NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.804 |
4.698 |
-0.106 |
-2.2% |
4.937 |
High |
4.804 |
4.725 |
-0.079 |
-1.6% |
4.937 |
Low |
4.696 |
4.594 |
-0.102 |
-2.2% |
4.594 |
Close |
4.716 |
4.613 |
-0.103 |
-2.2% |
4.613 |
Range |
0.108 |
0.131 |
0.023 |
21.3% |
0.343 |
ATR |
0.136 |
0.136 |
0.000 |
-0.3% |
0.000 |
Volume |
887 |
1,355 |
468 |
52.8% |
6,265 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.037 |
4.956 |
4.685 |
|
R3 |
4.906 |
4.825 |
4.649 |
|
R2 |
4.775 |
4.775 |
4.637 |
|
R1 |
4.694 |
4.694 |
4.625 |
4.669 |
PP |
4.644 |
4.644 |
4.644 |
4.632 |
S1 |
4.563 |
4.563 |
4.601 |
4.538 |
S2 |
4.513 |
4.513 |
4.589 |
|
S3 |
4.382 |
4.432 |
4.577 |
|
S4 |
4.251 |
4.301 |
4.541 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.744 |
5.521 |
4.802 |
|
R3 |
5.401 |
5.178 |
4.707 |
|
R2 |
5.058 |
5.058 |
4.676 |
|
R1 |
4.835 |
4.835 |
4.644 |
4.775 |
PP |
4.715 |
4.715 |
4.715 |
4.685 |
S1 |
4.492 |
4.492 |
4.582 |
4.432 |
S2 |
4.372 |
4.372 |
4.550 |
|
S3 |
4.029 |
4.149 |
4.519 |
|
S4 |
3.686 |
3.806 |
4.424 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.937 |
4.594 |
0.343 |
7.4% |
0.094 |
2.0% |
6% |
False |
True |
1,253 |
10 |
5.054 |
4.594 |
0.460 |
10.0% |
0.110 |
2.4% |
4% |
False |
True |
1,054 |
20 |
5.055 |
4.594 |
0.461 |
10.0% |
0.111 |
2.4% |
4% |
False |
True |
1,185 |
40 |
5.485 |
4.594 |
0.891 |
19.3% |
0.138 |
3.0% |
2% |
False |
True |
1,121 |
60 |
5.975 |
4.594 |
1.381 |
29.9% |
0.145 |
3.1% |
1% |
False |
True |
1,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.282 |
2.618 |
5.068 |
1.618 |
4.937 |
1.000 |
4.856 |
0.618 |
4.806 |
HIGH |
4.725 |
0.618 |
4.675 |
0.500 |
4.660 |
0.382 |
4.644 |
LOW |
4.594 |
0.618 |
4.513 |
1.000 |
4.463 |
1.618 |
4.382 |
2.618 |
4.251 |
4.250 |
4.037 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.660 |
4.717 |
PP |
4.644 |
4.682 |
S1 |
4.629 |
4.648 |
|