NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.345 |
5.349 |
0.004 |
0.1% |
4.805 |
High |
5.458 |
5.490 |
0.032 |
0.6% |
5.458 |
Low |
5.235 |
5.303 |
0.068 |
1.3% |
4.765 |
Close |
5.274 |
5.437 |
0.163 |
3.1% |
5.274 |
Range |
0.223 |
0.187 |
-0.036 |
-16.1% |
0.693 |
ATR |
0.256 |
0.253 |
-0.003 |
-1.1% |
0.000 |
Volume |
59,331 |
47,294 |
-12,037 |
-20.3% |
252,357 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.971 |
5.891 |
5.540 |
|
R3 |
5.784 |
5.704 |
5.488 |
|
R2 |
5.597 |
5.597 |
5.471 |
|
R1 |
5.517 |
5.517 |
5.454 |
5.557 |
PP |
5.410 |
5.410 |
5.410 |
5.430 |
S1 |
5.330 |
5.330 |
5.420 |
5.370 |
S2 |
5.223 |
5.223 |
5.403 |
|
S3 |
5.036 |
5.143 |
5.386 |
|
S4 |
4.849 |
4.956 |
5.334 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.245 |
6.952 |
5.655 |
|
R3 |
6.552 |
6.259 |
5.465 |
|
R2 |
5.859 |
5.859 |
5.401 |
|
R1 |
5.566 |
5.566 |
5.338 |
5.713 |
PP |
5.166 |
5.166 |
5.166 |
5.239 |
S1 |
4.873 |
4.873 |
5.210 |
5.020 |
S2 |
4.473 |
4.473 |
5.147 |
|
S3 |
3.780 |
4.180 |
5.083 |
|
S4 |
3.087 |
3.487 |
4.893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.490 |
4.937 |
0.553 |
10.2% |
0.270 |
5.0% |
90% |
True |
False |
55,776 |
10 |
5.490 |
4.550 |
0.940 |
17.3% |
0.256 |
4.7% |
94% |
True |
False |
38,064 |
20 |
5.490 |
4.550 |
0.940 |
17.3% |
0.257 |
4.7% |
94% |
True |
False |
25,803 |
40 |
6.242 |
4.550 |
1.692 |
31.1% |
0.226 |
4.2% |
52% |
False |
False |
18,085 |
60 |
6.242 |
4.550 |
1.692 |
31.1% |
0.219 |
4.0% |
52% |
False |
False |
14,353 |
80 |
6.242 |
4.550 |
1.692 |
31.1% |
0.210 |
3.9% |
52% |
False |
False |
12,129 |
100 |
6.242 |
4.550 |
1.692 |
31.1% |
0.195 |
3.6% |
52% |
False |
False |
10,260 |
120 |
6.242 |
4.550 |
1.692 |
31.1% |
0.185 |
3.4% |
52% |
False |
False |
8,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.285 |
2.618 |
5.980 |
1.618 |
5.793 |
1.000 |
5.677 |
0.618 |
5.606 |
HIGH |
5.490 |
0.618 |
5.419 |
0.500 |
5.397 |
0.382 |
5.374 |
LOW |
5.303 |
0.618 |
5.187 |
1.000 |
5.116 |
1.618 |
5.000 |
2.618 |
4.813 |
4.250 |
4.508 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.424 |
5.363 |
PP |
5.410 |
5.288 |
S1 |
5.397 |
5.214 |
|