
4.691 |
1.000 |
4.655 |
1.618 |
4.596 |
2.618 |
4.501 |
4.250 |
4.346 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.822 |
4.832 |
PP |
4.810 |
4.830 |
S1 |
4.798 |
4.829 |
|