NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.480 |
5.485 |
0.005 |
0.1% |
5.831 |
High |
5.481 |
5.650 |
0.169 |
3.1% |
6.010 |
Low |
5.400 |
5.405 |
0.005 |
0.1% |
5.470 |
Close |
5.452 |
5.517 |
0.065 |
1.2% |
5.479 |
Range |
0.081 |
0.245 |
0.164 |
202.5% |
0.540 |
ATR |
0.178 |
0.183 |
0.005 |
2.7% |
0.000 |
Volume |
1,739 |
2,344 |
605 |
34.8% |
12,375 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.259 |
6.133 |
5.652 |
|
R3 |
6.014 |
5.888 |
5.584 |
|
R2 |
5.769 |
5.769 |
5.562 |
|
R1 |
5.643 |
5.643 |
5.539 |
5.706 |
PP |
5.524 |
5.524 |
5.524 |
5.556 |
S1 |
5.398 |
5.398 |
5.495 |
5.461 |
S2 |
5.279 |
5.279 |
5.472 |
|
S3 |
5.034 |
5.153 |
5.450 |
|
S4 |
4.789 |
4.908 |
5.382 |
|
|
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 |
5.700 |
5.400 |
0.300 |
5.4% |
0.156 |
2.8% |
39% |
False |
False |
2,795 |
10 |
6.010 |
5.400 |
0.610 |
11.1% |
0.169 |
3.1% |
19% |
False |
False |
3,042 |
20 |
6.051 |
5.316 |
0.735 |
13.3% |
0.173 |
3.1% |
27% |
False |
False |
2,257 |
40 |
6.550 |
5.316 |
1.234 |
22.4% |
0.167 |
3.0% |
16% |
False |
False |
2,008 |
60 |
7.500 |
5.316 |
2.184 |
39.6% |
0.169 |
3.1% |
9% |
False |
False |
1,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.691 |
2.618 |
6.291 |
1.618 |
6.046 |
1.000 |
5.895 |
0.618 |
5.801 |
HIGH |
5.650 |
0.618 |
5.556 |
0.500 |
5.528 |
0.382 |
5.499 |
LOW |
5.405 |
0.618 |
5.254 |
1.000 |
5.160 |
1.618 |
5.009 |
2.618 |
4.764 |
4.250 |
4.364 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.528 |
5.525 |
PP |
5.524 |
5.522 |
S1 |
5.521 |
5.520 |
|