NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.529 |
5.412 |
-0.117 |
-2.1% |
5.650 |
High |
5.529 |
5.458 |
-0.071 |
-1.3% |
5.650 |
Low |
5.420 |
5.310 |
-0.110 |
-2.0% |
5.310 |
Close |
5.441 |
5.338 |
-0.103 |
-1.9% |
5.338 |
Range |
0.109 |
0.148 |
0.039 |
35.8% |
0.340 |
ATR |
0.141 |
0.141 |
0.001 |
0.4% |
0.000 |
Volume |
4,072 |
3,735 |
-337 |
-8.3% |
14,369 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.813 |
5.723 |
5.419 |
|
R3 |
5.665 |
5.575 |
5.379 |
|
R2 |
5.517 |
5.517 |
5.365 |
|
R1 |
5.427 |
5.427 |
5.352 |
5.398 |
PP |
5.369 |
5.369 |
5.369 |
5.354 |
S1 |
5.279 |
5.279 |
5.324 |
5.250 |
S2 |
5.221 |
5.221 |
5.311 |
|
S3 |
5.073 |
5.131 |
5.297 |
|
S4 |
4.925 |
4.983 |
5.257 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.453 |
6.235 |
5.525 |
|
R3 |
6.113 |
5.895 |
5.432 |
|
R2 |
5.773 |
5.773 |
5.400 |
|
R1 |
5.555 |
5.555 |
5.369 |
5.494 |
PP |
5.433 |
5.433 |
5.433 |
5.402 |
S1 |
5.215 |
5.215 |
5.307 |
5.154 |
S2 |
5.093 |
5.093 |
5.276 |
|
S3 |
4.753 |
4.875 |
5.245 |
|
S4 |
4.413 |
4.535 |
5.151 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.650 |
5.310 |
0.340 |
6.4% |
0.100 |
1.9% |
8% |
False |
True |
2,873 |
10 |
5.732 |
5.310 |
0.422 |
7.9% |
0.113 |
2.1% |
7% |
False |
True |
2,376 |
20 |
5.732 |
5.310 |
0.422 |
7.9% |
0.124 |
2.3% |
7% |
False |
True |
2,309 |
40 |
6.051 |
5.310 |
0.741 |
13.9% |
0.156 |
2.9% |
4% |
False |
True |
2,169 |
60 |
6.550 |
5.310 |
1.240 |
23.2% |
0.151 |
2.8% |
2% |
False |
True |
2,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.087 |
2.618 |
5.845 |
1.618 |
5.697 |
1.000 |
5.606 |
0.618 |
5.549 |
HIGH |
5.458 |
0.618 |
5.401 |
0.500 |
5.384 |
0.382 |
5.367 |
LOW |
5.310 |
0.618 |
5.219 |
1.000 |
5.162 |
1.618 |
5.071 |
2.618 |
4.923 |
4.250 |
4.681 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.384 |
5.440 |
PP |
5.369 |
5.406 |
S1 |
5.353 |
5.372 |
|