NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.861 |
4.937 |
0.076 |
1.6% |
4.770 |
High |
5.054 |
4.937 |
-0.117 |
-2.3% |
5.054 |
Low |
4.860 |
4.831 |
-0.029 |
-0.6% |
4.742 |
Close |
5.001 |
4.845 |
-0.156 |
-3.1% |
5.001 |
Range |
0.194 |
0.106 |
-0.088 |
-45.4% |
0.312 |
ATR |
0.146 |
0.148 |
0.002 |
1.1% |
0.000 |
Volume |
1,288 |
1,952 |
664 |
51.6% |
4,275 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.189 |
5.123 |
4.903 |
|
R3 |
5.083 |
5.017 |
4.874 |
|
R2 |
4.977 |
4.977 |
4.864 |
|
R1 |
4.911 |
4.911 |
4.855 |
4.891 |
PP |
4.871 |
4.871 |
4.871 |
4.861 |
S1 |
4.805 |
4.805 |
4.835 |
4.785 |
S2 |
4.765 |
4.765 |
4.826 |
|
S3 |
4.659 |
4.699 |
4.816 |
|
S4 |
4.553 |
4.593 |
4.787 |
|
|
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 |
4.819 |
0.235 |
4.9% |
0.120 |
2.5% |
11% |
False |
False |
1,117 |
10 |
5.054 |
4.742 |
0.312 |
6.4% |
0.114 |
2.3% |
33% |
False |
False |
1,016 |
20 |
5.485 |
4.742 |
0.743 |
15.3% |
0.130 |
2.7% |
14% |
False |
False |
1,226 |
40 |
5.485 |
4.742 |
0.743 |
15.3% |
0.141 |
2.9% |
14% |
False |
False |
1,116 |
60 |
5.975 |
4.742 |
1.233 |
25.4% |
0.149 |
3.1% |
8% |
False |
False |
1,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.388 |
2.618 |
5.215 |
1.618 |
5.109 |
1.000 |
5.043 |
0.618 |
5.003 |
HIGH |
4.937 |
0.618 |
4.897 |
0.500 |
4.884 |
0.382 |
4.871 |
LOW |
4.831 |
0.618 |
4.765 |
1.000 |
4.725 |
1.618 |
4.659 |
2.618 |
4.553 |
4.250 |
4.381 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.884 |
4.937 |
PP |
4.871 |
4.906 |
S1 |
4.858 |
4.876 |
|