NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.670 |
5.718 |
0.048 |
0.8% |
5.419 |
| High |
5.729 |
5.830 |
0.101 |
1.8% |
5.878 |
| Low |
5.525 |
5.610 |
0.085 |
1.5% |
5.323 |
| Close |
5.703 |
5.811 |
0.108 |
1.9% |
5.778 |
| Range |
0.204 |
0.220 |
0.016 |
7.8% |
0.555 |
| ATR |
0.229 |
0.229 |
-0.001 |
-0.3% |
0.000 |
| Volume |
14,753 |
15,906 |
1,153 |
7.8% |
105,610 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.410 |
6.331 |
5.932 |
|
| R3 |
6.190 |
6.111 |
5.872 |
|
| R2 |
5.970 |
5.970 |
5.851 |
|
| R1 |
5.891 |
5.891 |
5.831 |
5.931 |
| PP |
5.750 |
5.750 |
5.750 |
5.770 |
| S1 |
5.671 |
5.671 |
5.791 |
5.711 |
| S2 |
5.530 |
5.530 |
5.771 |
|
| S3 |
5.310 |
5.451 |
5.751 |
|
| S4 |
5.090 |
5.231 |
5.690 |
|
|
| 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 |
5.910 |
5.525 |
0.385 |
6.6% |
0.236 |
4.1% |
74% |
False |
False |
20,140 |
| 10 |
5.910 |
4.971 |
0.939 |
16.2% |
0.227 |
3.9% |
89% |
False |
False |
20,013 |
| 20 |
5.910 |
4.595 |
1.315 |
22.6% |
0.243 |
4.2% |
92% |
False |
False |
18,493 |
| 40 |
5.910 |
4.595 |
1.315 |
22.6% |
0.213 |
3.7% |
92% |
False |
False |
13,978 |
| 60 |
6.180 |
4.595 |
1.585 |
27.3% |
0.203 |
3.5% |
77% |
False |
False |
11,923 |
| 80 |
6.180 |
4.595 |
1.585 |
27.3% |
0.202 |
3.5% |
77% |
False |
False |
10,180 |
| 100 |
6.180 |
4.595 |
1.585 |
27.3% |
0.183 |
3.1% |
77% |
False |
False |
8,587 |
| 120 |
6.180 |
4.595 |
1.585 |
27.3% |
0.174 |
3.0% |
77% |
False |
False |
7,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.765 |
|
2.618 |
6.406 |
|
1.618 |
6.186 |
|
1.000 |
6.050 |
|
0.618 |
5.966 |
|
HIGH |
5.830 |
|
0.618 |
5.746 |
|
0.500 |
5.720 |
|
0.382 |
5.694 |
|
LOW |
5.610 |
|
0.618 |
5.474 |
|
1.000 |
5.390 |
|
1.618 |
5.254 |
|
2.618 |
5.034 |
|
4.250 |
4.675 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.781 |
5.780 |
| PP |
5.750 |
5.749 |
| S1 |
5.720 |
5.718 |
|