NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.890 |
4.861 |
-0.029 |
-0.6% |
4.770 |
High |
4.897 |
5.054 |
0.157 |
3.2% |
5.054 |
Low |
4.819 |
4.860 |
0.041 |
0.9% |
4.742 |
Close |
4.875 |
5.001 |
0.126 |
2.6% |
5.001 |
Range |
0.078 |
0.194 |
0.116 |
148.7% |
0.312 |
ATR |
0.143 |
0.146 |
0.004 |
2.6% |
0.000 |
Volume |
895 |
1,288 |
393 |
43.9% |
4,275 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.554 |
5.471 |
5.108 |
|
R3 |
5.360 |
5.277 |
5.054 |
|
R2 |
5.166 |
5.166 |
5.037 |
|
R1 |
5.083 |
5.083 |
5.019 |
5.125 |
PP |
4.972 |
4.972 |
4.972 |
4.992 |
S1 |
4.889 |
4.889 |
4.983 |
4.931 |
S2 |
4.778 |
4.778 |
4.965 |
|
S3 |
4.584 |
4.695 |
4.948 |
|
S4 |
4.390 |
4.501 |
4.894 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.868 |
5.747 |
5.173 |
|
R3 |
5.556 |
5.435 |
5.087 |
|
R2 |
5.244 |
5.244 |
5.058 |
|
R1 |
5.123 |
5.123 |
5.030 |
5.184 |
PP |
4.932 |
4.932 |
4.932 |
4.963 |
S1 |
4.811 |
4.811 |
4.972 |
4.872 |
S2 |
4.620 |
4.620 |
4.944 |
|
S3 |
4.308 |
4.499 |
4.915 |
|
S4 |
3.996 |
4.187 |
4.829 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.054 |
4.742 |
0.312 |
6.2% |
0.126 |
2.5% |
83% |
True |
False |
855 |
10 |
5.054 |
4.742 |
0.312 |
6.2% |
0.112 |
2.2% |
83% |
True |
False |
918 |
20 |
5.485 |
4.742 |
0.743 |
14.9% |
0.133 |
2.7% |
35% |
False |
False |
1,271 |
40 |
5.485 |
4.742 |
0.743 |
14.9% |
0.140 |
2.8% |
35% |
False |
False |
1,101 |
60 |
5.975 |
4.742 |
1.233 |
24.7% |
0.150 |
3.0% |
21% |
False |
False |
1,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.879 |
2.618 |
5.562 |
1.618 |
5.368 |
1.000 |
5.248 |
0.618 |
5.174 |
HIGH |
5.054 |
0.618 |
4.980 |
0.500 |
4.957 |
0.382 |
4.934 |
LOW |
4.860 |
0.618 |
4.740 |
1.000 |
4.666 |
1.618 |
4.546 |
2.618 |
4.352 |
4.250 |
4.036 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.986 |
4.980 |
PP |
4.972 |
4.958 |
S1 |
4.957 |
4.937 |
|