NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
5.300 |
5.233 |
-0.067 |
-1.3% |
5.650 |
High |
5.330 |
5.254 |
-0.076 |
-1.4% |
5.650 |
Low |
5.210 |
5.170 |
-0.040 |
-0.8% |
5.310 |
Close |
5.267 |
5.229 |
-0.038 |
-0.7% |
5.338 |
Range |
0.120 |
0.084 |
-0.036 |
-30.0% |
0.340 |
ATR |
0.134 |
0.131 |
-0.003 |
-2.0% |
0.000 |
Volume |
2,021 |
3,314 |
1,293 |
64.0% |
14,369 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.470 |
5.433 |
5.275 |
|
R3 |
5.386 |
5.349 |
5.252 |
|
R2 |
5.302 |
5.302 |
5.244 |
|
R1 |
5.265 |
5.265 |
5.237 |
5.242 |
PP |
5.218 |
5.218 |
5.218 |
5.206 |
S1 |
5.181 |
5.181 |
5.221 |
5.158 |
S2 |
5.134 |
5.134 |
5.214 |
|
S3 |
5.050 |
5.097 |
5.206 |
|
S4 |
4.966 |
5.013 |
5.183 |
|
|
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 |
5.458 |
5.170 |
0.288 |
5.5% |
0.100 |
1.9% |
20% |
False |
True |
2,585 |
10 |
5.732 |
5.170 |
0.562 |
10.7% |
0.107 |
2.0% |
10% |
False |
True |
2,563 |
20 |
5.732 |
5.170 |
0.562 |
10.7% |
0.115 |
2.2% |
10% |
False |
True |
2,187 |
40 |
6.051 |
5.170 |
0.881 |
16.8% |
0.145 |
2.8% |
7% |
False |
True |
2,279 |
60 |
6.550 |
5.170 |
1.380 |
26.4% |
0.147 |
2.8% |
4% |
False |
True |
2,066 |
80 |
7.621 |
5.170 |
2.451 |
46.9% |
0.155 |
3.0% |
2% |
False |
True |
1,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.611 |
2.618 |
5.474 |
1.618 |
5.390 |
1.000 |
5.338 |
0.618 |
5.306 |
HIGH |
5.254 |
0.618 |
5.222 |
0.500 |
5.212 |
0.382 |
5.202 |
LOW |
5.170 |
0.618 |
5.118 |
1.000 |
5.086 |
1.618 |
5.034 |
2.618 |
4.950 |
4.250 |
4.813 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
5.223 |
5.250 |
PP |
5.218 |
5.243 |
S1 |
5.212 |
5.236 |
|