NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.536 |
5.569 |
0.033 |
0.6% |
5.426 |
High |
5.546 |
5.569 |
0.023 |
0.4% |
5.732 |
Low |
5.475 |
5.514 |
0.039 |
0.7% |
5.371 |
Close |
5.531 |
5.546 |
0.015 |
0.3% |
5.671 |
Range |
0.071 |
0.055 |
-0.016 |
-22.5% |
0.361 |
ATR |
0.149 |
0.142 |
-0.007 |
-4.5% |
0.000 |
Volume |
1,283 |
2,501 |
1,218 |
94.9% |
9,391 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.708 |
5.682 |
5.576 |
|
R3 |
5.653 |
5.627 |
5.561 |
|
R2 |
5.598 |
5.598 |
5.556 |
|
R1 |
5.572 |
5.572 |
5.551 |
5.558 |
PP |
5.543 |
5.543 |
5.543 |
5.536 |
S1 |
5.517 |
5.517 |
5.541 |
5.503 |
S2 |
5.488 |
5.488 |
5.536 |
|
S3 |
5.433 |
5.462 |
5.531 |
|
S4 |
5.378 |
5.407 |
5.516 |
|
|
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% |
0.106 |
1.9% |
28% |
False |
False |
2,184 |
10 |
5.732 |
5.371 |
0.361 |
6.5% |
0.119 |
2.1% |
48% |
False |
False |
1,903 |
20 |
5.995 |
5.371 |
0.624 |
11.3% |
0.133 |
2.4% |
28% |
False |
False |
2,172 |
40 |
6.051 |
5.316 |
0.735 |
13.3% |
0.154 |
2.8% |
31% |
False |
False |
2,051 |
60 |
6.550 |
5.316 |
1.234 |
22.3% |
0.152 |
2.7% |
19% |
False |
False |
1,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.803 |
2.618 |
5.713 |
1.618 |
5.658 |
1.000 |
5.624 |
0.618 |
5.603 |
HIGH |
5.569 |
0.618 |
5.548 |
0.500 |
5.542 |
0.382 |
5.535 |
LOW |
5.514 |
0.618 |
5.480 |
1.000 |
5.459 |
1.618 |
5.425 |
2.618 |
5.370 |
4.250 |
5.280 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.545 |
5.563 |
PP |
5.543 |
5.557 |
S1 |
5.542 |
5.552 |
|