NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.782 |
5.670 |
-0.112 |
-1.9% |
5.419 |
High |
5.910 |
5.729 |
-0.181 |
-3.1% |
5.878 |
Low |
5.629 |
5.525 |
-0.104 |
-1.8% |
5.323 |
Close |
5.671 |
5.703 |
0.032 |
0.6% |
5.778 |
Range |
0.281 |
0.204 |
-0.077 |
-27.4% |
0.555 |
ATR |
0.231 |
0.229 |
-0.002 |
-0.8% |
0.000 |
Volume |
16,311 |
14,753 |
-1,558 |
-9.6% |
105,610 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.264 |
6.188 |
5.815 |
|
R3 |
6.060 |
5.984 |
5.759 |
|
R2 |
5.856 |
5.856 |
5.740 |
|
R1 |
5.780 |
5.780 |
5.722 |
5.818 |
PP |
5.652 |
5.652 |
5.652 |
5.672 |
S1 |
5.576 |
5.576 |
5.684 |
5.614 |
S2 |
5.448 |
5.448 |
5.666 |
|
S3 |
5.244 |
5.372 |
5.647 |
|
S4 |
5.040 |
5.168 |
5.591 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.325 |
7.106 |
6.083 |
|
R3 |
6.770 |
6.551 |
5.931 |
|
R2 |
6.215 |
6.215 |
5.880 |
|
R1 |
5.996 |
5.996 |
5.829 |
6.106 |
PP |
5.660 |
5.660 |
5.660 |
5.714 |
S1 |
5.441 |
5.441 |
5.727 |
5.551 |
S2 |
5.105 |
5.105 |
5.676 |
|
S3 |
4.550 |
4.886 |
5.625 |
|
S4 |
3.995 |
4.331 |
5.473 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.910 |
5.459 |
0.451 |
7.9% |
0.219 |
3.8% |
54% |
False |
False |
20,563 |
10 |
5.910 |
4.971 |
0.939 |
16.5% |
0.235 |
4.1% |
78% |
False |
False |
21,455 |
20 |
5.910 |
4.595 |
1.315 |
23.1% |
0.241 |
4.2% |
84% |
False |
False |
18,114 |
40 |
5.910 |
4.595 |
1.315 |
23.1% |
0.210 |
3.7% |
84% |
False |
False |
13,755 |
60 |
6.180 |
4.595 |
1.585 |
27.8% |
0.204 |
3.6% |
70% |
False |
False |
11,748 |
80 |
6.180 |
4.595 |
1.585 |
27.8% |
0.201 |
3.5% |
70% |
False |
False |
10,016 |
100 |
6.180 |
4.595 |
1.585 |
27.8% |
0.183 |
3.2% |
70% |
False |
False |
8,442 |
120 |
6.180 |
4.595 |
1.585 |
27.8% |
0.174 |
3.0% |
70% |
False |
False |
7,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.596 |
2.618 |
6.263 |
1.618 |
6.059 |
1.000 |
5.933 |
0.618 |
5.855 |
HIGH |
5.729 |
0.618 |
5.651 |
0.500 |
5.627 |
0.382 |
5.603 |
LOW |
5.525 |
0.618 |
5.399 |
1.000 |
5.321 |
1.618 |
5.195 |
2.618 |
4.991 |
4.250 |
4.658 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.678 |
5.718 |
PP |
5.652 |
5.713 |
S1 |
5.627 |
5.708 |
|