NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.695 |
5.757 |
0.062 |
1.1% |
5.349 |
High |
5.776 |
5.873 |
0.097 |
1.7% |
5.916 |
Low |
5.554 |
5.632 |
0.078 |
1.4% |
5.303 |
Close |
5.734 |
5.852 |
0.118 |
2.1% |
5.805 |
Range |
0.222 |
0.241 |
0.019 |
8.6% |
0.613 |
ATR |
0.246 |
0.245 |
0.000 |
-0.1% |
0.000 |
Volume |
23,262 |
29,540 |
6,278 |
27.0% |
187,780 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.509 |
6.421 |
5.985 |
|
R3 |
6.268 |
6.180 |
5.918 |
|
R2 |
6.027 |
6.027 |
5.896 |
|
R1 |
5.939 |
5.939 |
5.874 |
5.983 |
PP |
5.786 |
5.786 |
5.786 |
5.808 |
S1 |
5.698 |
5.698 |
5.830 |
5.742 |
S2 |
5.545 |
5.545 |
5.808 |
|
S3 |
5.304 |
5.457 |
5.786 |
|
S4 |
5.063 |
5.216 |
5.719 |
|
|
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 |
5.948 |
5.502 |
0.446 |
7.6% |
0.262 |
4.5% |
78% |
False |
False |
32,399 |
10 |
5.948 |
4.937 |
1.011 |
17.3% |
0.250 |
4.3% |
91% |
False |
False |
37,970 |
20 |
5.948 |
4.550 |
1.398 |
23.9% |
0.266 |
4.5% |
93% |
False |
False |
32,640 |
40 |
5.948 |
4.550 |
1.398 |
23.9% |
0.231 |
3.9% |
93% |
False |
False |
22,244 |
60 |
6.242 |
4.550 |
1.692 |
28.9% |
0.224 |
3.8% |
77% |
False |
False |
17,536 |
80 |
6.242 |
4.550 |
1.692 |
28.9% |
0.221 |
3.8% |
77% |
False |
False |
14,569 |
100 |
6.242 |
4.550 |
1.692 |
28.9% |
0.199 |
3.4% |
77% |
False |
False |
12,310 |
120 |
6.242 |
4.550 |
1.692 |
28.9% |
0.191 |
3.3% |
77% |
False |
False |
10,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.897 |
2.618 |
6.504 |
1.618 |
6.263 |
1.000 |
6.114 |
0.618 |
6.022 |
HIGH |
5.873 |
0.618 |
5.781 |
0.500 |
5.753 |
0.382 |
5.724 |
LOW |
5.632 |
0.618 |
5.483 |
1.000 |
5.391 |
1.618 |
5.242 |
2.618 |
5.001 |
4.250 |
4.608 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.819 |
5.818 |
PP |
5.786 |
5.785 |
S1 |
5.753 |
5.751 |
|