NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.095 |
4.900 |
-0.195 |
-3.8% |
5.184 |
| High |
5.230 |
5.347 |
0.117 |
2.2% |
5.192 |
| Low |
4.867 |
4.837 |
-0.030 |
-0.6% |
4.432 |
| Close |
4.898 |
5.298 |
0.400 |
8.2% |
4.586 |
| Range |
0.363 |
0.510 |
0.147 |
40.5% |
0.760 |
| ATR |
0.266 |
0.283 |
0.017 |
6.6% |
0.000 |
| Volume |
179,037 |
157,380 |
-21,657 |
-12.1% |
545,743 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.691 |
6.504 |
5.579 |
|
| R3 |
6.181 |
5.994 |
5.438 |
|
| R2 |
5.671 |
5.671 |
5.392 |
|
| R1 |
5.484 |
5.484 |
5.345 |
5.578 |
| PP |
5.161 |
5.161 |
5.161 |
5.207 |
| S1 |
4.974 |
4.974 |
5.251 |
5.068 |
| S2 |
4.651 |
4.651 |
5.205 |
|
| S3 |
4.141 |
4.464 |
5.158 |
|
| S4 |
3.631 |
3.954 |
5.018 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.017 |
6.561 |
5.004 |
|
| R3 |
6.257 |
5.801 |
4.795 |
|
| R2 |
5.497 |
5.497 |
4.725 |
|
| R1 |
5.041 |
5.041 |
4.656 |
4.889 |
| PP |
4.737 |
4.737 |
4.737 |
4.661 |
| S1 |
4.281 |
4.281 |
4.516 |
4.129 |
| S2 |
3.977 |
3.977 |
4.447 |
|
| S3 |
3.217 |
3.521 |
4.377 |
|
| S4 |
2.457 |
2.761 |
4.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.347 |
4.445 |
0.902 |
17.0% |
0.330 |
6.2% |
95% |
True |
False |
139,026 |
| 10 |
5.347 |
4.432 |
0.915 |
17.3% |
0.319 |
6.0% |
95% |
True |
False |
127,699 |
| 20 |
5.347 |
4.432 |
0.915 |
17.3% |
0.276 |
5.2% |
95% |
True |
False |
101,051 |
| 40 |
6.266 |
4.432 |
1.834 |
34.6% |
0.253 |
4.8% |
47% |
False |
False |
66,430 |
| 60 |
6.266 |
4.432 |
1.834 |
34.6% |
0.247 |
4.7% |
47% |
False |
False |
52,246 |
| 80 |
6.266 |
4.432 |
1.834 |
34.6% |
0.232 |
4.4% |
47% |
False |
False |
42,502 |
| 100 |
6.266 |
4.432 |
1.834 |
34.6% |
0.220 |
4.2% |
47% |
False |
False |
35,607 |
| 120 |
6.266 |
4.432 |
1.834 |
34.6% |
0.206 |
3.9% |
47% |
False |
False |
30,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.515 |
|
2.618 |
6.682 |
|
1.618 |
6.172 |
|
1.000 |
5.857 |
|
0.618 |
5.662 |
|
HIGH |
5.347 |
|
0.618 |
5.152 |
|
0.500 |
5.092 |
|
0.382 |
5.032 |
|
LOW |
4.837 |
|
0.618 |
4.522 |
|
1.000 |
4.327 |
|
1.618 |
4.012 |
|
2.618 |
3.502 |
|
4.250 |
2.670 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.229 |
5.229 |
| PP |
5.161 |
5.161 |
| S1 |
5.092 |
5.092 |
|