NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.485 |
5.570 |
0.085 |
1.5% |
5.437 |
High |
5.650 |
5.580 |
-0.070 |
-1.2% |
5.650 |
Low |
5.405 |
5.480 |
0.075 |
1.4% |
5.400 |
Close |
5.517 |
5.552 |
0.035 |
0.6% |
5.552 |
Range |
0.245 |
0.100 |
-0.145 |
-59.2% |
0.250 |
ATR |
0.183 |
0.177 |
-0.006 |
-3.2% |
0.000 |
Volume |
2,344 |
2,114 |
-230 |
-9.8% |
11,729 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.837 |
5.795 |
5.607 |
|
R3 |
5.737 |
5.695 |
5.580 |
|
R2 |
5.637 |
5.637 |
5.570 |
|
R1 |
5.595 |
5.595 |
5.561 |
5.566 |
PP |
5.537 |
5.537 |
5.537 |
5.523 |
S1 |
5.495 |
5.495 |
5.543 |
5.466 |
S2 |
5.437 |
5.437 |
5.534 |
|
S3 |
5.337 |
5.395 |
5.525 |
|
S4 |
5.237 |
5.295 |
5.497 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.284 |
6.168 |
5.690 |
|
R3 |
6.034 |
5.918 |
5.621 |
|
R2 |
5.784 |
5.784 |
5.598 |
|
R1 |
5.668 |
5.668 |
5.575 |
5.726 |
PP |
5.534 |
5.534 |
5.534 |
5.563 |
S1 |
5.418 |
5.418 |
5.529 |
5.476 |
S2 |
5.284 |
5.284 |
5.506 |
|
S3 |
5.034 |
5.168 |
5.483 |
|
S4 |
4.784 |
4.918 |
5.415 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.650 |
5.400 |
0.250 |
4.5% |
0.130 |
2.3% |
61% |
False |
False |
2,345 |
10 |
6.010 |
5.400 |
0.610 |
11.0% |
0.160 |
2.9% |
25% |
False |
False |
2,410 |
20 |
6.051 |
5.316 |
0.735 |
13.2% |
0.171 |
3.1% |
32% |
False |
False |
2,244 |
40 |
6.550 |
5.316 |
1.234 |
22.2% |
0.166 |
3.0% |
19% |
False |
False |
2,020 |
60 |
7.450 |
5.316 |
2.134 |
38.4% |
0.168 |
3.0% |
11% |
False |
False |
1,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.005 |
2.618 |
5.842 |
1.618 |
5.742 |
1.000 |
5.680 |
0.618 |
5.642 |
HIGH |
5.580 |
0.618 |
5.542 |
0.500 |
5.530 |
0.382 |
5.518 |
LOW |
5.480 |
0.618 |
5.418 |
1.000 |
5.380 |
1.618 |
5.318 |
2.618 |
5.218 |
4.250 |
5.055 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.545 |
5.543 |
PP |
5.537 |
5.534 |
S1 |
5.530 |
5.525 |
|