NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.534 |
5.570 |
0.036 |
0.7% |
5.426 |
High |
5.563 |
5.732 |
0.169 |
3.0% |
5.732 |
Low |
5.490 |
5.520 |
0.030 |
0.5% |
5.371 |
Close |
5.542 |
5.671 |
0.129 |
2.3% |
5.671 |
Range |
0.073 |
0.212 |
0.139 |
190.4% |
0.361 |
ATR |
0.152 |
0.156 |
0.004 |
2.8% |
0.000 |
Volume |
2,279 |
2,080 |
-199 |
-8.7% |
9,391 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.277 |
6.186 |
5.788 |
|
R3 |
6.065 |
5.974 |
5.729 |
|
R2 |
5.853 |
5.853 |
5.710 |
|
R1 |
5.762 |
5.762 |
5.690 |
5.808 |
PP |
5.641 |
5.641 |
5.641 |
5.664 |
S1 |
5.550 |
5.550 |
5.652 |
5.596 |
S2 |
5.429 |
5.429 |
5.632 |
|
S3 |
5.217 |
5.338 |
5.613 |
|
S4 |
5.005 |
5.126 |
5.554 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.674 |
6.534 |
5.870 |
|
R3 |
6.313 |
6.173 |
5.770 |
|
R2 |
5.952 |
5.952 |
5.737 |
|
R1 |
5.812 |
5.812 |
5.704 |
5.882 |
PP |
5.591 |
5.591 |
5.591 |
5.627 |
S1 |
5.451 |
5.451 |
5.638 |
5.521 |
S2 |
5.230 |
5.230 |
5.605 |
|
S3 |
4.869 |
5.090 |
5.572 |
|
S4 |
4.508 |
4.729 |
5.472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.732 |
5.371 |
0.361 |
6.4% |
0.127 |
2.2% |
83% |
True |
False |
1,878 |
10 |
5.732 |
5.371 |
0.361 |
6.4% |
0.120 |
2.1% |
83% |
True |
False |
1,785 |
20 |
6.010 |
5.371 |
0.639 |
11.3% |
0.144 |
2.5% |
47% |
False |
False |
2,413 |
40 |
6.051 |
5.316 |
0.735 |
13.0% |
0.157 |
2.8% |
48% |
False |
False |
2,075 |
60 |
6.550 |
5.316 |
1.234 |
21.8% |
0.156 |
2.8% |
29% |
False |
False |
1,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.633 |
2.618 |
6.287 |
1.618 |
6.075 |
1.000 |
5.944 |
0.618 |
5.863 |
HIGH |
5.732 |
0.618 |
5.651 |
0.500 |
5.626 |
0.382 |
5.601 |
LOW |
5.520 |
0.618 |
5.389 |
1.000 |
5.308 |
1.618 |
5.177 |
2.618 |
4.965 |
4.250 |
4.619 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.656 |
5.651 |
PP |
5.641 |
5.631 |
S1 |
5.626 |
5.611 |
|