NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4.733 |
5.054 |
0.321 |
6.8% |
5.261 |
High |
5.090 |
5.222 |
0.132 |
2.6% |
5.261 |
Low |
4.733 |
5.054 |
0.321 |
6.8% |
4.520 |
Close |
5.057 |
5.173 |
0.116 |
2.3% |
4.672 |
Range |
0.357 |
0.168 |
-0.189 |
-52.9% |
0.741 |
ATR |
0.251 |
0.245 |
-0.006 |
-2.4% |
0.000 |
Volume |
19,064 |
58,599 |
39,535 |
207.4% |
129,445 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.654 |
5.581 |
5.265 |
|
R3 |
5.486 |
5.413 |
5.219 |
|
R2 |
5.318 |
5.318 |
5.204 |
|
R1 |
5.245 |
5.245 |
5.188 |
5.282 |
PP |
5.150 |
5.150 |
5.150 |
5.168 |
S1 |
5.077 |
5.077 |
5.158 |
5.114 |
S2 |
4.982 |
4.982 |
5.142 |
|
S3 |
4.814 |
4.909 |
5.127 |
|
S4 |
4.646 |
4.741 |
5.081 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.041 |
6.597 |
5.080 |
|
R3 |
6.300 |
5.856 |
4.876 |
|
R2 |
5.559 |
5.559 |
4.808 |
|
R1 |
5.115 |
5.115 |
4.740 |
4.967 |
PP |
4.818 |
4.818 |
4.818 |
4.743 |
S1 |
4.374 |
4.374 |
4.604 |
4.226 |
S2 |
4.077 |
4.077 |
4.536 |
|
S3 |
3.336 |
3.633 |
4.468 |
|
S4 |
2.595 |
2.892 |
4.264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.222 |
4.520 |
0.702 |
13.6% |
0.236 |
4.6% |
93% |
True |
False |
33,006 |
10 |
5.351 |
4.520 |
0.831 |
16.1% |
0.282 |
5.4% |
79% |
False |
False |
27,437 |
20 |
5.351 |
4.520 |
0.831 |
16.1% |
0.238 |
4.6% |
79% |
False |
False |
21,843 |
40 |
6.300 |
4.520 |
1.780 |
34.4% |
0.231 |
4.5% |
37% |
False |
False |
15,216 |
60 |
6.300 |
4.520 |
1.780 |
34.4% |
0.223 |
4.3% |
37% |
False |
False |
11,731 |
80 |
6.300 |
4.520 |
1.780 |
34.4% |
0.205 |
4.0% |
37% |
False |
False |
9,352 |
100 |
6.300 |
4.520 |
1.780 |
34.4% |
0.194 |
3.7% |
37% |
False |
False |
7,788 |
120 |
6.300 |
4.520 |
1.780 |
34.4% |
0.181 |
3.5% |
37% |
False |
False |
6,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.936 |
2.618 |
5.662 |
1.618 |
5.494 |
1.000 |
5.390 |
0.618 |
5.326 |
HIGH |
5.222 |
0.618 |
5.158 |
0.500 |
5.138 |
0.382 |
5.118 |
LOW |
5.054 |
0.618 |
4.950 |
1.000 |
4.886 |
1.618 |
4.782 |
2.618 |
4.614 |
4.250 |
4.340 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.161 |
5.075 |
PP |
5.150 |
4.976 |
S1 |
5.138 |
4.878 |
|