NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.508 |
5.560 |
0.052 |
0.9% |
5.515 |
High |
5.583 |
5.600 |
0.017 |
0.3% |
5.629 |
Low |
5.457 |
5.512 |
0.055 |
1.0% |
5.374 |
Close |
5.567 |
5.577 |
0.010 |
0.2% |
5.456 |
Range |
0.126 |
0.088 |
-0.038 |
-30.2% |
0.255 |
ATR |
0.162 |
0.157 |
-0.005 |
-3.3% |
0.000 |
Volume |
1,433 |
1,821 |
388 |
27.1% |
6,345 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.827 |
5.790 |
5.625 |
|
R3 |
5.739 |
5.702 |
5.601 |
|
R2 |
5.651 |
5.651 |
5.593 |
|
R1 |
5.614 |
5.614 |
5.585 |
5.633 |
PP |
5.563 |
5.563 |
5.563 |
5.572 |
S1 |
5.526 |
5.526 |
5.569 |
5.545 |
S2 |
5.475 |
5.475 |
5.561 |
|
S3 |
5.387 |
5.438 |
5.553 |
|
S4 |
5.299 |
5.350 |
5.529 |
|
|
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% |
0.131 |
2.4% |
80% |
False |
False |
1,622 |
10 |
5.650 |
5.371 |
0.279 |
5.0% |
0.124 |
2.2% |
74% |
False |
False |
1,757 |
20 |
6.051 |
5.316 |
0.735 |
13.2% |
0.172 |
3.1% |
36% |
False |
False |
2,328 |
40 |
6.051 |
5.316 |
0.735 |
13.2% |
0.156 |
2.8% |
36% |
False |
False |
2,038 |
60 |
6.560 |
5.316 |
1.244 |
22.3% |
0.158 |
2.8% |
21% |
False |
False |
1,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.974 |
2.618 |
5.830 |
1.618 |
5.742 |
1.000 |
5.688 |
0.618 |
5.654 |
HIGH |
5.600 |
0.618 |
5.566 |
0.500 |
5.556 |
0.382 |
5.546 |
LOW |
5.512 |
0.618 |
5.458 |
1.000 |
5.424 |
1.618 |
5.370 |
2.618 |
5.282 |
4.250 |
5.138 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.570 |
5.547 |
PP |
5.563 |
5.516 |
S1 |
5.556 |
5.486 |
|