NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.570 |
5.530 |
-0.040 |
-0.7% |
4.830 |
| High |
5.592 |
5.850 |
0.258 |
4.6% |
5.465 |
| Low |
5.459 |
5.529 |
0.070 |
1.3% |
4.820 |
| Close |
5.500 |
5.757 |
0.257 |
4.7% |
5.299 |
| Range |
0.133 |
0.321 |
0.188 |
141.4% |
0.645 |
| ATR |
0.224 |
0.233 |
0.009 |
4.0% |
0.000 |
| Volume |
18,022 |
18,756 |
734 |
4.1% |
114,779 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.675 |
6.537 |
5.934 |
|
| R3 |
6.354 |
6.216 |
5.845 |
|
| R2 |
6.033 |
6.033 |
5.816 |
|
| R1 |
5.895 |
5.895 |
5.786 |
5.964 |
| PP |
5.712 |
5.712 |
5.712 |
5.747 |
| S1 |
5.574 |
5.574 |
5.728 |
5.643 |
| S2 |
5.391 |
5.391 |
5.698 |
|
| S3 |
5.070 |
5.253 |
5.669 |
|
| S4 |
4.749 |
4.932 |
5.580 |
|
|
| 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 |
5.850 |
5.256 |
0.594 |
10.3% |
0.192 |
3.3% |
84% |
True |
False |
19,594 |
| 10 |
5.850 |
4.671 |
1.179 |
20.5% |
0.231 |
4.0% |
92% |
True |
False |
20,701 |
| 20 |
5.850 |
4.595 |
1.255 |
21.8% |
0.236 |
4.1% |
93% |
True |
False |
16,456 |
| 40 |
6.055 |
4.595 |
1.460 |
25.4% |
0.210 |
3.6% |
80% |
False |
False |
12,764 |
| 60 |
6.180 |
4.595 |
1.585 |
27.5% |
0.202 |
3.5% |
73% |
False |
False |
10,937 |
| 80 |
6.180 |
4.595 |
1.585 |
27.5% |
0.197 |
3.4% |
73% |
False |
False |
9,265 |
| 100 |
6.180 |
4.595 |
1.585 |
27.5% |
0.181 |
3.1% |
73% |
False |
False |
7,841 |
| 120 |
6.180 |
4.595 |
1.585 |
27.5% |
0.171 |
3.0% |
73% |
False |
False |
6,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.214 |
|
2.618 |
6.690 |
|
1.618 |
6.369 |
|
1.000 |
6.171 |
|
0.618 |
6.048 |
|
HIGH |
5.850 |
|
0.618 |
5.727 |
|
0.500 |
5.690 |
|
0.382 |
5.652 |
|
LOW |
5.529 |
|
0.618 |
5.331 |
|
1.000 |
5.208 |
|
1.618 |
5.010 |
|
2.618 |
4.689 |
|
4.250 |
4.165 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.735 |
5.723 |
| PP |
5.712 |
5.689 |
| S1 |
5.690 |
5.655 |
|