NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.412 |
5.300 |
-0.112 |
-2.1% |
5.650 |
High |
5.458 |
5.300 |
-0.158 |
-2.9% |
5.650 |
Low |
5.310 |
5.226 |
-0.084 |
-1.6% |
5.310 |
Close |
5.338 |
5.274 |
-0.064 |
-1.2% |
5.338 |
Range |
0.148 |
0.074 |
-0.074 |
-50.0% |
0.340 |
ATR |
0.141 |
0.139 |
-0.002 |
-1.5% |
0.000 |
Volume |
3,735 |
2,355 |
-1,380 |
-36.9% |
14,369 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.489 |
5.455 |
5.315 |
|
R3 |
5.415 |
5.381 |
5.294 |
|
R2 |
5.341 |
5.341 |
5.288 |
|
R1 |
5.307 |
5.307 |
5.281 |
5.287 |
PP |
5.267 |
5.267 |
5.267 |
5.257 |
S1 |
5.233 |
5.233 |
5.267 |
5.213 |
S2 |
5.193 |
5.193 |
5.260 |
|
S3 |
5.119 |
5.159 |
5.254 |
|
S4 |
5.045 |
5.085 |
5.233 |
|
|
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 |
5.569 |
5.226 |
0.343 |
6.5% |
0.091 |
1.7% |
14% |
False |
True |
2,789 |
10 |
5.732 |
5.226 |
0.506 |
9.6% |
0.107 |
2.0% |
9% |
False |
True |
2,433 |
20 |
5.732 |
5.226 |
0.506 |
9.6% |
0.116 |
2.2% |
9% |
False |
True |
2,209 |
40 |
6.051 |
5.226 |
0.825 |
15.6% |
0.150 |
2.8% |
6% |
False |
True |
2,202 |
60 |
6.550 |
5.226 |
1.324 |
25.1% |
0.150 |
2.8% |
4% |
False |
True |
2,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.615 |
2.618 |
5.494 |
1.618 |
5.420 |
1.000 |
5.374 |
0.618 |
5.346 |
HIGH |
5.300 |
0.618 |
5.272 |
0.500 |
5.263 |
0.382 |
5.254 |
LOW |
5.226 |
0.618 |
5.180 |
1.000 |
5.152 |
1.618 |
5.106 |
2.618 |
5.032 |
4.250 |
4.912 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.270 |
5.378 |
PP |
5.267 |
5.343 |
S1 |
5.263 |
5.309 |
|