NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.515 |
5.461 |
-0.054 |
-1.0% |
5.437 |
High |
5.521 |
5.461 |
-0.060 |
-1.1% |
5.650 |
Low |
5.444 |
5.383 |
-0.061 |
-1.1% |
5.400 |
Close |
5.505 |
5.392 |
-0.113 |
-2.1% |
5.552 |
Range |
0.077 |
0.078 |
0.001 |
1.3% |
0.250 |
ATR |
0.172 |
0.169 |
-0.004 |
-2.1% |
0.000 |
Volume |
1,953 |
1,312 |
-641 |
-32.8% |
11,729 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.646 |
5.597 |
5.435 |
|
R3 |
5.568 |
5.519 |
5.413 |
|
R2 |
5.490 |
5.490 |
5.406 |
|
R1 |
5.441 |
5.441 |
5.399 |
5.427 |
PP |
5.412 |
5.412 |
5.412 |
5.405 |
S1 |
5.363 |
5.363 |
5.385 |
5.349 |
S2 |
5.334 |
5.334 |
5.378 |
|
S3 |
5.256 |
5.285 |
5.371 |
|
S4 |
5.178 |
5.207 |
5.349 |
|
|
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 |
5.383 |
0.267 |
5.0% |
0.116 |
2.2% |
3% |
False |
True |
1,892 |
10 |
5.995 |
5.383 |
0.612 |
11.4% |
0.147 |
2.7% |
1% |
False |
True |
2,440 |
20 |
6.051 |
5.316 |
0.735 |
13.6% |
0.168 |
3.1% |
10% |
False |
False |
2,303 |
40 |
6.550 |
5.316 |
1.234 |
22.9% |
0.163 |
3.0% |
6% |
False |
False |
2,018 |
60 |
7.143 |
5.316 |
1.827 |
33.9% |
0.162 |
3.0% |
4% |
False |
False |
1,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.793 |
2.618 |
5.665 |
1.618 |
5.587 |
1.000 |
5.539 |
0.618 |
5.509 |
HIGH |
5.461 |
0.618 |
5.431 |
0.500 |
5.422 |
0.382 |
5.413 |
LOW |
5.383 |
0.618 |
5.335 |
1.000 |
5.305 |
1.618 |
5.257 |
2.618 |
5.179 |
4.250 |
5.052 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.422 |
5.482 |
PP |
5.412 |
5.452 |
S1 |
5.402 |
5.422 |
|