NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.165 |
4.982 |
-0.183 |
-3.5% |
5.261 |
High |
5.280 |
5.383 |
0.103 |
2.0% |
5.261 |
Low |
4.937 |
4.897 |
-0.040 |
-0.8% |
4.520 |
Close |
4.965 |
5.346 |
0.381 |
7.7% |
4.672 |
Range |
0.343 |
0.486 |
0.143 |
41.7% |
0.741 |
ATR |
0.252 |
0.269 |
0.017 |
6.6% |
0.000 |
Volume |
73,209 |
52,549 |
-20,660 |
-28.2% |
129,445 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.667 |
6.492 |
5.613 |
|
R3 |
6.181 |
6.006 |
5.480 |
|
R2 |
5.695 |
5.695 |
5.435 |
|
R1 |
5.520 |
5.520 |
5.391 |
5.608 |
PP |
5.209 |
5.209 |
5.209 |
5.252 |
S1 |
5.034 |
5.034 |
5.301 |
5.122 |
S2 |
4.723 |
4.723 |
5.257 |
|
S3 |
4.237 |
4.548 |
5.212 |
|
S4 |
3.751 |
4.062 |
5.079 |
|
|
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 |
5.383 |
4.533 |
0.850 |
15.9% |
0.314 |
5.9% |
96% |
True |
False |
45,340 |
10 |
5.383 |
4.520 |
0.863 |
16.1% |
0.305 |
5.7% |
96% |
True |
False |
35,795 |
20 |
5.383 |
4.520 |
0.863 |
16.1% |
0.264 |
4.9% |
96% |
True |
False |
26,460 |
40 |
6.300 |
4.520 |
1.780 |
33.3% |
0.236 |
4.4% |
46% |
False |
False |
18,011 |
60 |
6.300 |
4.520 |
1.780 |
33.3% |
0.229 |
4.3% |
46% |
False |
False |
13,695 |
80 |
6.300 |
4.520 |
1.780 |
33.3% |
0.214 |
4.0% |
46% |
False |
False |
10,887 |
100 |
6.300 |
4.520 |
1.780 |
33.3% |
0.200 |
3.7% |
46% |
False |
False |
9,027 |
120 |
6.300 |
4.520 |
1.780 |
33.3% |
0.185 |
3.5% |
46% |
False |
False |
7,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.449 |
2.618 |
6.655 |
1.618 |
6.169 |
1.000 |
5.869 |
0.618 |
5.683 |
HIGH |
5.383 |
0.618 |
5.197 |
0.500 |
5.140 |
0.382 |
5.083 |
LOW |
4.897 |
0.618 |
4.597 |
1.000 |
4.411 |
1.618 |
4.111 |
2.618 |
3.625 |
4.250 |
2.832 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.277 |
5.277 |
PP |
5.209 |
5.209 |
S1 |
5.140 |
5.140 |
|