NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.145 |
5.228 |
0.083 |
1.6% |
5.280 |
High |
5.275 |
5.311 |
0.036 |
0.7% |
5.280 |
Low |
5.145 |
5.015 |
-0.130 |
-2.5% |
4.595 |
Close |
5.228 |
5.040 |
-0.188 |
-3.6% |
4.757 |
Range |
0.130 |
0.296 |
0.166 |
127.7% |
0.685 |
ATR |
0.223 |
0.228 |
0.005 |
2.4% |
0.000 |
Volume |
23,266 |
30,324 |
7,058 |
30.3% |
73,002 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.010 |
5.821 |
5.203 |
|
R3 |
5.714 |
5.525 |
5.121 |
|
R2 |
5.418 |
5.418 |
5.094 |
|
R1 |
5.229 |
5.229 |
5.067 |
5.176 |
PP |
5.122 |
5.122 |
5.122 |
5.095 |
S1 |
4.933 |
4.933 |
5.013 |
4.880 |
S2 |
4.826 |
4.826 |
4.986 |
|
S3 |
4.530 |
4.637 |
4.959 |
|
S4 |
4.234 |
4.341 |
4.877 |
|
|
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 |
5.311 |
4.595 |
0.716 |
14.2% |
0.214 |
4.2% |
62% |
True |
False |
21,204 |
10 |
5.389 |
4.595 |
0.794 |
15.8% |
0.259 |
5.1% |
56% |
False |
False |
16,974 |
20 |
5.389 |
4.595 |
0.794 |
15.8% |
0.217 |
4.3% |
56% |
False |
False |
13,320 |
40 |
6.180 |
4.595 |
1.585 |
31.4% |
0.202 |
4.0% |
28% |
False |
False |
10,950 |
60 |
6.180 |
4.595 |
1.585 |
31.4% |
0.197 |
3.9% |
28% |
False |
False |
9,448 |
80 |
6.180 |
4.595 |
1.585 |
31.4% |
0.186 |
3.7% |
28% |
False |
False |
7,951 |
100 |
6.180 |
4.595 |
1.585 |
31.4% |
0.174 |
3.5% |
28% |
False |
False |
6,805 |
120 |
6.180 |
4.595 |
1.585 |
31.4% |
0.164 |
3.3% |
28% |
False |
False |
6,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.569 |
2.618 |
6.086 |
1.618 |
5.790 |
1.000 |
5.607 |
0.618 |
5.494 |
HIGH |
5.311 |
0.618 |
5.198 |
0.500 |
5.163 |
0.382 |
5.128 |
LOW |
5.015 |
0.618 |
4.832 |
1.000 |
4.719 |
1.618 |
4.536 |
2.618 |
4.240 |
4.250 |
3.757 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.163 |
5.066 |
PP |
5.122 |
5.057 |
S1 |
5.081 |
5.049 |
|