NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.228 |
5.078 |
-0.150 |
-2.9% |
5.280 |
High |
5.311 |
5.421 |
0.110 |
2.1% |
5.280 |
Low |
5.015 |
4.971 |
-0.044 |
-0.9% |
4.595 |
Close |
5.040 |
5.402 |
0.362 |
7.2% |
4.757 |
Range |
0.296 |
0.450 |
0.154 |
52.0% |
0.685 |
ATR |
0.228 |
0.244 |
0.016 |
7.0% |
0.000 |
Volume |
30,324 |
20,221 |
-10,103 |
-33.3% |
73,002 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.615 |
6.458 |
5.650 |
|
R3 |
6.165 |
6.008 |
5.526 |
|
R2 |
5.715 |
5.715 |
5.485 |
|
R1 |
5.558 |
5.558 |
5.443 |
5.637 |
PP |
5.265 |
5.265 |
5.265 |
5.304 |
S1 |
5.108 |
5.108 |
5.361 |
5.187 |
S2 |
4.815 |
4.815 |
5.320 |
|
S3 |
4.365 |
4.658 |
5.278 |
|
S4 |
3.915 |
4.208 |
5.155 |
|
|
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 |
5.421 |
4.671 |
0.750 |
13.9% |
0.269 |
5.0% |
97% |
True |
False |
21,808 |
10 |
5.421 |
4.595 |
0.826 |
15.3% |
0.268 |
5.0% |
98% |
True |
False |
17,802 |
20 |
5.421 |
4.595 |
0.826 |
15.3% |
0.234 |
4.3% |
98% |
True |
False |
13,875 |
40 |
6.180 |
4.595 |
1.585 |
29.3% |
0.208 |
3.8% |
51% |
False |
False |
11,242 |
60 |
6.180 |
4.595 |
1.585 |
29.3% |
0.200 |
3.7% |
51% |
False |
False |
9,720 |
80 |
6.180 |
4.595 |
1.585 |
29.3% |
0.191 |
3.5% |
51% |
False |
False |
8,180 |
100 |
6.180 |
4.595 |
1.585 |
29.3% |
0.178 |
3.3% |
51% |
False |
False |
6,994 |
120 |
6.180 |
4.595 |
1.585 |
29.3% |
0.167 |
3.1% |
51% |
False |
False |
6,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.334 |
2.618 |
6.599 |
1.618 |
6.149 |
1.000 |
5.871 |
0.618 |
5.699 |
HIGH |
5.421 |
0.618 |
5.249 |
0.500 |
5.196 |
0.382 |
5.143 |
LOW |
4.971 |
0.618 |
4.693 |
1.000 |
4.521 |
1.618 |
4.243 |
2.618 |
3.793 |
4.250 |
3.059 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.333 |
5.333 |
PP |
5.265 |
5.265 |
S1 |
5.196 |
5.196 |
|