NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.920 |
5.768 |
-0.152 |
-2.6% |
5.782 |
| High |
5.940 |
5.840 |
-0.100 |
-1.7% |
5.910 |
| Low |
5.760 |
5.630 |
-0.130 |
-2.3% |
5.525 |
| Close |
5.778 |
5.649 |
-0.129 |
-2.2% |
5.665 |
| Range |
0.180 |
0.210 |
0.030 |
16.7% |
0.385 |
| ATR |
0.230 |
0.228 |
-0.001 |
-0.6% |
0.000 |
| Volume |
15,279 |
10,887 |
-4,392 |
-28.7% |
60,972 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.336 |
6.203 |
5.765 |
|
| R3 |
6.126 |
5.993 |
5.707 |
|
| R2 |
5.916 |
5.916 |
5.688 |
|
| R1 |
5.783 |
5.783 |
5.668 |
5.745 |
| PP |
5.706 |
5.706 |
5.706 |
5.687 |
| S1 |
5.573 |
5.573 |
5.630 |
5.535 |
| S2 |
5.496 |
5.496 |
5.611 |
|
| S3 |
5.286 |
5.363 |
5.591 |
|
| S4 |
5.076 |
5.153 |
5.534 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.855 |
6.645 |
5.877 |
|
| R3 |
6.470 |
6.260 |
5.771 |
|
| R2 |
6.085 |
6.085 |
5.736 |
|
| R1 |
5.875 |
5.875 |
5.700 |
5.788 |
| PP |
5.700 |
5.700 |
5.700 |
5.656 |
| S1 |
5.490 |
5.490 |
5.630 |
5.403 |
| S2 |
5.315 |
5.315 |
5.594 |
|
| S3 |
4.930 |
5.105 |
5.559 |
|
| S4 |
4.545 |
4.720 |
5.453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.940 |
5.610 |
0.330 |
5.8% |
0.216 |
3.8% |
12% |
False |
False |
13,692 |
| 10 |
5.940 |
5.459 |
0.481 |
8.5% |
0.217 |
3.8% |
40% |
False |
False |
17,127 |
| 20 |
5.940 |
4.595 |
1.345 |
23.8% |
0.223 |
3.9% |
78% |
False |
False |
18,588 |
| 40 |
5.940 |
4.595 |
1.345 |
23.8% |
0.211 |
3.7% |
78% |
False |
False |
14,453 |
| 60 |
6.180 |
4.595 |
1.585 |
28.1% |
0.205 |
3.6% |
66% |
False |
False |
12,314 |
| 80 |
6.180 |
4.595 |
1.585 |
28.1% |
0.206 |
3.6% |
66% |
False |
False |
10,633 |
| 100 |
6.180 |
4.595 |
1.585 |
28.1% |
0.185 |
3.3% |
66% |
False |
False |
9,001 |
| 120 |
6.180 |
4.595 |
1.585 |
28.1% |
0.179 |
3.2% |
66% |
False |
False |
7,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.733 |
|
2.618 |
6.390 |
|
1.618 |
6.180 |
|
1.000 |
6.050 |
|
0.618 |
5.970 |
|
HIGH |
5.840 |
|
0.618 |
5.760 |
|
0.500 |
5.735 |
|
0.382 |
5.710 |
|
LOW |
5.630 |
|
0.618 |
5.500 |
|
1.000 |
5.420 |
|
1.618 |
5.290 |
|
2.618 |
5.080 |
|
4.250 |
4.738 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.735 |
5.785 |
| PP |
5.706 |
5.740 |
| S1 |
5.678 |
5.694 |
|