NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.530 |
5.763 |
0.233 |
4.2% |
5.419 |
| High |
5.850 |
5.878 |
0.028 |
0.5% |
5.878 |
| Low |
5.529 |
5.724 |
0.195 |
3.5% |
5.323 |
| Close |
5.757 |
5.778 |
0.021 |
0.4% |
5.778 |
| Range |
0.321 |
0.154 |
-0.167 |
-52.0% |
0.555 |
| ATR |
0.233 |
0.227 |
-0.006 |
-2.4% |
0.000 |
| Volume |
18,756 |
34,974 |
16,218 |
86.5% |
105,610 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.255 |
6.171 |
5.863 |
|
| R3 |
6.101 |
6.017 |
5.820 |
|
| R2 |
5.947 |
5.947 |
5.806 |
|
| R1 |
5.863 |
5.863 |
5.792 |
5.905 |
| PP |
5.793 |
5.793 |
5.793 |
5.815 |
| S1 |
5.709 |
5.709 |
5.764 |
5.751 |
| S2 |
5.639 |
5.639 |
5.750 |
|
| S3 |
5.485 |
5.555 |
5.736 |
|
| S4 |
5.331 |
5.401 |
5.693 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.325 |
7.106 |
6.083 |
|
| R3 |
6.770 |
6.551 |
5.931 |
|
| R2 |
6.215 |
6.215 |
5.880 |
|
| R1 |
5.996 |
5.996 |
5.829 |
6.106 |
| PP |
5.660 |
5.660 |
5.660 |
5.714 |
| S1 |
5.441 |
5.441 |
5.727 |
5.551 |
| S2 |
5.105 |
5.105 |
5.676 |
|
| S3 |
4.550 |
4.886 |
5.625 |
|
| S4 |
3.995 |
4.331 |
5.473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.878 |
5.323 |
0.555 |
9.6% |
0.181 |
3.1% |
82% |
True |
False |
21,122 |
| 10 |
5.878 |
4.820 |
1.058 |
18.3% |
0.231 |
4.0% |
91% |
True |
False |
22,038 |
| 20 |
5.878 |
4.595 |
1.283 |
22.2% |
0.235 |
4.1% |
92% |
True |
False |
17,632 |
| 40 |
5.971 |
4.595 |
1.376 |
23.8% |
0.209 |
3.6% |
86% |
False |
False |
13,362 |
| 60 |
6.180 |
4.595 |
1.585 |
27.4% |
0.201 |
3.5% |
75% |
False |
False |
11,432 |
| 80 |
6.180 |
4.595 |
1.585 |
27.4% |
0.198 |
3.4% |
75% |
False |
False |
9,686 |
| 100 |
6.180 |
4.595 |
1.585 |
27.4% |
0.181 |
3.1% |
75% |
False |
False |
8,174 |
| 120 |
6.180 |
4.595 |
1.585 |
27.4% |
0.172 |
3.0% |
75% |
False |
False |
7,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.533 |
|
2.618 |
6.281 |
|
1.618 |
6.127 |
|
1.000 |
6.032 |
|
0.618 |
5.973 |
|
HIGH |
5.878 |
|
0.618 |
5.819 |
|
0.500 |
5.801 |
|
0.382 |
5.783 |
|
LOW |
5.724 |
|
0.618 |
5.629 |
|
1.000 |
5.570 |
|
1.618 |
5.475 |
|
2.618 |
5.321 |
|
4.250 |
5.070 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.801 |
5.742 |
| PP |
5.793 |
5.705 |
| S1 |
5.786 |
5.669 |
|