NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
5.330 |
5.360 |
0.030 |
0.6% |
5.300 |
High |
5.364 |
5.526 |
0.162 |
3.0% |
5.364 |
Low |
5.235 |
5.276 |
0.041 |
0.8% |
5.170 |
Close |
5.333 |
5.509 |
0.176 |
3.3% |
5.333 |
Range |
0.129 |
0.250 |
0.121 |
93.8% |
0.194 |
ATR |
0.131 |
0.140 |
0.008 |
6.5% |
0.000 |
Volume |
2,595 |
2,495 |
-100 |
-3.9% |
11,785 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.187 |
6.098 |
5.647 |
|
R3 |
5.937 |
5.848 |
5.578 |
|
R2 |
5.687 |
5.687 |
5.555 |
|
R1 |
5.598 |
5.598 |
5.532 |
5.643 |
PP |
5.437 |
5.437 |
5.437 |
5.459 |
S1 |
5.348 |
5.348 |
5.486 |
5.393 |
S2 |
5.187 |
5.187 |
5.463 |
|
S3 |
4.937 |
5.098 |
5.440 |
|
S4 |
4.687 |
4.848 |
5.372 |
|
|
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 |
5.526 |
5.170 |
0.356 |
6.5% |
0.132 |
2.4% |
95% |
True |
False |
2,385 |
10 |
5.569 |
5.170 |
0.399 |
7.2% |
0.112 |
2.0% |
85% |
False |
False |
2,587 |
20 |
5.732 |
5.170 |
0.562 |
10.2% |
0.117 |
2.1% |
60% |
False |
False |
2,219 |
40 |
6.051 |
5.170 |
0.881 |
16.0% |
0.144 |
2.6% |
38% |
False |
False |
2,232 |
60 |
6.550 |
5.170 |
1.380 |
25.0% |
0.150 |
2.7% |
25% |
False |
False |
2,086 |
80 |
7.450 |
5.170 |
2.280 |
41.4% |
0.155 |
2.8% |
15% |
False |
False |
1,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.589 |
2.618 |
6.181 |
1.618 |
5.931 |
1.000 |
5.776 |
0.618 |
5.681 |
HIGH |
5.526 |
0.618 |
5.431 |
0.500 |
5.401 |
0.382 |
5.372 |
LOW |
5.276 |
0.618 |
5.122 |
1.000 |
5.026 |
1.618 |
4.872 |
2.618 |
4.622 |
4.250 |
4.214 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5.473 |
5.455 |
PP |
5.437 |
5.402 |
S1 |
5.401 |
5.348 |
|