NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.937 |
4.836 |
-0.101 |
-2.0% |
4.770 |
High |
4.937 |
4.842 |
-0.095 |
-1.9% |
5.054 |
Low |
4.831 |
4.766 |
-0.065 |
-1.3% |
4.742 |
Close |
4.845 |
4.821 |
-0.024 |
-0.5% |
5.001 |
Range |
0.106 |
0.076 |
-0.030 |
-28.3% |
0.312 |
ATR |
0.148 |
0.143 |
-0.005 |
-3.3% |
0.000 |
Volume |
1,952 |
855 |
-1,097 |
-56.2% |
4,275 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.038 |
5.005 |
4.863 |
|
R3 |
4.962 |
4.929 |
4.842 |
|
R2 |
4.886 |
4.886 |
4.835 |
|
R1 |
4.853 |
4.853 |
4.828 |
4.832 |
PP |
4.810 |
4.810 |
4.810 |
4.799 |
S1 |
4.777 |
4.777 |
4.814 |
4.756 |
S2 |
4.734 |
4.734 |
4.807 |
|
S3 |
4.658 |
4.701 |
4.800 |
|
S4 |
4.582 |
4.625 |
4.779 |
|
|
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 |
4.766 |
0.288 |
6.0% |
0.110 |
2.3% |
19% |
False |
True |
1,200 |
10 |
5.054 |
4.742 |
0.312 |
6.5% |
0.114 |
2.4% |
25% |
False |
False |
939 |
20 |
5.485 |
4.742 |
0.743 |
15.4% |
0.128 |
2.7% |
11% |
False |
False |
1,209 |
40 |
5.485 |
4.742 |
0.743 |
15.4% |
0.140 |
2.9% |
11% |
False |
False |
1,103 |
60 |
5.975 |
4.742 |
1.233 |
25.6% |
0.147 |
3.1% |
6% |
False |
False |
1,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.165 |
2.618 |
5.041 |
1.618 |
4.965 |
1.000 |
4.918 |
0.618 |
4.889 |
HIGH |
4.842 |
0.618 |
4.813 |
0.500 |
4.804 |
0.382 |
4.795 |
LOW |
4.766 |
0.618 |
4.719 |
1.000 |
4.690 |
1.618 |
4.643 |
2.618 |
4.567 |
4.250 |
4.443 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.815 |
4.910 |
PP |
4.810 |
4.880 |
S1 |
4.804 |
4.851 |
|