NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.054 |
5.165 |
0.111 |
2.2% |
5.261 |
High |
5.222 |
5.280 |
0.058 |
1.1% |
5.261 |
Low |
5.054 |
4.937 |
-0.117 |
-2.3% |
4.520 |
Close |
5.173 |
4.965 |
-0.208 |
-4.0% |
4.672 |
Range |
0.168 |
0.343 |
0.175 |
104.2% |
0.741 |
ATR |
0.245 |
0.252 |
0.007 |
2.8% |
0.000 |
Volume |
58,599 |
73,209 |
14,610 |
24.9% |
129,445 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.090 |
5.870 |
5.154 |
|
R3 |
5.747 |
5.527 |
5.059 |
|
R2 |
5.404 |
5.404 |
5.028 |
|
R1 |
5.184 |
5.184 |
4.996 |
5.123 |
PP |
5.061 |
5.061 |
5.061 |
5.030 |
S1 |
4.841 |
4.841 |
4.934 |
4.780 |
S2 |
4.718 |
4.718 |
4.902 |
|
S3 |
4.375 |
4.498 |
4.871 |
|
S4 |
4.032 |
4.155 |
4.776 |
|
|
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 |
5.280 |
4.520 |
0.760 |
15.3% |
0.250 |
5.0% |
59% |
True |
False |
41,056 |
10 |
5.351 |
4.520 |
0.831 |
16.7% |
0.296 |
6.0% |
54% |
False |
False |
32,736 |
20 |
5.351 |
4.520 |
0.831 |
16.7% |
0.245 |
4.9% |
54% |
False |
False |
24,702 |
40 |
6.300 |
4.520 |
1.780 |
35.9% |
0.230 |
4.6% |
25% |
False |
False |
16,888 |
60 |
6.300 |
4.520 |
1.780 |
35.9% |
0.225 |
4.5% |
25% |
False |
False |
12,889 |
80 |
6.300 |
4.520 |
1.780 |
35.9% |
0.209 |
4.2% |
25% |
False |
False |
10,248 |
100 |
6.300 |
4.520 |
1.780 |
35.9% |
0.196 |
3.9% |
25% |
False |
False |
8,509 |
120 |
6.300 |
4.520 |
1.780 |
35.9% |
0.182 |
3.7% |
25% |
False |
False |
7,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.738 |
2.618 |
6.178 |
1.618 |
5.835 |
1.000 |
5.623 |
0.618 |
5.492 |
HIGH |
5.280 |
0.618 |
5.149 |
0.500 |
5.109 |
0.382 |
5.068 |
LOW |
4.937 |
0.618 |
4.725 |
1.000 |
4.594 |
1.618 |
4.382 |
2.618 |
4.039 |
4.250 |
3.479 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.109 |
5.007 |
PP |
5.061 |
4.993 |
S1 |
5.013 |
4.979 |
|