NYMEX Natural Gas Future March 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 |
5.534 |
5.759 |
0.225 |
4.1% |
5.349 |
High |
5.894 |
5.916 |
0.022 |
0.4% |
5.916 |
Low |
5.502 |
5.757 |
0.255 |
4.6% |
5.303 |
Close |
5.787 |
5.805 |
0.018 |
0.3% |
5.805 |
Range |
0.392 |
0.159 |
-0.233 |
-59.4% |
0.613 |
ATR |
0.250 |
0.244 |
-0.007 |
-2.6% |
0.000 |
Volume |
33,448 |
45,690 |
12,242 |
36.6% |
187,780 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.303 |
6.213 |
5.892 |
|
R3 |
6.144 |
6.054 |
5.849 |
|
R2 |
5.985 |
5.985 |
5.834 |
|
R1 |
5.895 |
5.895 |
5.820 |
5.940 |
PP |
5.826 |
5.826 |
5.826 |
5.849 |
S1 |
5.736 |
5.736 |
5.790 |
5.781 |
S2 |
5.667 |
5.667 |
5.776 |
|
S3 |
5.508 |
5.577 |
5.761 |
|
S4 |
5.349 |
5.418 |
5.718 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.514 |
7.272 |
6.142 |
|
R3 |
6.901 |
6.659 |
5.974 |
|
R2 |
6.288 |
6.288 |
5.917 |
|
R1 |
6.046 |
6.046 |
5.861 |
6.167 |
PP |
5.675 |
5.675 |
5.675 |
5.735 |
S1 |
5.433 |
5.433 |
5.749 |
5.554 |
S2 |
5.062 |
5.062 |
5.693 |
|
S3 |
4.449 |
4.820 |
5.636 |
|
S4 |
3.836 |
4.207 |
5.468 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.916 |
5.303 |
0.613 |
10.6% |
0.209 |
3.6% |
82% |
True |
False |
37,556 |
10 |
5.916 |
4.765 |
1.151 |
19.8% |
0.256 |
4.4% |
90% |
True |
False |
44,013 |
20 |
5.916 |
4.550 |
1.366 |
23.5% |
0.256 |
4.4% |
92% |
True |
False |
30,343 |
40 |
6.028 |
4.550 |
1.478 |
25.5% |
0.228 |
3.9% |
85% |
False |
False |
20,808 |
60 |
6.242 |
4.550 |
1.692 |
29.1% |
0.222 |
3.8% |
74% |
False |
False |
16,384 |
80 |
6.242 |
4.550 |
1.692 |
29.1% |
0.216 |
3.7% |
74% |
False |
False |
13,671 |
100 |
6.242 |
4.550 |
1.692 |
29.1% |
0.198 |
3.4% |
74% |
False |
False |
11,561 |
120 |
6.242 |
4.550 |
1.692 |
29.1% |
0.189 |
3.3% |
74% |
False |
False |
10,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.592 |
2.618 |
6.332 |
1.618 |
6.173 |
1.000 |
6.075 |
0.618 |
6.014 |
HIGH |
5.916 |
0.618 |
5.855 |
0.500 |
5.837 |
0.382 |
5.818 |
LOW |
5.757 |
0.618 |
5.659 |
1.000 |
5.598 |
1.618 |
5.500 |
2.618 |
5.341 |
4.250 |
5.081 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.837 |
5.765 |
PP |
5.826 |
5.725 |
S1 |
5.816 |
5.685 |
|