NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.461 |
5.400 |
-0.061 |
-1.1% |
5.437 |
High |
5.461 |
5.469 |
0.008 |
0.1% |
5.650 |
Low |
5.383 |
5.374 |
-0.009 |
-0.2% |
5.400 |
Close |
5.392 |
5.454 |
0.062 |
1.1% |
5.552 |
Range |
0.078 |
0.095 |
0.017 |
21.8% |
0.250 |
ATR |
0.169 |
0.163 |
-0.005 |
-3.1% |
0.000 |
Volume |
1,312 |
2,184 |
872 |
66.5% |
11,729 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.717 |
5.681 |
5.506 |
|
R3 |
5.622 |
5.586 |
5.480 |
|
R2 |
5.527 |
5.527 |
5.471 |
|
R1 |
5.491 |
5.491 |
5.463 |
5.509 |
PP |
5.432 |
5.432 |
5.432 |
5.442 |
S1 |
5.396 |
5.396 |
5.445 |
5.414 |
S2 |
5.337 |
5.337 |
5.437 |
|
S3 |
5.242 |
5.301 |
5.428 |
|
S4 |
5.147 |
5.206 |
5.402 |
|
|
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 |
5.374 |
0.276 |
5.1% |
0.119 |
2.2% |
29% |
False |
True |
1,981 |
10 |
5.990 |
5.374 |
0.616 |
11.3% |
0.148 |
2.7% |
13% |
False |
True |
2,443 |
20 |
6.051 |
5.316 |
0.735 |
13.5% |
0.170 |
3.1% |
19% |
False |
False |
2,344 |
40 |
6.440 |
5.316 |
1.124 |
20.6% |
0.159 |
2.9% |
12% |
False |
False |
2,025 |
60 |
7.063 |
5.316 |
1.747 |
32.0% |
0.161 |
2.9% |
8% |
False |
False |
1,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.873 |
2.618 |
5.718 |
1.618 |
5.623 |
1.000 |
5.564 |
0.618 |
5.528 |
HIGH |
5.469 |
0.618 |
5.433 |
0.500 |
5.422 |
0.382 |
5.410 |
LOW |
5.374 |
0.618 |
5.315 |
1.000 |
5.279 |
1.618 |
5.220 |
2.618 |
5.125 |
4.250 |
4.970 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.443 |
5.452 |
PP |
5.432 |
5.450 |
S1 |
5.422 |
5.448 |
|