NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.488 |
5.570 |
0.082 |
1.5% |
4.830 |
High |
5.584 |
5.592 |
0.008 |
0.1% |
5.465 |
Low |
5.465 |
5.459 |
-0.006 |
-0.1% |
4.820 |
Close |
5.579 |
5.500 |
-0.079 |
-1.4% |
5.299 |
Range |
0.119 |
0.133 |
0.014 |
11.8% |
0.645 |
ATR |
0.231 |
0.224 |
-0.007 |
-3.0% |
0.000 |
Volume |
16,146 |
18,022 |
1,876 |
11.6% |
114,779 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.916 |
5.841 |
5.573 |
|
R3 |
5.783 |
5.708 |
5.537 |
|
R2 |
5.650 |
5.650 |
5.524 |
|
R1 |
5.575 |
5.575 |
5.512 |
5.546 |
PP |
5.517 |
5.517 |
5.517 |
5.503 |
S1 |
5.442 |
5.442 |
5.488 |
5.413 |
S2 |
5.384 |
5.384 |
5.476 |
|
S3 |
5.251 |
5.309 |
5.463 |
|
S4 |
5.118 |
5.176 |
5.427 |
|
|
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 |
5.592 |
4.971 |
0.621 |
11.3% |
0.218 |
4.0% |
85% |
True |
False |
19,887 |
10 |
5.592 |
4.595 |
0.997 |
18.1% |
0.216 |
3.9% |
91% |
True |
False |
20,545 |
20 |
5.592 |
4.595 |
0.997 |
18.1% |
0.233 |
4.2% |
91% |
True |
False |
15,993 |
40 |
6.180 |
4.595 |
1.585 |
28.8% |
0.206 |
3.7% |
57% |
False |
False |
12,528 |
60 |
6.180 |
4.595 |
1.585 |
28.8% |
0.198 |
3.6% |
57% |
False |
False |
10,679 |
80 |
6.180 |
4.595 |
1.585 |
28.8% |
0.194 |
3.5% |
57% |
False |
False |
9,063 |
100 |
6.180 |
4.595 |
1.585 |
28.8% |
0.178 |
3.2% |
57% |
False |
False |
7,669 |
120 |
6.180 |
4.595 |
1.585 |
28.8% |
0.169 |
3.1% |
57% |
False |
False |
6,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.157 |
2.618 |
5.940 |
1.618 |
5.807 |
1.000 |
5.725 |
0.618 |
5.674 |
HIGH |
5.592 |
0.618 |
5.541 |
0.500 |
5.526 |
0.382 |
5.510 |
LOW |
5.459 |
0.618 |
5.377 |
1.000 |
5.326 |
1.618 |
5.244 |
2.618 |
5.111 |
4.250 |
4.894 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.526 |
5.486 |
PP |
5.517 |
5.472 |
S1 |
5.509 |
5.458 |
|