NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.233 |
5.330 |
0.097 |
1.9% |
5.300 |
High |
5.254 |
5.364 |
0.110 |
2.1% |
5.364 |
Low |
5.170 |
5.235 |
0.065 |
1.3% |
5.170 |
Close |
5.229 |
5.333 |
0.104 |
2.0% |
5.333 |
Range |
0.084 |
0.129 |
0.045 |
53.6% |
0.194 |
ATR |
0.131 |
0.131 |
0.000 |
0.2% |
0.000 |
Volume |
3,314 |
2,595 |
-719 |
-21.7% |
11,785 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.698 |
5.644 |
5.404 |
|
R3 |
5.569 |
5.515 |
5.368 |
|
R2 |
5.440 |
5.440 |
5.357 |
|
R1 |
5.386 |
5.386 |
5.345 |
5.413 |
PP |
5.311 |
5.311 |
5.311 |
5.324 |
S1 |
5.257 |
5.257 |
5.321 |
5.284 |
S2 |
5.182 |
5.182 |
5.309 |
|
S3 |
5.053 |
5.128 |
5.298 |
|
S4 |
4.924 |
4.999 |
5.262 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.871 |
5.796 |
5.440 |
|
R3 |
5.677 |
5.602 |
5.386 |
|
R2 |
5.483 |
5.483 |
5.369 |
|
R1 |
5.408 |
5.408 |
5.351 |
5.446 |
PP |
5.289 |
5.289 |
5.289 |
5.308 |
S1 |
5.214 |
5.214 |
5.315 |
5.252 |
S2 |
5.095 |
5.095 |
5.297 |
|
S3 |
4.901 |
5.020 |
5.280 |
|
S4 |
4.707 |
4.826 |
5.226 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.364 |
5.170 |
0.194 |
3.6% |
0.097 |
1.8% |
84% |
True |
False |
2,357 |
10 |
5.650 |
5.170 |
0.480 |
9.0% |
0.098 |
1.8% |
34% |
False |
False |
2,615 |
20 |
5.732 |
5.170 |
0.562 |
10.5% |
0.109 |
2.0% |
29% |
False |
False |
2,200 |
40 |
6.051 |
5.170 |
0.881 |
16.5% |
0.141 |
2.6% |
19% |
False |
False |
2,228 |
60 |
6.550 |
5.170 |
1.380 |
25.9% |
0.147 |
2.8% |
12% |
False |
False |
2,072 |
80 |
7.500 |
5.170 |
2.330 |
43.7% |
0.154 |
2.9% |
7% |
False |
False |
1,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.912 |
2.618 |
5.702 |
1.618 |
5.573 |
1.000 |
5.493 |
0.618 |
5.444 |
HIGH |
5.364 |
0.618 |
5.315 |
0.500 |
5.300 |
0.382 |
5.284 |
LOW |
5.235 |
0.618 |
5.155 |
1.000 |
5.106 |
1.618 |
5.026 |
2.618 |
4.897 |
4.250 |
4.687 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.322 |
5.311 |
PP |
5.311 |
5.289 |
S1 |
5.300 |
5.267 |
|