NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.300 |
5.248 |
-0.052 |
-1.0% |
5.650 |
High |
5.300 |
5.290 |
-0.010 |
-0.2% |
5.650 |
Low |
5.226 |
5.214 |
-0.012 |
-0.2% |
5.310 |
Close |
5.274 |
5.286 |
0.012 |
0.2% |
5.338 |
Range |
0.074 |
0.076 |
0.002 |
2.7% |
0.340 |
ATR |
0.139 |
0.135 |
-0.005 |
-3.2% |
0.000 |
Volume |
2,355 |
1,500 |
-855 |
-36.3% |
14,369 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.491 |
5.465 |
5.328 |
|
R3 |
5.415 |
5.389 |
5.307 |
|
R2 |
5.339 |
5.339 |
5.300 |
|
R1 |
5.313 |
5.313 |
5.293 |
5.326 |
PP |
5.263 |
5.263 |
5.263 |
5.270 |
S1 |
5.237 |
5.237 |
5.279 |
5.250 |
S2 |
5.187 |
5.187 |
5.272 |
|
S3 |
5.111 |
5.161 |
5.265 |
|
S4 |
5.035 |
5.085 |
5.244 |
|
|
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 |
5.214 |
0.355 |
6.7% |
0.092 |
1.7% |
20% |
False |
True |
2,832 |
10 |
5.732 |
5.214 |
0.518 |
9.8% |
0.102 |
1.9% |
14% |
False |
True |
2,440 |
20 |
5.732 |
5.214 |
0.518 |
9.8% |
0.116 |
2.2% |
14% |
False |
True |
2,142 |
40 |
6.051 |
5.214 |
0.837 |
15.8% |
0.146 |
2.8% |
9% |
False |
True |
2,201 |
60 |
6.550 |
5.214 |
1.336 |
25.3% |
0.149 |
2.8% |
5% |
False |
True |
2,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.613 |
2.618 |
5.489 |
1.618 |
5.413 |
1.000 |
5.366 |
0.618 |
5.337 |
HIGH |
5.290 |
0.618 |
5.261 |
0.500 |
5.252 |
0.382 |
5.243 |
LOW |
5.214 |
0.618 |
5.167 |
1.000 |
5.138 |
1.618 |
5.091 |
2.618 |
5.015 |
4.250 |
4.891 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.275 |
5.336 |
PP |
5.263 |
5.319 |
S1 |
5.252 |
5.303 |
|