NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4.885 |
4.825 |
-0.060 |
-1.2% |
5.250 |
High |
4.913 |
5.015 |
0.102 |
2.1% |
5.259 |
Low |
4.775 |
4.825 |
0.050 |
1.0% |
4.775 |
Close |
4.875 |
4.966 |
0.091 |
1.9% |
4.875 |
Range |
0.138 |
0.190 |
0.052 |
37.7% |
0.484 |
ATR |
0.125 |
0.130 |
0.005 |
3.7% |
0.000 |
Volume |
4,022 |
5,654 |
1,632 |
40.6% |
19,032 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.505 |
5.426 |
5.071 |
|
R3 |
5.315 |
5.236 |
5.018 |
|
R2 |
5.125 |
5.125 |
5.001 |
|
R1 |
5.046 |
5.046 |
4.983 |
5.086 |
PP |
4.935 |
4.935 |
4.935 |
4.955 |
S1 |
4.856 |
4.856 |
4.949 |
4.896 |
S2 |
4.745 |
4.745 |
4.931 |
|
S3 |
4.555 |
4.666 |
4.914 |
|
S4 |
4.365 |
4.476 |
4.862 |
|
|
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 |
5.208 |
4.775 |
0.433 |
8.7% |
0.155 |
3.1% |
44% |
False |
False |
4,384 |
10 |
5.446 |
4.775 |
0.671 |
13.5% |
0.125 |
2.5% |
28% |
False |
False |
3,331 |
20 |
5.646 |
4.775 |
0.871 |
17.5% |
0.108 |
2.2% |
22% |
False |
False |
2,684 |
40 |
5.886 |
4.775 |
1.111 |
22.4% |
0.127 |
2.6% |
17% |
False |
False |
2,507 |
60 |
6.255 |
4.775 |
1.480 |
29.8% |
0.125 |
2.5% |
13% |
False |
False |
2,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.823 |
2.618 |
5.512 |
1.618 |
5.322 |
1.000 |
5.205 |
0.618 |
5.132 |
HIGH |
5.015 |
0.618 |
4.942 |
0.500 |
4.920 |
0.382 |
4.898 |
LOW |
4.825 |
0.618 |
4.708 |
1.000 |
4.635 |
1.618 |
4.518 |
2.618 |
4.328 |
4.250 |
4.018 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.951 |
4.956 |
PP |
4.935 |
4.946 |
S1 |
4.920 |
4.936 |
|