NYMEX Natural Gas Future May 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 |
5.746 |
5.649 |
-0.097 |
-1.7% |
5.494 |
High |
5.751 |
5.850 |
0.099 |
1.7% |
5.901 |
Low |
5.550 |
5.642 |
0.092 |
1.7% |
5.357 |
Close |
5.725 |
5.830 |
0.105 |
1.8% |
5.798 |
Range |
0.201 |
0.208 |
0.007 |
3.5% |
0.544 |
ATR |
0.219 |
0.218 |
-0.001 |
-0.4% |
0.000 |
Volume |
5,776 |
7,029 |
1,253 |
21.7% |
35,931 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.398 |
6.322 |
5.944 |
|
R3 |
6.190 |
6.114 |
5.887 |
|
R2 |
5.982 |
5.982 |
5.868 |
|
R1 |
5.906 |
5.906 |
5.849 |
5.944 |
PP |
5.774 |
5.774 |
5.774 |
5.793 |
S1 |
5.698 |
5.698 |
5.811 |
5.736 |
S2 |
5.566 |
5.566 |
5.792 |
|
S3 |
5.358 |
5.490 |
5.773 |
|
S4 |
5.150 |
5.282 |
5.716 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.317 |
7.102 |
6.097 |
|
R3 |
6.773 |
6.558 |
5.948 |
|
R2 |
6.229 |
6.229 |
5.898 |
|
R1 |
6.014 |
6.014 |
5.848 |
6.122 |
PP |
5.685 |
5.685 |
5.685 |
5.739 |
S1 |
5.470 |
5.470 |
5.748 |
5.578 |
S2 |
5.141 |
5.141 |
5.698 |
|
S3 |
4.597 |
4.926 |
5.648 |
|
S4 |
4.053 |
4.382 |
5.499 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.926 |
5.550 |
0.376 |
6.4% |
0.228 |
3.9% |
74% |
False |
False |
8,044 |
10 |
5.926 |
5.067 |
0.859 |
14.7% |
0.217 |
3.7% |
89% |
False |
False |
7,275 |
20 |
5.926 |
4.656 |
1.270 |
21.8% |
0.237 |
4.1% |
92% |
False |
False |
6,338 |
40 |
5.926 |
4.656 |
1.270 |
21.8% |
0.199 |
3.4% |
92% |
False |
False |
5,035 |
60 |
6.200 |
4.656 |
1.544 |
26.5% |
0.187 |
3.2% |
76% |
False |
False |
4,162 |
80 |
6.200 |
4.656 |
1.544 |
26.5% |
0.182 |
3.1% |
76% |
False |
False |
3,486 |
100 |
6.200 |
4.656 |
1.544 |
26.5% |
0.163 |
2.8% |
76% |
False |
False |
2,918 |
120 |
6.200 |
4.656 |
1.544 |
26.5% |
0.154 |
2.6% |
76% |
False |
False |
2,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.734 |
2.618 |
6.395 |
1.618 |
6.187 |
1.000 |
6.058 |
0.618 |
5.979 |
HIGH |
5.850 |
0.618 |
5.771 |
0.500 |
5.746 |
0.382 |
5.721 |
LOW |
5.642 |
0.618 |
5.513 |
1.000 |
5.434 |
1.618 |
5.305 |
2.618 |
5.097 |
4.250 |
4.758 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.802 |
5.799 |
PP |
5.774 |
5.769 |
S1 |
5.746 |
5.738 |
|