NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4.830 |
5.145 |
0.315 |
6.5% |
5.280 |
High |
5.143 |
5.275 |
0.132 |
2.6% |
5.280 |
Low |
4.820 |
5.145 |
0.325 |
6.7% |
4.595 |
Close |
5.134 |
5.228 |
0.094 |
1.8% |
4.757 |
Range |
0.323 |
0.130 |
-0.193 |
-59.8% |
0.685 |
ATR |
0.229 |
0.223 |
-0.006 |
-2.7% |
0.000 |
Volume |
13,634 |
23,266 |
9,632 |
70.6% |
73,002 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.606 |
5.547 |
5.300 |
|
R3 |
5.476 |
5.417 |
5.264 |
|
R2 |
5.346 |
5.346 |
5.252 |
|
R1 |
5.287 |
5.287 |
5.240 |
5.317 |
PP |
5.216 |
5.216 |
5.216 |
5.231 |
S1 |
5.157 |
5.157 |
5.216 |
5.187 |
S2 |
5.086 |
5.086 |
5.204 |
|
S3 |
4.956 |
5.027 |
5.192 |
|
S4 |
4.826 |
4.897 |
5.157 |
|
|
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 |
5.275 |
4.595 |
0.680 |
13.0% |
0.207 |
4.0% |
93% |
True |
False |
17,751 |
10 |
5.389 |
4.595 |
0.794 |
15.2% |
0.248 |
4.7% |
80% |
False |
False |
14,772 |
20 |
5.389 |
4.595 |
0.794 |
15.2% |
0.211 |
4.0% |
80% |
False |
False |
12,542 |
40 |
6.180 |
4.595 |
1.585 |
30.3% |
0.203 |
3.9% |
40% |
False |
False |
10,390 |
60 |
6.180 |
4.595 |
1.585 |
30.3% |
0.195 |
3.7% |
40% |
False |
False |
9,049 |
80 |
6.180 |
4.595 |
1.585 |
30.3% |
0.183 |
3.5% |
40% |
False |
False |
7,606 |
100 |
6.180 |
4.595 |
1.585 |
30.3% |
0.172 |
3.3% |
40% |
False |
False |
6,530 |
120 |
6.180 |
4.595 |
1.585 |
30.3% |
0.163 |
3.1% |
40% |
False |
False |
5,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.828 |
2.618 |
5.615 |
1.618 |
5.485 |
1.000 |
5.405 |
0.618 |
5.355 |
HIGH |
5.275 |
0.618 |
5.225 |
0.500 |
5.210 |
0.382 |
5.195 |
LOW |
5.145 |
0.618 |
5.065 |
1.000 |
5.015 |
1.618 |
4.935 |
2.618 |
4.805 |
4.250 |
4.593 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.222 |
5.143 |
PP |
5.216 |
5.058 |
S1 |
5.210 |
4.973 |
|