NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4.825 |
5.009 |
0.184 |
3.8% |
5.250 |
High |
5.015 |
5.091 |
0.076 |
1.5% |
5.259 |
Low |
4.825 |
4.966 |
0.141 |
2.9% |
4.775 |
Close |
4.966 |
4.987 |
0.021 |
0.4% |
4.875 |
Range |
0.190 |
0.125 |
-0.065 |
-34.2% |
0.484 |
ATR |
0.130 |
0.129 |
0.000 |
-0.3% |
0.000 |
Volume |
5,654 |
3,420 |
-2,234 |
-39.5% |
19,032 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.390 |
5.313 |
5.056 |
|
R3 |
5.265 |
5.188 |
5.021 |
|
R2 |
5.140 |
5.140 |
5.010 |
|
R1 |
5.063 |
5.063 |
4.998 |
5.039 |
PP |
5.015 |
5.015 |
5.015 |
5.003 |
S1 |
4.938 |
4.938 |
4.976 |
4.914 |
S2 |
4.890 |
4.890 |
4.964 |
|
S3 |
4.765 |
4.813 |
4.953 |
|
S4 |
4.640 |
4.688 |
4.918 |
|
|
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 |
5.114 |
4.775 |
0.339 |
6.8% |
0.151 |
3.0% |
63% |
False |
False |
4,218 |
10 |
5.426 |
4.775 |
0.651 |
13.1% |
0.130 |
2.6% |
33% |
False |
False |
3,407 |
20 |
5.639 |
4.775 |
0.864 |
17.3% |
0.109 |
2.2% |
25% |
False |
False |
2,812 |
40 |
5.886 |
4.775 |
1.111 |
22.3% |
0.127 |
2.6% |
19% |
False |
False |
2,539 |
60 |
6.190 |
4.775 |
1.415 |
28.4% |
0.123 |
2.5% |
15% |
False |
False |
2,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.622 |
2.618 |
5.418 |
1.618 |
5.293 |
1.000 |
5.216 |
0.618 |
5.168 |
HIGH |
5.091 |
0.618 |
5.043 |
0.500 |
5.029 |
0.382 |
5.014 |
LOW |
4.966 |
0.618 |
4.889 |
1.000 |
4.841 |
1.618 |
4.764 |
2.618 |
4.639 |
4.250 |
4.435 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.029 |
4.969 |
PP |
5.015 |
4.951 |
S1 |
5.001 |
4.933 |
|