NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.426 |
5.508 |
0.082 |
1.5% |
5.515 |
High |
5.505 |
5.583 |
0.078 |
1.4% |
5.629 |
Low |
5.371 |
5.457 |
0.086 |
1.6% |
5.374 |
Close |
5.484 |
5.567 |
0.083 |
1.5% |
5.456 |
Range |
0.134 |
0.126 |
-0.008 |
-6.0% |
0.255 |
ATR |
0.165 |
0.162 |
-0.003 |
-1.7% |
0.000 |
Volume |
1,778 |
1,433 |
-345 |
-19.4% |
6,345 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.914 |
5.866 |
5.636 |
|
R3 |
5.788 |
5.740 |
5.602 |
|
R2 |
5.662 |
5.662 |
5.590 |
|
R1 |
5.614 |
5.614 |
5.579 |
5.638 |
PP |
5.536 |
5.536 |
5.536 |
5.548 |
S1 |
5.488 |
5.488 |
5.555 |
5.512 |
S2 |
5.410 |
5.410 |
5.544 |
|
S3 |
5.284 |
5.362 |
5.532 |
|
S4 |
5.158 |
5.236 |
5.498 |
|
|
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 |
4.6% |
0.129 |
2.3% |
76% |
False |
False |
1,520 |
10 |
5.650 |
5.371 |
0.279 |
5.0% |
0.129 |
2.3% |
70% |
False |
False |
1,844 |
20 |
6.051 |
5.316 |
0.735 |
13.2% |
0.171 |
3.1% |
34% |
False |
False |
2,285 |
40 |
6.091 |
5.316 |
0.775 |
13.9% |
0.159 |
2.8% |
32% |
False |
False |
2,003 |
60 |
6.613 |
5.316 |
1.297 |
23.3% |
0.158 |
2.8% |
19% |
False |
False |
1,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.119 |
2.618 |
5.913 |
1.618 |
5.787 |
1.000 |
5.709 |
0.618 |
5.661 |
HIGH |
5.583 |
0.618 |
5.535 |
0.500 |
5.520 |
0.382 |
5.505 |
LOW |
5.457 |
0.618 |
5.379 |
1.000 |
5.331 |
1.618 |
5.253 |
2.618 |
5.127 |
4.250 |
4.922 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.551 |
5.545 |
PP |
5.536 |
5.522 |
S1 |
5.520 |
5.500 |
|