NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
4.537 |
4.615 |
0.078 |
1.7% |
4.539 |
High |
4.670 |
4.828 |
0.158 |
3.4% |
4.670 |
Low |
4.520 |
4.578 |
0.058 |
1.3% |
4.434 |
Close |
4.643 |
4.824 |
0.181 |
3.9% |
4.643 |
Range |
0.150 |
0.250 |
0.100 |
66.7% |
0.236 |
ATR |
0.133 |
0.141 |
0.008 |
6.3% |
0.000 |
Volume |
3,707 |
2,982 |
-725 |
-19.6% |
9,234 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.493 |
5.409 |
4.962 |
|
R3 |
5.243 |
5.159 |
4.893 |
|
R2 |
4.993 |
4.993 |
4.870 |
|
R1 |
4.909 |
4.909 |
4.847 |
4.951 |
PP |
4.743 |
4.743 |
4.743 |
4.765 |
S1 |
4.659 |
4.659 |
4.801 |
4.701 |
S2 |
4.493 |
4.493 |
4.778 |
|
S3 |
4.243 |
4.409 |
4.755 |
|
S4 |
3.993 |
4.159 |
4.687 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.290 |
5.203 |
4.773 |
|
R3 |
5.054 |
4.967 |
4.708 |
|
R2 |
4.818 |
4.818 |
4.686 |
|
R1 |
4.731 |
4.731 |
4.665 |
4.775 |
PP |
4.582 |
4.582 |
4.582 |
4.604 |
S1 |
4.495 |
4.495 |
4.621 |
4.539 |
S2 |
4.346 |
4.346 |
4.600 |
|
S3 |
4.110 |
4.259 |
4.578 |
|
S4 |
3.874 |
4.023 |
4.513 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.828 |
4.434 |
0.394 |
8.2% |
0.147 |
3.0% |
99% |
True |
False |
2,253 |
10 |
4.842 |
4.434 |
0.408 |
8.5% |
0.118 |
2.4% |
96% |
False |
False |
1,652 |
20 |
5.054 |
4.434 |
0.620 |
12.9% |
0.116 |
2.4% |
63% |
False |
False |
1,334 |
40 |
5.485 |
4.434 |
1.051 |
21.8% |
0.131 |
2.7% |
37% |
False |
False |
1,304 |
60 |
5.975 |
4.434 |
1.541 |
31.9% |
0.143 |
3.0% |
25% |
False |
False |
1,181 |
80 |
6.902 |
4.434 |
2.468 |
51.2% |
0.148 |
3.1% |
16% |
False |
False |
1,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.891 |
2.618 |
5.483 |
1.618 |
5.233 |
1.000 |
5.078 |
0.618 |
4.983 |
HIGH |
4.828 |
0.618 |
4.733 |
0.500 |
4.703 |
0.382 |
4.674 |
LOW |
4.578 |
0.618 |
4.424 |
1.000 |
4.328 |
1.618 |
4.174 |
2.618 |
3.924 |
4.250 |
3.516 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4.784 |
4.760 |
PP |
4.743 |
4.695 |
S1 |
4.703 |
4.631 |
|