NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.698 |
4.539 |
-0.159 |
-3.4% |
4.937 |
High |
4.725 |
4.560 |
-0.165 |
-3.5% |
4.937 |
Low |
4.594 |
4.480 |
-0.114 |
-2.5% |
4.594 |
Close |
4.613 |
4.556 |
-0.057 |
-1.2% |
4.613 |
Range |
0.131 |
0.080 |
-0.051 |
-38.9% |
0.343 |
ATR |
0.136 |
0.136 |
0.000 |
-0.1% |
0.000 |
Volume |
1,355 |
951 |
-404 |
-29.8% |
6,265 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.772 |
4.744 |
4.600 |
|
R3 |
4.692 |
4.664 |
4.578 |
|
R2 |
4.612 |
4.612 |
4.571 |
|
R1 |
4.584 |
4.584 |
4.563 |
4.598 |
PP |
4.532 |
4.532 |
4.532 |
4.539 |
S1 |
4.504 |
4.504 |
4.549 |
4.518 |
S2 |
4.452 |
4.452 |
4.541 |
|
S3 |
4.372 |
4.424 |
4.534 |
|
S4 |
4.292 |
4.344 |
4.512 |
|
|
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 |
4.842 |
4.480 |
0.362 |
7.9% |
0.089 |
1.9% |
21% |
False |
True |
1,052 |
10 |
5.054 |
4.480 |
0.574 |
12.6% |
0.104 |
2.3% |
13% |
False |
True |
1,085 |
20 |
5.054 |
4.480 |
0.574 |
12.6% |
0.105 |
2.3% |
13% |
False |
True |
1,131 |
40 |
5.485 |
4.480 |
1.005 |
22.1% |
0.133 |
2.9% |
8% |
False |
True |
1,134 |
60 |
5.975 |
4.480 |
1.495 |
32.8% |
0.144 |
3.1% |
5% |
False |
True |
1,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.900 |
2.618 |
4.769 |
1.618 |
4.689 |
1.000 |
4.640 |
0.618 |
4.609 |
HIGH |
4.560 |
0.618 |
4.529 |
0.500 |
4.520 |
0.382 |
4.511 |
LOW |
4.480 |
0.618 |
4.431 |
1.000 |
4.400 |
1.618 |
4.351 |
2.618 |
4.271 |
4.250 |
4.140 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.544 |
4.642 |
PP |
4.532 |
4.613 |
S1 |
4.520 |
4.585 |
|