NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4.671 |
4.830 |
0.159 |
3.4% |
5.280 |
High |
4.816 |
5.143 |
0.327 |
6.8% |
5.280 |
Low |
4.671 |
4.820 |
0.149 |
3.2% |
4.595 |
Close |
4.757 |
5.134 |
0.377 |
7.9% |
4.757 |
Range |
0.145 |
0.323 |
0.178 |
122.8% |
0.685 |
ATR |
0.217 |
0.229 |
0.012 |
5.6% |
0.000 |
Volume |
21,597 |
13,634 |
-7,963 |
-36.9% |
73,002 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.001 |
5.891 |
5.312 |
|
R3 |
5.678 |
5.568 |
5.223 |
|
R2 |
5.355 |
5.355 |
5.193 |
|
R1 |
5.245 |
5.245 |
5.164 |
5.300 |
PP |
5.032 |
5.032 |
5.032 |
5.060 |
S1 |
4.922 |
4.922 |
5.104 |
4.977 |
S2 |
4.709 |
4.709 |
5.075 |
|
S3 |
4.386 |
4.599 |
5.045 |
|
S4 |
4.063 |
4.276 |
4.956 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.932 |
6.530 |
5.134 |
|
R3 |
6.247 |
5.845 |
4.945 |
|
R2 |
5.562 |
5.562 |
4.883 |
|
R1 |
5.160 |
5.160 |
4.820 |
5.019 |
PP |
4.877 |
4.877 |
4.877 |
4.807 |
S1 |
4.475 |
4.475 |
4.694 |
4.334 |
S2 |
4.192 |
4.192 |
4.631 |
|
S3 |
3.507 |
3.790 |
4.569 |
|
S4 |
2.822 |
3.105 |
4.380 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.143 |
4.595 |
0.548 |
10.7% |
0.219 |
4.3% |
98% |
True |
False |
15,901 |
10 |
5.389 |
4.595 |
0.794 |
15.5% |
0.250 |
4.9% |
68% |
False |
False |
13,583 |
20 |
5.389 |
4.595 |
0.794 |
15.5% |
0.215 |
4.2% |
68% |
False |
False |
11,862 |
40 |
6.180 |
4.595 |
1.585 |
30.9% |
0.203 |
3.9% |
34% |
False |
False |
9,946 |
60 |
6.180 |
4.595 |
1.585 |
30.9% |
0.197 |
3.8% |
34% |
False |
False |
8,770 |
80 |
6.180 |
4.595 |
1.585 |
30.9% |
0.182 |
3.6% |
34% |
False |
False |
7,350 |
100 |
6.180 |
4.595 |
1.585 |
30.9% |
0.173 |
3.4% |
34% |
False |
False |
6,327 |
120 |
6.180 |
4.595 |
1.585 |
30.9% |
0.164 |
3.2% |
34% |
False |
False |
5,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.516 |
2.618 |
5.989 |
1.618 |
5.666 |
1.000 |
5.466 |
0.618 |
5.343 |
HIGH |
5.143 |
0.618 |
5.020 |
0.500 |
4.982 |
0.382 |
4.943 |
LOW |
4.820 |
0.618 |
4.620 |
1.000 |
4.497 |
1.618 |
4.297 |
2.618 |
3.974 |
4.250 |
3.447 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.083 |
5.046 |
PP |
5.032 |
4.957 |
S1 |
4.982 |
4.869 |
|