NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3.990 |
3.819 |
-0.171 |
-4.3% |
4.306 |
| High |
4.030 |
3.881 |
-0.149 |
-3.7% |
4.306 |
| Low |
3.888 |
3.773 |
-0.115 |
-3.0% |
3.888 |
| Close |
3.910 |
3.868 |
-0.042 |
-1.1% |
3.910 |
| Range |
0.142 |
0.108 |
-0.034 |
-23.9% |
0.418 |
| ATR |
0.160 |
0.159 |
-0.002 |
-1.0% |
0.000 |
| Volume |
7,481 |
4,978 |
-2,503 |
-33.5% |
31,042 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.165 |
4.124 |
3.927 |
|
| R3 |
4.057 |
4.016 |
3.898 |
|
| R2 |
3.949 |
3.949 |
3.888 |
|
| R1 |
3.908 |
3.908 |
3.878 |
3.929 |
| PP |
3.841 |
3.841 |
3.841 |
3.851 |
| S1 |
3.800 |
3.800 |
3.858 |
3.821 |
| S2 |
3.733 |
3.733 |
3.848 |
|
| S3 |
3.625 |
3.692 |
3.838 |
|
| S4 |
3.517 |
3.584 |
3.809 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.289 |
5.017 |
4.140 |
|
| R3 |
4.871 |
4.599 |
4.025 |
|
| R2 |
4.453 |
4.453 |
3.987 |
|
| R1 |
4.181 |
4.181 |
3.948 |
4.108 |
| PP |
4.035 |
4.035 |
4.035 |
3.998 |
| S1 |
3.763 |
3.763 |
3.872 |
3.690 |
| S2 |
3.617 |
3.617 |
3.833 |
|
| S3 |
3.199 |
3.345 |
3.795 |
|
| S4 |
2.781 |
2.927 |
3.680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.165 |
3.773 |
0.392 |
10.1% |
0.105 |
2.7% |
24% |
False |
True |
5,993 |
| 10 |
4.400 |
3.773 |
0.627 |
16.2% |
0.126 |
3.3% |
15% |
False |
True |
6,038 |
| 20 |
4.410 |
3.773 |
0.637 |
16.5% |
0.140 |
3.6% |
15% |
False |
True |
5,988 |
| 40 |
4.978 |
3.773 |
1.205 |
31.2% |
0.169 |
4.4% |
8% |
False |
True |
6,553 |
| 60 |
5.499 |
3.773 |
1.726 |
44.6% |
0.179 |
4.6% |
6% |
False |
True |
6,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.340 |
|
2.618 |
4.164 |
|
1.618 |
4.056 |
|
1.000 |
3.989 |
|
0.618 |
3.948 |
|
HIGH |
3.881 |
|
0.618 |
3.840 |
|
0.500 |
3.827 |
|
0.382 |
3.814 |
|
LOW |
3.773 |
|
0.618 |
3.706 |
|
1.000 |
3.665 |
|
1.618 |
3.598 |
|
2.618 |
3.490 |
|
4.250 |
3.314 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.854 |
3.954 |
| PP |
3.841 |
3.925 |
| S1 |
3.827 |
3.897 |
|