NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.540 |
5.480 |
-0.060 |
-1.1% |
5.831 |
High |
5.570 |
5.481 |
-0.089 |
-1.6% |
6.010 |
Low |
5.430 |
5.400 |
-0.030 |
-0.6% |
5.470 |
Close |
5.537 |
5.452 |
-0.085 |
-1.5% |
5.479 |
Range |
0.140 |
0.081 |
-0.059 |
-42.1% |
0.540 |
ATR |
0.181 |
0.178 |
-0.003 |
-1.8% |
0.000 |
Volume |
2,695 |
1,739 |
-956 |
-35.5% |
12,375 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.687 |
5.651 |
5.497 |
|
R3 |
5.606 |
5.570 |
5.474 |
|
R2 |
5.525 |
5.525 |
5.467 |
|
R1 |
5.489 |
5.489 |
5.459 |
5.467 |
PP |
5.444 |
5.444 |
5.444 |
5.433 |
S1 |
5.408 |
5.408 |
5.445 |
5.386 |
S2 |
5.363 |
5.363 |
5.437 |
|
S3 |
5.282 |
5.327 |
5.430 |
|
S4 |
5.201 |
5.246 |
5.407 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.273 |
6.916 |
5.776 |
|
R3 |
6.733 |
6.376 |
5.628 |
|
R2 |
6.193 |
6.193 |
5.578 |
|
R1 |
5.836 |
5.836 |
5.529 |
5.745 |
PP |
5.653 |
5.653 |
5.653 |
5.607 |
S1 |
5.296 |
5.296 |
5.430 |
5.205 |
S2 |
5.113 |
5.113 |
5.380 |
|
S3 |
4.573 |
4.756 |
5.331 |
|
S4 |
4.033 |
4.216 |
5.182 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.990 |
5.400 |
0.590 |
10.8% |
0.177 |
3.2% |
9% |
False |
True |
2,905 |
10 |
6.051 |
5.348 |
0.703 |
12.9% |
0.215 |
3.9% |
15% |
False |
False |
2,926 |
20 |
6.051 |
5.316 |
0.735 |
13.5% |
0.174 |
3.2% |
19% |
False |
False |
2,371 |
40 |
6.550 |
5.316 |
1.234 |
22.6% |
0.163 |
3.0% |
11% |
False |
False |
2,005 |
60 |
7.621 |
5.316 |
2.305 |
42.3% |
0.169 |
3.1% |
6% |
False |
False |
1,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.825 |
2.618 |
5.693 |
1.618 |
5.612 |
1.000 |
5.562 |
0.618 |
5.531 |
HIGH |
5.481 |
0.618 |
5.450 |
0.500 |
5.441 |
0.382 |
5.431 |
LOW |
5.400 |
0.618 |
5.350 |
1.000 |
5.319 |
1.618 |
5.269 |
2.618 |
5.188 |
4.250 |
5.056 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.448 |
5.485 |
PP |
5.444 |
5.474 |
S1 |
5.441 |
5.463 |
|