NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.569 |
5.529 |
-0.040 |
-0.7% |
5.426 |
High |
5.569 |
5.529 |
-0.040 |
-0.7% |
5.732 |
Low |
5.514 |
5.420 |
-0.094 |
-1.7% |
5.371 |
Close |
5.546 |
5.441 |
-0.105 |
-1.9% |
5.671 |
Range |
0.055 |
0.109 |
0.054 |
98.2% |
0.361 |
ATR |
0.142 |
0.141 |
-0.001 |
-0.8% |
0.000 |
Volume |
2,501 |
4,072 |
1,571 |
62.8% |
9,391 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.790 |
5.725 |
5.501 |
|
R3 |
5.681 |
5.616 |
5.471 |
|
R2 |
5.572 |
5.572 |
5.461 |
|
R1 |
5.507 |
5.507 |
5.451 |
5.485 |
PP |
5.463 |
5.463 |
5.463 |
5.453 |
S1 |
5.398 |
5.398 |
5.431 |
5.376 |
S2 |
5.354 |
5.354 |
5.421 |
|
S3 |
5.245 |
5.289 |
5.411 |
|
S4 |
5.136 |
5.180 |
5.381 |
|
|
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 |
5.420 |
0.312 |
5.7% |
0.113 |
2.1% |
7% |
False |
True |
2,542 |
10 |
5.732 |
5.371 |
0.361 |
6.6% |
0.120 |
2.2% |
19% |
False |
False |
2,092 |
20 |
5.990 |
5.371 |
0.619 |
11.4% |
0.134 |
2.5% |
11% |
False |
False |
2,267 |
40 |
6.051 |
5.316 |
0.735 |
13.5% |
0.154 |
2.8% |
17% |
False |
False |
2,124 |
60 |
6.550 |
5.316 |
1.234 |
22.7% |
0.152 |
2.8% |
10% |
False |
False |
1,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.992 |
2.618 |
5.814 |
1.618 |
5.705 |
1.000 |
5.638 |
0.618 |
5.596 |
HIGH |
5.529 |
0.618 |
5.487 |
0.500 |
5.475 |
0.382 |
5.462 |
LOW |
5.420 |
0.618 |
5.353 |
1.000 |
5.311 |
1.618 |
5.244 |
2.618 |
5.135 |
4.250 |
4.957 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.475 |
5.495 |
PP |
5.463 |
5.477 |
S1 |
5.452 |
5.459 |
|