NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.547 |
5.795 |
0.248 |
4.5% |
5.296 |
High |
5.940 |
5.958 |
0.018 |
0.3% |
5.958 |
Low |
5.510 |
5.775 |
0.265 |
4.8% |
5.262 |
Close |
5.800 |
5.829 |
0.029 |
0.5% |
5.829 |
Range |
0.430 |
0.183 |
-0.247 |
-57.4% |
0.696 |
ATR |
0.264 |
0.258 |
-0.006 |
-2.2% |
0.000 |
Volume |
78,137 |
91,154 |
13,017 |
16.7% |
348,415 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.403 |
6.299 |
5.930 |
|
R3 |
6.220 |
6.116 |
5.879 |
|
R2 |
6.037 |
6.037 |
5.863 |
|
R1 |
5.933 |
5.933 |
5.846 |
5.985 |
PP |
5.854 |
5.854 |
5.854 |
5.880 |
S1 |
5.750 |
5.750 |
5.812 |
5.802 |
S2 |
5.671 |
5.671 |
5.795 |
|
S3 |
5.488 |
5.567 |
5.779 |
|
S4 |
5.305 |
5.384 |
5.728 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.771 |
7.496 |
6.212 |
|
R3 |
7.075 |
6.800 |
6.020 |
|
R2 |
6.379 |
6.379 |
5.957 |
|
R1 |
6.104 |
6.104 |
5.893 |
6.242 |
PP |
5.683 |
5.683 |
5.683 |
5.752 |
S1 |
5.408 |
5.408 |
5.765 |
5.546 |
S2 |
4.987 |
4.987 |
5.701 |
|
S3 |
4.291 |
4.712 |
5.638 |
|
S4 |
3.595 |
4.016 |
5.446 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.958 |
5.262 |
0.696 |
11.9% |
0.233 |
4.0% |
81% |
True |
False |
69,683 |
10 |
5.958 |
4.733 |
1.225 |
21.0% |
0.275 |
4.7% |
89% |
True |
False |
61,397 |
20 |
5.958 |
4.520 |
1.438 |
24.7% |
0.271 |
4.7% |
91% |
True |
False |
42,000 |
40 |
6.088 |
4.520 |
1.568 |
26.9% |
0.240 |
4.1% |
83% |
False |
False |
27,343 |
60 |
6.300 |
4.520 |
1.780 |
30.5% |
0.232 |
4.0% |
74% |
False |
False |
20,225 |
80 |
6.300 |
4.520 |
1.780 |
30.5% |
0.224 |
3.8% |
74% |
False |
False |
15,857 |
100 |
6.300 |
4.520 |
1.780 |
30.5% |
0.205 |
3.5% |
74% |
False |
False |
13,065 |
120 |
6.300 |
4.520 |
1.780 |
30.5% |
0.193 |
3.3% |
74% |
False |
False |
11,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.736 |
2.618 |
6.437 |
1.618 |
6.254 |
1.000 |
6.141 |
0.618 |
6.071 |
HIGH |
5.958 |
0.618 |
5.888 |
0.500 |
5.867 |
0.382 |
5.845 |
LOW |
5.775 |
0.618 |
5.662 |
1.000 |
5.592 |
1.618 |
5.479 |
2.618 |
5.296 |
4.250 |
4.997 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.867 |
5.790 |
PP |
5.854 |
5.750 |
S1 |
5.842 |
5.711 |
|