NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.560 |
5.534 |
-0.026 |
-0.5% |
5.515 |
High |
5.600 |
5.563 |
-0.037 |
-0.7% |
5.629 |
Low |
5.512 |
5.490 |
-0.022 |
-0.4% |
5.374 |
Close |
5.577 |
5.542 |
-0.035 |
-0.6% |
5.456 |
Range |
0.088 |
0.073 |
-0.015 |
-17.0% |
0.255 |
ATR |
0.157 |
0.152 |
-0.005 |
-3.2% |
0.000 |
Volume |
1,821 |
2,279 |
458 |
25.2% |
6,345 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.751 |
5.719 |
5.582 |
|
R3 |
5.678 |
5.646 |
5.562 |
|
R2 |
5.605 |
5.605 |
5.555 |
|
R1 |
5.573 |
5.573 |
5.549 |
5.589 |
PP |
5.532 |
5.532 |
5.532 |
5.540 |
S1 |
5.500 |
5.500 |
5.535 |
5.516 |
S2 |
5.459 |
5.459 |
5.529 |
|
S3 |
5.386 |
5.427 |
5.522 |
|
S4 |
5.313 |
5.354 |
5.502 |
|
|
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% |
0.127 |
2.3% |
66% |
False |
False |
1,641 |
10 |
5.650 |
5.371 |
0.279 |
5.0% |
0.123 |
2.2% |
61% |
False |
False |
1,811 |
20 |
6.051 |
5.348 |
0.703 |
12.7% |
0.169 |
3.0% |
28% |
False |
False |
2,369 |
40 |
6.051 |
5.316 |
0.735 |
13.3% |
0.155 |
2.8% |
31% |
False |
False |
2,067 |
60 |
6.550 |
5.316 |
1.234 |
22.3% |
0.156 |
2.8% |
18% |
False |
False |
1,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.873 |
2.618 |
5.754 |
1.618 |
5.681 |
1.000 |
5.636 |
0.618 |
5.608 |
HIGH |
5.563 |
0.618 |
5.535 |
0.500 |
5.527 |
0.382 |
5.518 |
LOW |
5.490 |
0.618 |
5.445 |
1.000 |
5.417 |
1.618 |
5.372 |
2.618 |
5.299 |
4.250 |
5.180 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.537 |
5.538 |
PP |
5.532 |
5.533 |
S1 |
5.527 |
5.529 |
|