NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.490 |
5.426 |
-0.064 |
-1.2% |
5.515 |
High |
5.629 |
5.505 |
-0.124 |
-2.2% |
5.629 |
Low |
5.415 |
5.371 |
-0.044 |
-0.8% |
5.374 |
Close |
5.456 |
5.484 |
0.028 |
0.5% |
5.456 |
Range |
0.214 |
0.134 |
-0.080 |
-37.4% |
0.255 |
ATR |
0.167 |
0.165 |
-0.002 |
-1.4% |
0.000 |
Volume |
896 |
1,778 |
882 |
98.4% |
6,345 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.855 |
5.804 |
5.558 |
|
R3 |
5.721 |
5.670 |
5.521 |
|
R2 |
5.587 |
5.587 |
5.509 |
|
R1 |
5.536 |
5.536 |
5.496 |
5.562 |
PP |
5.453 |
5.453 |
5.453 |
5.466 |
S1 |
5.402 |
5.402 |
5.472 |
5.428 |
S2 |
5.319 |
5.319 |
5.459 |
|
S3 |
5.185 |
5.268 |
5.447 |
|
S4 |
5.051 |
5.134 |
5.410 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.251 |
6.109 |
5.596 |
|
R3 |
5.996 |
5.854 |
5.526 |
|
R2 |
5.741 |
5.741 |
5.503 |
|
R1 |
5.599 |
5.599 |
5.479 |
5.543 |
PP |
5.486 |
5.486 |
5.486 |
5.458 |
S1 |
5.344 |
5.344 |
5.433 |
5.288 |
S2 |
5.231 |
5.231 |
5.409 |
|
S3 |
4.976 |
5.089 |
5.386 |
|
S4 |
4.721 |
4.834 |
5.316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.629 |
5.371 |
0.258 |
4.7% |
0.120 |
2.2% |
44% |
False |
True |
1,624 |
10 |
5.650 |
5.371 |
0.279 |
5.1% |
0.125 |
2.3% |
41% |
False |
True |
1,985 |
20 |
6.051 |
5.316 |
0.735 |
13.4% |
0.172 |
3.1% |
23% |
False |
False |
2,263 |
40 |
6.260 |
5.316 |
0.944 |
17.2% |
0.159 |
2.9% |
18% |
False |
False |
2,000 |
60 |
6.750 |
5.316 |
1.434 |
26.1% |
0.160 |
2.9% |
12% |
False |
False |
1,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.075 |
2.618 |
5.856 |
1.618 |
5.722 |
1.000 |
5.639 |
0.618 |
5.588 |
HIGH |
5.505 |
0.618 |
5.454 |
0.500 |
5.438 |
0.382 |
5.422 |
LOW |
5.371 |
0.618 |
5.288 |
1.000 |
5.237 |
1.618 |
5.154 |
2.618 |
5.020 |
4.250 |
4.802 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.469 |
5.500 |
PP |
5.453 |
5.495 |
S1 |
5.438 |
5.489 |
|