NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.360 |
5.419 |
0.059 |
1.1% |
4.830 |
| High |
5.465 |
5.502 |
0.037 |
0.7% |
5.465 |
| Low |
5.256 |
5.323 |
0.067 |
1.3% |
4.820 |
| Close |
5.299 |
5.452 |
0.153 |
2.9% |
5.299 |
| Range |
0.209 |
0.179 |
-0.030 |
-14.4% |
0.645 |
| ATR |
0.241 |
0.238 |
-0.003 |
-1.1% |
0.000 |
| Volume |
27,334 |
17,712 |
-9,622 |
-35.2% |
114,779 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.963 |
5.886 |
5.550 |
|
| R3 |
5.784 |
5.707 |
5.501 |
|
| R2 |
5.605 |
5.605 |
5.485 |
|
| R1 |
5.528 |
5.528 |
5.468 |
5.567 |
| PP |
5.426 |
5.426 |
5.426 |
5.445 |
| S1 |
5.349 |
5.349 |
5.436 |
5.388 |
| S2 |
5.247 |
5.247 |
5.419 |
|
| S3 |
5.068 |
5.170 |
5.403 |
|
| S4 |
4.889 |
4.991 |
5.354 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.130 |
6.859 |
5.654 |
|
| R3 |
6.485 |
6.214 |
5.476 |
|
| R2 |
5.840 |
5.840 |
5.417 |
|
| R1 |
5.569 |
5.569 |
5.358 |
5.705 |
| PP |
5.195 |
5.195 |
5.195 |
5.262 |
| S1 |
4.924 |
4.924 |
5.240 |
5.060 |
| S2 |
4.550 |
4.550 |
5.181 |
|
| S3 |
3.905 |
4.279 |
5.122 |
|
| S4 |
3.260 |
3.634 |
4.944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.502 |
4.971 |
0.531 |
9.7% |
0.253 |
4.6% |
91% |
True |
False |
23,771 |
| 10 |
5.502 |
4.595 |
0.907 |
16.6% |
0.236 |
4.3% |
94% |
True |
False |
19,836 |
| 20 |
5.502 |
4.595 |
0.907 |
16.6% |
0.240 |
4.4% |
94% |
True |
False |
15,290 |
| 40 |
6.180 |
4.595 |
1.585 |
29.1% |
0.207 |
3.8% |
54% |
False |
False |
12,036 |
| 60 |
6.180 |
4.595 |
1.585 |
29.1% |
0.199 |
3.6% |
54% |
False |
False |
10,276 |
| 80 |
6.180 |
4.595 |
1.585 |
29.1% |
0.193 |
3.5% |
54% |
False |
False |
8,693 |
| 100 |
6.180 |
4.595 |
1.585 |
29.1% |
0.178 |
3.3% |
54% |
False |
False |
7,385 |
| 120 |
6.180 |
4.595 |
1.585 |
29.1% |
0.169 |
3.1% |
54% |
False |
False |
6,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.263 |
|
2.618 |
5.971 |
|
1.618 |
5.792 |
|
1.000 |
5.681 |
|
0.618 |
5.613 |
|
HIGH |
5.502 |
|
0.618 |
5.434 |
|
0.500 |
5.413 |
|
0.382 |
5.391 |
|
LOW |
5.323 |
|
0.618 |
5.212 |
|
1.000 |
5.144 |
|
1.618 |
5.033 |
|
2.618 |
4.854 |
|
4.250 |
4.562 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.439 |
5.380 |
| PP |
5.426 |
5.308 |
| S1 |
5.413 |
5.237 |
|