NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.000 |
4.885 |
-0.115 |
-2.3% |
5.250 |
High |
5.097 |
4.913 |
-0.184 |
-3.6% |
5.259 |
Low |
4.880 |
4.775 |
-0.105 |
-2.2% |
4.775 |
Close |
4.894 |
4.875 |
-0.019 |
-0.4% |
4.875 |
Range |
0.217 |
0.138 |
-0.079 |
-36.4% |
0.484 |
ATR |
0.124 |
0.125 |
0.001 |
0.8% |
0.000 |
Volume |
5,479 |
4,022 |
-1,457 |
-26.6% |
19,032 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.268 |
5.210 |
4.951 |
|
R3 |
5.130 |
5.072 |
4.913 |
|
R2 |
4.992 |
4.992 |
4.900 |
|
R1 |
4.934 |
4.934 |
4.888 |
4.894 |
PP |
4.854 |
4.854 |
4.854 |
4.835 |
S1 |
4.796 |
4.796 |
4.862 |
4.756 |
S2 |
4.716 |
4.716 |
4.850 |
|
S3 |
4.578 |
4.658 |
4.837 |
|
S4 |
4.440 |
4.520 |
4.799 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.422 |
6.132 |
5.141 |
|
R3 |
5.938 |
5.648 |
5.008 |
|
R2 |
5.454 |
5.454 |
4.964 |
|
R1 |
5.164 |
5.164 |
4.919 |
5.067 |
PP |
4.970 |
4.970 |
4.970 |
4.921 |
S1 |
4.680 |
4.680 |
4.831 |
4.583 |
S2 |
4.486 |
4.486 |
4.786 |
|
S3 |
4.002 |
4.196 |
4.742 |
|
S4 |
3.518 |
3.712 |
4.609 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.259 |
4.775 |
0.484 |
9.9% |
0.133 |
2.7% |
21% |
False |
True |
3,806 |
10 |
5.471 |
4.775 |
0.696 |
14.3% |
0.122 |
2.5% |
14% |
False |
True |
3,006 |
20 |
5.670 |
4.775 |
0.895 |
18.4% |
0.103 |
2.1% |
11% |
False |
True |
2,474 |
40 |
5.886 |
4.775 |
1.111 |
22.8% |
0.125 |
2.6% |
9% |
False |
True |
2,413 |
60 |
6.255 |
4.775 |
1.480 |
30.4% |
0.125 |
2.6% |
7% |
False |
True |
2,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.500 |
2.618 |
5.274 |
1.618 |
5.136 |
1.000 |
5.051 |
0.618 |
4.998 |
HIGH |
4.913 |
0.618 |
4.860 |
0.500 |
4.844 |
0.382 |
4.828 |
LOW |
4.775 |
0.618 |
4.690 |
1.000 |
4.637 |
1.618 |
4.552 |
2.618 |
4.414 |
4.250 |
4.189 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.865 |
4.945 |
PP |
4.854 |
4.921 |
S1 |
4.844 |
4.898 |
|