NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.570 |
5.515 |
-0.055 |
-1.0% |
5.437 |
High |
5.580 |
5.521 |
-0.059 |
-1.1% |
5.650 |
Low |
5.480 |
5.444 |
-0.036 |
-0.7% |
5.400 |
Close |
5.552 |
5.505 |
-0.047 |
-0.8% |
5.552 |
Range |
0.100 |
0.077 |
-0.023 |
-23.0% |
0.250 |
ATR |
0.177 |
0.172 |
-0.005 |
-2.8% |
0.000 |
Volume |
2,114 |
1,953 |
-161 |
-7.6% |
11,729 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.721 |
5.690 |
5.547 |
|
R3 |
5.644 |
5.613 |
5.526 |
|
R2 |
5.567 |
5.567 |
5.519 |
|
R1 |
5.536 |
5.536 |
5.512 |
5.513 |
PP |
5.490 |
5.490 |
5.490 |
5.479 |
S1 |
5.459 |
5.459 |
5.498 |
5.436 |
S2 |
5.413 |
5.413 |
5.491 |
|
S3 |
5.336 |
5.382 |
5.484 |
|
S4 |
5.259 |
5.305 |
5.463 |
|
|
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% |
0.129 |
2.3% |
42% |
False |
False |
2,169 |
10 |
6.010 |
5.400 |
0.610 |
11.1% |
0.155 |
2.8% |
17% |
False |
False |
2,392 |
20 |
6.051 |
5.316 |
0.735 |
13.4% |
0.170 |
3.1% |
26% |
False |
False |
2,290 |
40 |
6.550 |
5.316 |
1.234 |
22.4% |
0.164 |
3.0% |
15% |
False |
False |
2,038 |
60 |
7.143 |
5.316 |
1.827 |
33.2% |
0.163 |
3.0% |
10% |
False |
False |
1,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.848 |
2.618 |
5.723 |
1.618 |
5.646 |
1.000 |
5.598 |
0.618 |
5.569 |
HIGH |
5.521 |
0.618 |
5.492 |
0.500 |
5.483 |
0.382 |
5.473 |
LOW |
5.444 |
0.618 |
5.396 |
1.000 |
5.367 |
1.618 |
5.319 |
2.618 |
5.242 |
4.250 |
5.117 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.498 |
5.528 |
PP |
5.490 |
5.520 |
S1 |
5.483 |
5.513 |
|