NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.882 |
5.729 |
-0.153 |
-2.6% |
5.296 |
High |
5.979 |
5.816 |
-0.163 |
-2.7% |
5.958 |
Low |
5.670 |
5.588 |
-0.082 |
-1.4% |
5.262 |
Close |
5.712 |
5.772 |
0.060 |
1.1% |
5.829 |
Range |
0.309 |
0.228 |
-0.081 |
-26.2% |
0.696 |
ATR |
0.262 |
0.259 |
-0.002 |
-0.9% |
0.000 |
Volume |
67,530 |
41,531 |
-25,999 |
-38.5% |
348,415 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.409 |
6.319 |
5.897 |
|
R3 |
6.181 |
6.091 |
5.835 |
|
R2 |
5.953 |
5.953 |
5.814 |
|
R1 |
5.863 |
5.863 |
5.793 |
5.908 |
PP |
5.725 |
5.725 |
5.725 |
5.748 |
S1 |
5.635 |
5.635 |
5.751 |
5.680 |
S2 |
5.497 |
5.497 |
5.730 |
|
S3 |
5.269 |
5.407 |
5.709 |
|
S4 |
5.041 |
5.179 |
5.647 |
|
|
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 |
5.979 |
5.463 |
0.516 |
8.9% |
0.258 |
4.5% |
60% |
False |
False |
72,626 |
10 |
5.979 |
4.897 |
1.082 |
18.7% |
0.276 |
4.8% |
81% |
False |
False |
64,537 |
20 |
5.979 |
4.520 |
1.459 |
25.3% |
0.279 |
4.8% |
86% |
False |
False |
45,987 |
40 |
5.979 |
4.520 |
1.459 |
25.3% |
0.241 |
4.2% |
86% |
False |
False |
29,745 |
60 |
6.300 |
4.520 |
1.780 |
30.8% |
0.235 |
4.1% |
70% |
False |
False |
21,949 |
80 |
6.300 |
4.520 |
1.780 |
30.8% |
0.227 |
3.9% |
70% |
False |
False |
17,156 |
100 |
6.300 |
4.520 |
1.780 |
30.8% |
0.207 |
3.6% |
70% |
False |
False |
14,108 |
120 |
6.300 |
4.520 |
1.780 |
30.8% |
0.195 |
3.4% |
70% |
False |
False |
11,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.785 |
2.618 |
6.413 |
1.618 |
6.185 |
1.000 |
6.044 |
0.618 |
5.957 |
HIGH |
5.816 |
0.618 |
5.729 |
0.500 |
5.702 |
0.382 |
5.675 |
LOW |
5.588 |
0.618 |
5.447 |
1.000 |
5.360 |
1.618 |
5.219 |
2.618 |
4.991 |
4.250 |
4.619 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.749 |
5.784 |
PP |
5.725 |
5.780 |
S1 |
5.702 |
5.776 |
|