NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.660 |
5.661 |
0.001 |
0.0% |
5.725 |
High |
5.779 |
5.810 |
0.031 |
0.5% |
5.940 |
Low |
5.462 |
5.661 |
0.199 |
3.6% |
5.462 |
Close |
5.505 |
5.802 |
0.297 |
5.4% |
5.505 |
Range |
0.317 |
0.149 |
-0.168 |
-53.0% |
0.478 |
ATR |
0.235 |
0.240 |
0.005 |
2.1% |
0.000 |
Volume |
9,797 |
17,392 |
7,595 |
77.5% |
48,351 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.205 |
6.152 |
5.884 |
|
R3 |
6.056 |
6.003 |
5.843 |
|
R2 |
5.907 |
5.907 |
5.829 |
|
R1 |
5.854 |
5.854 |
5.816 |
5.881 |
PP |
5.758 |
5.758 |
5.758 |
5.771 |
S1 |
5.705 |
5.705 |
5.788 |
5.732 |
S2 |
5.609 |
5.609 |
5.775 |
|
S3 |
5.460 |
5.556 |
5.761 |
|
S4 |
5.311 |
5.407 |
5.720 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.070 |
6.765 |
5.768 |
|
R3 |
6.592 |
6.287 |
5.636 |
|
R2 |
6.114 |
6.114 |
5.593 |
|
R1 |
5.809 |
5.809 |
5.549 |
5.723 |
PP |
5.636 |
5.636 |
5.636 |
5.592 |
S1 |
5.331 |
5.331 |
5.461 |
5.245 |
S2 |
5.158 |
5.158 |
5.417 |
|
S3 |
4.680 |
4.853 |
5.374 |
|
S4 |
4.202 |
4.375 |
5.242 |
|
|
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 |
8.2% |
0.212 |
3.7% |
71% |
False |
False |
13,148 |
10 |
5.940 |
5.462 |
0.478 |
8.2% |
0.218 |
3.8% |
71% |
False |
False |
16,168 |
20 |
5.940 |
4.671 |
1.269 |
21.9% |
0.224 |
3.9% |
89% |
False |
False |
18,435 |
40 |
5.940 |
4.595 |
1.345 |
23.2% |
0.215 |
3.7% |
90% |
False |
False |
14,741 |
60 |
6.180 |
4.595 |
1.585 |
27.3% |
0.207 |
3.6% |
76% |
False |
False |
12,454 |
80 |
6.180 |
4.595 |
1.585 |
27.3% |
0.208 |
3.6% |
76% |
False |
False |
10,860 |
100 |
6.180 |
4.595 |
1.585 |
27.3% |
0.188 |
3.2% |
76% |
False |
False |
9,250 |
120 |
6.180 |
4.595 |
1.585 |
27.3% |
0.181 |
3.1% |
76% |
False |
False |
8,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.443 |
2.618 |
6.200 |
1.618 |
6.051 |
1.000 |
5.959 |
0.618 |
5.902 |
HIGH |
5.810 |
0.618 |
5.753 |
0.500 |
5.736 |
0.382 |
5.718 |
LOW |
5.661 |
0.618 |
5.569 |
1.000 |
5.512 |
1.618 |
5.420 |
2.618 |
5.271 |
4.250 |
5.028 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.780 |
5.752 |
PP |
5.758 |
5.701 |
S1 |
5.736 |
5.651 |
|