NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.570 |
5.650 |
0.080 |
1.4% |
5.426 |
High |
5.732 |
5.650 |
-0.082 |
-1.4% |
5.732 |
Low |
5.520 |
5.533 |
0.013 |
0.2% |
5.371 |
Close |
5.671 |
5.545 |
-0.126 |
-2.2% |
5.671 |
Range |
0.212 |
0.117 |
-0.095 |
-44.8% |
0.361 |
ATR |
0.156 |
0.155 |
-0.001 |
-0.8% |
0.000 |
Volume |
2,080 |
2,778 |
698 |
33.6% |
9,391 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.927 |
5.853 |
5.609 |
|
R3 |
5.810 |
5.736 |
5.577 |
|
R2 |
5.693 |
5.693 |
5.566 |
|
R1 |
5.619 |
5.619 |
5.556 |
5.598 |
PP |
5.576 |
5.576 |
5.576 |
5.565 |
S1 |
5.502 |
5.502 |
5.534 |
5.481 |
S2 |
5.459 |
5.459 |
5.524 |
|
S3 |
5.342 |
5.385 |
5.513 |
|
S4 |
5.225 |
5.268 |
5.481 |
|
|
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 |
5.457 |
0.275 |
5.0% |
0.123 |
2.2% |
32% |
False |
False |
2,078 |
10 |
5.732 |
5.371 |
0.361 |
6.5% |
0.121 |
2.2% |
48% |
False |
False |
1,851 |
20 |
6.010 |
5.371 |
0.639 |
11.5% |
0.141 |
2.5% |
27% |
False |
False |
2,130 |
40 |
6.051 |
5.316 |
0.735 |
13.3% |
0.158 |
2.8% |
31% |
False |
False |
2,042 |
60 |
6.550 |
5.316 |
1.234 |
22.3% |
0.155 |
2.8% |
19% |
False |
False |
1,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.147 |
2.618 |
5.956 |
1.618 |
5.839 |
1.000 |
5.767 |
0.618 |
5.722 |
HIGH |
5.650 |
0.618 |
5.605 |
0.500 |
5.592 |
0.382 |
5.578 |
LOW |
5.533 |
0.618 |
5.461 |
1.000 |
5.416 |
1.618 |
5.344 |
2.618 |
5.227 |
4.250 |
5.036 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.592 |
5.611 |
PP |
5.576 |
5.589 |
S1 |
5.561 |
5.567 |
|