NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.768 |
5.660 |
-0.108 |
-1.9% |
5.782 |
High |
5.840 |
5.779 |
-0.061 |
-1.0% |
5.910 |
Low |
5.630 |
5.462 |
-0.168 |
-3.0% |
5.525 |
Close |
5.649 |
5.505 |
-0.144 |
-2.5% |
5.665 |
Range |
0.210 |
0.317 |
0.107 |
51.0% |
0.385 |
ATR |
0.228 |
0.235 |
0.006 |
2.8% |
0.000 |
Volume |
10,887 |
9,797 |
-1,090 |
-10.0% |
60,972 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.533 |
6.336 |
5.679 |
|
R3 |
6.216 |
6.019 |
5.592 |
|
R2 |
5.899 |
5.899 |
5.563 |
|
R1 |
5.702 |
5.702 |
5.534 |
5.642 |
PP |
5.582 |
5.582 |
5.582 |
5.552 |
S1 |
5.385 |
5.385 |
5.476 |
5.325 |
S2 |
5.265 |
5.265 |
5.447 |
|
S3 |
4.948 |
5.068 |
5.418 |
|
S4 |
4.631 |
4.751 |
5.331 |
|
|
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 |
5.462 |
0.478 |
8.7% |
0.235 |
4.3% |
9% |
False |
True |
12,470 |
10 |
5.940 |
5.462 |
0.478 |
8.7% |
0.236 |
4.3% |
9% |
False |
True |
16,305 |
20 |
5.940 |
4.595 |
1.345 |
24.4% |
0.226 |
4.1% |
68% |
False |
False |
18,425 |
40 |
5.940 |
4.595 |
1.345 |
24.4% |
0.216 |
3.9% |
68% |
False |
False |
14,493 |
60 |
6.180 |
4.595 |
1.585 |
28.8% |
0.206 |
3.7% |
57% |
False |
False |
12,320 |
80 |
6.180 |
4.595 |
1.585 |
28.8% |
0.207 |
3.8% |
57% |
False |
False |
10,685 |
100 |
6.180 |
4.595 |
1.585 |
28.8% |
0.188 |
3.4% |
57% |
False |
False |
9,085 |
120 |
6.180 |
4.595 |
1.585 |
28.8% |
0.181 |
3.3% |
57% |
False |
False |
7,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.126 |
2.618 |
6.609 |
1.618 |
6.292 |
1.000 |
6.096 |
0.618 |
5.975 |
HIGH |
5.779 |
0.618 |
5.658 |
0.500 |
5.621 |
0.382 |
5.583 |
LOW |
5.462 |
0.618 |
5.266 |
1.000 |
5.145 |
1.618 |
4.949 |
2.618 |
4.632 |
4.250 |
4.115 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.621 |
5.701 |
PP |
5.582 |
5.636 |
S1 |
5.544 |
5.570 |
|