NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.661 |
5.760 |
0.099 |
1.7% |
5.725 |
| High |
5.810 |
5.781 |
-0.029 |
-0.5% |
5.940 |
| Low |
5.661 |
5.547 |
-0.114 |
-2.0% |
5.462 |
| Close |
5.802 |
5.563 |
-0.239 |
-4.1% |
5.505 |
| Range |
0.149 |
0.234 |
0.085 |
57.0% |
0.478 |
| ATR |
0.240 |
0.241 |
0.001 |
0.5% |
0.000 |
| Volume |
17,392 |
16,704 |
-688 |
-4.0% |
48,351 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.332 |
6.182 |
5.692 |
|
| R3 |
6.098 |
5.948 |
5.627 |
|
| R2 |
5.864 |
5.864 |
5.606 |
|
| R1 |
5.714 |
5.714 |
5.584 |
5.672 |
| PP |
5.630 |
5.630 |
5.630 |
5.610 |
| S1 |
5.480 |
5.480 |
5.542 |
5.438 |
| S2 |
5.396 |
5.396 |
5.520 |
|
| S3 |
5.162 |
5.246 |
5.499 |
|
| S4 |
4.928 |
5.012 |
5.434 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.070 |
6.765 |
5.768 |
|
| R3 |
6.592 |
6.287 |
5.636 |
|
| R2 |
6.114 |
6.114 |
5.593 |
|
| R1 |
5.809 |
5.809 |
5.549 |
5.723 |
| PP |
5.636 |
5.636 |
5.636 |
5.592 |
| S1 |
5.331 |
5.331 |
5.461 |
5.245 |
| S2 |
5.158 |
5.158 |
5.417 |
|
| S3 |
4.680 |
4.853 |
5.374 |
|
| S4 |
4.202 |
4.375 |
5.242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.940 |
5.462 |
0.478 |
8.6% |
0.218 |
3.9% |
21% |
False |
False |
14,011 |
| 10 |
5.940 |
5.462 |
0.478 |
8.6% |
0.226 |
4.1% |
21% |
False |
False |
14,341 |
| 20 |
5.940 |
4.820 |
1.120 |
20.1% |
0.229 |
4.1% |
66% |
False |
False |
18,190 |
| 40 |
5.940 |
4.595 |
1.345 |
24.2% |
0.216 |
3.9% |
72% |
False |
False |
14,887 |
| 60 |
6.180 |
4.595 |
1.585 |
28.5% |
0.209 |
3.8% |
61% |
False |
False |
12,576 |
| 80 |
6.180 |
4.595 |
1.585 |
28.5% |
0.206 |
3.7% |
61% |
False |
False |
11,023 |
| 100 |
6.180 |
4.595 |
1.585 |
28.5% |
0.190 |
3.4% |
61% |
False |
False |
9,402 |
| 120 |
6.180 |
4.595 |
1.585 |
28.5% |
0.182 |
3.3% |
61% |
False |
False |
8,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.776 |
|
2.618 |
6.394 |
|
1.618 |
6.160 |
|
1.000 |
6.015 |
|
0.618 |
5.926 |
|
HIGH |
5.781 |
|
0.618 |
5.692 |
|
0.500 |
5.664 |
|
0.382 |
5.636 |
|
LOW |
5.547 |
|
0.618 |
5.402 |
|
1.000 |
5.313 |
|
1.618 |
5.168 |
|
2.618 |
4.934 |
|
4.250 |
4.553 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.664 |
5.636 |
| PP |
5.630 |
5.612 |
| S1 |
5.597 |
5.587 |
|