NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.650 |
5.536 |
-0.114 |
-2.0% |
5.426 |
High |
5.650 |
5.546 |
-0.104 |
-1.8% |
5.732 |
Low |
5.533 |
5.475 |
-0.058 |
-1.0% |
5.371 |
Close |
5.545 |
5.531 |
-0.014 |
-0.3% |
5.671 |
Range |
0.117 |
0.071 |
-0.046 |
-39.3% |
0.361 |
ATR |
0.155 |
0.149 |
-0.006 |
-3.9% |
0.000 |
Volume |
2,778 |
1,283 |
-1,495 |
-53.8% |
9,391 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.730 |
5.702 |
5.570 |
|
R3 |
5.659 |
5.631 |
5.551 |
|
R2 |
5.588 |
5.588 |
5.544 |
|
R1 |
5.560 |
5.560 |
5.538 |
5.539 |
PP |
5.517 |
5.517 |
5.517 |
5.507 |
S1 |
5.489 |
5.489 |
5.524 |
5.468 |
S2 |
5.446 |
5.446 |
5.518 |
|
S3 |
5.375 |
5.418 |
5.511 |
|
S4 |
5.304 |
5.347 |
5.492 |
|
|
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 |
5.475 |
0.257 |
4.6% |
0.112 |
2.0% |
22% |
False |
True |
2,048 |
10 |
5.732 |
5.371 |
0.361 |
6.5% |
0.121 |
2.2% |
44% |
False |
False |
1,784 |
20 |
6.010 |
5.371 |
0.639 |
11.6% |
0.138 |
2.5% |
25% |
False |
False |
2,088 |
40 |
6.051 |
5.316 |
0.735 |
13.3% |
0.157 |
2.8% |
29% |
False |
False |
2,047 |
60 |
6.550 |
5.316 |
1.234 |
22.3% |
0.154 |
2.8% |
17% |
False |
False |
1,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.848 |
2.618 |
5.732 |
1.618 |
5.661 |
1.000 |
5.617 |
0.618 |
5.590 |
HIGH |
5.546 |
0.618 |
5.519 |
0.500 |
5.511 |
0.382 |
5.502 |
LOW |
5.475 |
0.618 |
5.431 |
1.000 |
5.404 |
1.618 |
5.360 |
2.618 |
5.289 |
4.250 |
5.173 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.524 |
5.604 |
PP |
5.517 |
5.579 |
S1 |
5.511 |
5.555 |
|