NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.895 |
5.725 |
-0.170 |
-2.9% |
5.782 |
High |
5.895 |
5.930 |
0.035 |
0.6% |
5.910 |
Low |
5.631 |
5.725 |
0.094 |
1.7% |
5.525 |
Close |
5.665 |
5.916 |
0.251 |
4.4% |
5.665 |
Range |
0.264 |
0.205 |
-0.059 |
-22.3% |
0.385 |
ATR |
0.231 |
0.233 |
0.002 |
1.0% |
0.000 |
Volume |
14,002 |
12,388 |
-1,614 |
-11.5% |
60,972 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.472 |
6.399 |
6.029 |
|
R3 |
6.267 |
6.194 |
5.972 |
|
R2 |
6.062 |
6.062 |
5.954 |
|
R1 |
5.989 |
5.989 |
5.935 |
6.026 |
PP |
5.857 |
5.857 |
5.857 |
5.875 |
S1 |
5.784 |
5.784 |
5.897 |
5.821 |
S2 |
5.652 |
5.652 |
5.878 |
|
S3 |
5.447 |
5.579 |
5.860 |
|
S4 |
5.242 |
5.374 |
5.803 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.855 |
6.645 |
5.877 |
|
R3 |
6.470 |
6.260 |
5.771 |
|
R2 |
6.085 |
6.085 |
5.736 |
|
R1 |
5.875 |
5.875 |
5.700 |
5.788 |
PP |
5.700 |
5.700 |
5.700 |
5.656 |
S1 |
5.490 |
5.490 |
5.630 |
5.403 |
S2 |
5.315 |
5.315 |
5.594 |
|
S3 |
4.930 |
5.105 |
5.559 |
|
S4 |
4.545 |
4.720 |
5.453 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.930 |
5.525 |
0.405 |
6.8% |
0.235 |
4.0% |
97% |
True |
False |
14,672 |
10 |
5.930 |
5.323 |
0.607 |
10.3% |
0.208 |
3.5% |
98% |
True |
False |
17,897 |
20 |
5.930 |
4.595 |
1.335 |
22.6% |
0.226 |
3.8% |
99% |
True |
False |
18,337 |
40 |
5.930 |
4.595 |
1.335 |
22.6% |
0.215 |
3.6% |
99% |
True |
False |
14,213 |
60 |
6.180 |
4.595 |
1.585 |
26.8% |
0.206 |
3.5% |
83% |
False |
False |
12,078 |
80 |
6.180 |
4.595 |
1.585 |
26.8% |
0.205 |
3.5% |
83% |
False |
False |
10,425 |
100 |
6.180 |
4.595 |
1.585 |
26.8% |
0.185 |
3.1% |
83% |
False |
False |
8,787 |
120 |
6.180 |
4.595 |
1.585 |
26.8% |
0.177 |
3.0% |
83% |
False |
False |
7,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.801 |
2.618 |
6.467 |
1.618 |
6.262 |
1.000 |
6.135 |
0.618 |
6.057 |
HIGH |
5.930 |
0.618 |
5.852 |
0.500 |
5.828 |
0.382 |
5.803 |
LOW |
5.725 |
0.618 |
5.598 |
1.000 |
5.520 |
1.618 |
5.393 |
2.618 |
5.188 |
4.250 |
4.854 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.887 |
5.867 |
PP |
5.857 |
5.819 |
S1 |
5.828 |
5.770 |
|