NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.539 |
4.517 |
-0.022 |
-0.5% |
4.937 |
High |
4.560 |
4.595 |
0.035 |
0.8% |
4.937 |
Low |
4.480 |
4.505 |
0.025 |
0.6% |
4.594 |
Close |
4.556 |
4.592 |
0.036 |
0.8% |
4.613 |
Range |
0.080 |
0.090 |
0.010 |
12.5% |
0.343 |
ATR |
0.136 |
0.132 |
-0.003 |
-2.4% |
0.000 |
Volume |
951 |
1,040 |
89 |
9.4% |
6,265 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.834 |
4.803 |
4.642 |
|
R3 |
4.744 |
4.713 |
4.617 |
|
R2 |
4.654 |
4.654 |
4.609 |
|
R1 |
4.623 |
4.623 |
4.600 |
4.639 |
PP |
4.564 |
4.564 |
4.564 |
4.572 |
S1 |
4.533 |
4.533 |
4.584 |
4.549 |
S2 |
4.474 |
4.474 |
4.576 |
|
S3 |
4.384 |
4.443 |
4.567 |
|
S4 |
4.294 |
4.353 |
4.543 |
|
|
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 |
4.839 |
4.480 |
0.359 |
7.8% |
0.091 |
2.0% |
31% |
False |
False |
1,089 |
10 |
5.054 |
4.480 |
0.574 |
12.5% |
0.101 |
2.2% |
20% |
False |
False |
1,145 |
20 |
5.054 |
4.480 |
0.574 |
12.5% |
0.106 |
2.3% |
20% |
False |
False |
1,121 |
40 |
5.485 |
4.480 |
1.005 |
21.9% |
0.130 |
2.8% |
11% |
False |
False |
1,136 |
60 |
5.975 |
4.480 |
1.495 |
32.6% |
0.143 |
3.1% |
7% |
False |
False |
1,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.978 |
2.618 |
4.831 |
1.618 |
4.741 |
1.000 |
4.685 |
0.618 |
4.651 |
HIGH |
4.595 |
0.618 |
4.561 |
0.500 |
4.550 |
0.382 |
4.539 |
LOW |
4.505 |
0.618 |
4.449 |
1.000 |
4.415 |
1.618 |
4.359 |
2.618 |
4.269 |
4.250 |
4.123 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.578 |
4.603 |
PP |
4.564 |
4.599 |
S1 |
4.550 |
4.596 |
|