NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.920 |
4.890 |
-0.030 |
-0.6% |
4.875 |
High |
4.970 |
4.897 |
-0.073 |
-1.5% |
4.945 |
Low |
4.875 |
4.819 |
-0.056 |
-1.1% |
4.750 |
Close |
4.932 |
4.875 |
-0.057 |
-1.2% |
4.831 |
Range |
0.095 |
0.078 |
-0.017 |
-17.9% |
0.195 |
ATR |
0.145 |
0.143 |
-0.002 |
-1.6% |
0.000 |
Volume |
1,011 |
895 |
-116 |
-11.5% |
3,938 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.098 |
5.064 |
4.918 |
|
R3 |
5.020 |
4.986 |
4.896 |
|
R2 |
4.942 |
4.942 |
4.889 |
|
R1 |
4.908 |
4.908 |
4.882 |
4.886 |
PP |
4.864 |
4.864 |
4.864 |
4.853 |
S1 |
4.830 |
4.830 |
4.868 |
4.808 |
S2 |
4.786 |
4.786 |
4.861 |
|
S3 |
4.708 |
4.752 |
4.854 |
|
S4 |
4.630 |
4.674 |
4.832 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.427 |
5.324 |
4.938 |
|
R3 |
5.232 |
5.129 |
4.885 |
|
R2 |
5.037 |
5.037 |
4.867 |
|
R1 |
4.934 |
4.934 |
4.849 |
4.888 |
PP |
4.842 |
4.842 |
4.842 |
4.819 |
S1 |
4.739 |
4.739 |
4.813 |
4.693 |
S2 |
4.647 |
4.647 |
4.795 |
|
S3 |
4.452 |
4.544 |
4.777 |
|
S4 |
4.257 |
4.349 |
4.724 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.970 |
4.742 |
0.228 |
4.7% |
0.120 |
2.5% |
58% |
False |
False |
774 |
10 |
4.970 |
4.742 |
0.228 |
4.7% |
0.108 |
2.2% |
58% |
False |
False |
960 |
20 |
5.485 |
4.742 |
0.743 |
15.2% |
0.144 |
2.9% |
18% |
False |
False |
1,241 |
40 |
5.485 |
4.742 |
0.743 |
15.2% |
0.139 |
2.9% |
18% |
False |
False |
1,100 |
60 |
5.976 |
4.742 |
1.234 |
25.3% |
0.149 |
3.1% |
11% |
False |
False |
1,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.229 |
2.618 |
5.101 |
1.618 |
5.023 |
1.000 |
4.975 |
0.618 |
4.945 |
HIGH |
4.897 |
0.618 |
4.867 |
0.500 |
4.858 |
0.382 |
4.849 |
LOW |
4.819 |
0.618 |
4.771 |
1.000 |
4.741 |
1.618 |
4.693 |
2.618 |
4.615 |
4.250 |
4.488 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.869 |
4.895 |
PP |
4.864 |
4.888 |
S1 |
4.858 |
4.882 |
|