NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 29-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.725 |
5.920 |
0.195 |
3.4% |
5.782 |
High |
5.930 |
5.940 |
0.010 |
0.2% |
5.910 |
Low |
5.725 |
5.760 |
0.035 |
0.6% |
5.525 |
Close |
5.916 |
5.778 |
-0.138 |
-2.3% |
5.665 |
Range |
0.205 |
0.180 |
-0.025 |
-12.2% |
0.385 |
ATR |
0.233 |
0.230 |
-0.004 |
-1.6% |
0.000 |
Volume |
12,388 |
15,279 |
2,891 |
23.3% |
60,972 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.366 |
6.252 |
5.877 |
|
R3 |
6.186 |
6.072 |
5.828 |
|
R2 |
6.006 |
6.006 |
5.811 |
|
R1 |
5.892 |
5.892 |
5.795 |
5.859 |
PP |
5.826 |
5.826 |
5.826 |
5.810 |
S1 |
5.712 |
5.712 |
5.762 |
5.679 |
S2 |
5.646 |
5.646 |
5.745 |
|
S3 |
5.466 |
5.532 |
5.729 |
|
S4 |
5.286 |
5.352 |
5.679 |
|
|
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 |
5.940 |
5.525 |
0.415 |
7.2% |
0.215 |
3.7% |
61% |
True |
False |
14,465 |
10 |
5.940 |
5.459 |
0.481 |
8.3% |
0.208 |
3.6% |
66% |
True |
False |
17,653 |
20 |
5.940 |
4.595 |
1.345 |
23.3% |
0.222 |
3.8% |
88% |
True |
False |
18,745 |
40 |
5.940 |
4.595 |
1.345 |
23.3% |
0.212 |
3.7% |
88% |
True |
False |
14,372 |
60 |
6.180 |
4.595 |
1.585 |
27.4% |
0.205 |
3.5% |
75% |
False |
False |
12,217 |
80 |
6.180 |
4.595 |
1.585 |
27.4% |
0.205 |
3.5% |
75% |
False |
False |
10,548 |
100 |
6.180 |
4.595 |
1.585 |
27.4% |
0.185 |
3.2% |
75% |
False |
False |
8,916 |
120 |
6.180 |
4.595 |
1.585 |
27.4% |
0.178 |
3.1% |
75% |
False |
False |
7,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.705 |
2.618 |
6.411 |
1.618 |
6.231 |
1.000 |
6.120 |
0.618 |
6.051 |
HIGH |
5.940 |
0.618 |
5.871 |
0.500 |
5.850 |
0.382 |
5.829 |
LOW |
5.760 |
0.618 |
5.649 |
1.000 |
5.580 |
1.618 |
5.469 |
2.618 |
5.289 |
4.250 |
4.995 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.850 |
5.786 |
PP |
5.826 |
5.783 |
S1 |
5.802 |
5.781 |
|