NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 11-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.078 |
5.360 |
0.282 |
5.6% |
4.830 |
High |
5.421 |
5.465 |
0.044 |
0.8% |
5.465 |
Low |
4.971 |
5.256 |
0.285 |
5.7% |
4.820 |
Close |
5.402 |
5.299 |
-0.103 |
-1.9% |
5.299 |
Range |
0.450 |
0.209 |
-0.241 |
-53.6% |
0.645 |
ATR |
0.244 |
0.241 |
-0.002 |
-1.0% |
0.000 |
Volume |
20,221 |
27,334 |
7,113 |
35.2% |
114,779 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.967 |
5.842 |
5.414 |
|
R3 |
5.758 |
5.633 |
5.356 |
|
R2 |
5.549 |
5.549 |
5.337 |
|
R1 |
5.424 |
5.424 |
5.318 |
5.382 |
PP |
5.340 |
5.340 |
5.340 |
5.319 |
S1 |
5.215 |
5.215 |
5.280 |
5.173 |
S2 |
5.131 |
5.131 |
5.261 |
|
S3 |
4.922 |
5.006 |
5.242 |
|
S4 |
4.713 |
4.797 |
5.184 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.130 |
6.859 |
5.654 |
|
R3 |
6.485 |
6.214 |
5.476 |
|
R2 |
5.840 |
5.840 |
5.417 |
|
R1 |
5.569 |
5.569 |
5.358 |
5.705 |
PP |
5.195 |
5.195 |
5.195 |
5.262 |
S1 |
4.924 |
4.924 |
5.240 |
5.060 |
S2 |
4.550 |
4.550 |
5.181 |
|
S3 |
3.905 |
4.279 |
5.122 |
|
S4 |
3.260 |
3.634 |
4.944 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.465 |
4.820 |
0.645 |
12.2% |
0.282 |
5.3% |
74% |
True |
False |
22,955 |
10 |
5.465 |
4.595 |
0.870 |
16.4% |
0.245 |
4.6% |
81% |
True |
False |
18,778 |
20 |
5.465 |
4.595 |
0.870 |
16.4% |
0.238 |
4.5% |
81% |
True |
False |
14,937 |
40 |
6.180 |
4.595 |
1.585 |
29.9% |
0.209 |
3.9% |
44% |
False |
False |
11,749 |
60 |
6.180 |
4.595 |
1.585 |
29.9% |
0.199 |
3.8% |
44% |
False |
False |
10,062 |
80 |
6.180 |
4.595 |
1.585 |
29.9% |
0.192 |
3.6% |
44% |
False |
False |
8,494 |
100 |
6.180 |
4.595 |
1.585 |
29.9% |
0.178 |
3.4% |
44% |
False |
False |
7,244 |
120 |
6.180 |
4.595 |
1.585 |
29.9% |
0.168 |
3.2% |
44% |
False |
False |
6,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.353 |
2.618 |
6.012 |
1.618 |
5.803 |
1.000 |
5.674 |
0.618 |
5.594 |
HIGH |
5.465 |
0.618 |
5.385 |
0.500 |
5.361 |
0.382 |
5.336 |
LOW |
5.256 |
0.618 |
5.127 |
1.000 |
5.047 |
1.618 |
4.918 |
2.618 |
4.709 |
4.250 |
4.368 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.361 |
5.272 |
PP |
5.340 |
5.245 |
S1 |
5.320 |
5.218 |
|