NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.718 |
5.895 |
0.177 |
3.1% |
5.419 |
High |
5.830 |
5.895 |
0.065 |
1.1% |
5.878 |
Low |
5.610 |
5.631 |
0.021 |
0.4% |
5.323 |
Close |
5.811 |
5.665 |
-0.146 |
-2.5% |
5.778 |
Range |
0.220 |
0.264 |
0.044 |
20.0% |
0.555 |
ATR |
0.229 |
0.231 |
0.003 |
1.1% |
0.000 |
Volume |
15,906 |
14,002 |
-1,904 |
-12.0% |
105,610 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.522 |
6.358 |
5.810 |
|
R3 |
6.258 |
6.094 |
5.738 |
|
R2 |
5.994 |
5.994 |
5.713 |
|
R1 |
5.830 |
5.830 |
5.689 |
5.780 |
PP |
5.730 |
5.730 |
5.730 |
5.706 |
S1 |
5.566 |
5.566 |
5.641 |
5.516 |
S2 |
5.466 |
5.466 |
5.617 |
|
S3 |
5.202 |
5.302 |
5.592 |
|
S4 |
4.938 |
5.038 |
5.520 |
|
|
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 |
5.525 |
0.385 |
6.8% |
0.225 |
4.0% |
36% |
False |
False |
19,189 |
10 |
5.910 |
5.256 |
0.654 |
11.5% |
0.208 |
3.7% |
63% |
False |
False |
19,391 |
20 |
5.910 |
4.595 |
1.315 |
23.2% |
0.238 |
4.2% |
81% |
False |
False |
18,597 |
40 |
5.910 |
4.595 |
1.315 |
23.2% |
0.213 |
3.8% |
81% |
False |
False |
14,133 |
60 |
6.180 |
4.595 |
1.585 |
28.0% |
0.205 |
3.6% |
68% |
False |
False |
11,979 |
80 |
6.180 |
4.595 |
1.585 |
28.0% |
0.204 |
3.6% |
68% |
False |
False |
10,302 |
100 |
6.180 |
4.595 |
1.585 |
28.0% |
0.184 |
3.3% |
68% |
False |
False |
8,689 |
120 |
6.180 |
4.595 |
1.585 |
28.0% |
0.176 |
3.1% |
68% |
False |
False |
7,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.017 |
2.618 |
6.586 |
1.618 |
6.322 |
1.000 |
6.159 |
0.618 |
6.058 |
HIGH |
5.895 |
0.618 |
5.794 |
0.500 |
5.763 |
0.382 |
5.732 |
LOW |
5.631 |
0.618 |
5.468 |
1.000 |
5.367 |
1.618 |
5.204 |
2.618 |
4.940 |
4.250 |
4.509 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.763 |
5.710 |
PP |
5.730 |
5.695 |
S1 |
5.698 |
5.680 |
|