NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.103 |
5.203 |
0.100 |
2.0% |
5.250 |
| High |
5.250 |
5.290 |
0.040 |
0.8% |
5.281 |
| Low |
5.093 |
4.981 |
-0.112 |
-2.2% |
4.550 |
| Close |
5.198 |
5.005 |
-0.193 |
-3.7% |
4.707 |
| Range |
0.157 |
0.309 |
0.152 |
96.8% |
0.731 |
| ATR |
0.237 |
0.242 |
0.005 |
2.2% |
0.000 |
| Volume |
60,764 |
61,759 |
995 |
1.6% |
92,428 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.019 |
5.821 |
5.175 |
|
| R3 |
5.710 |
5.512 |
5.090 |
|
| R2 |
5.401 |
5.401 |
5.062 |
|
| R1 |
5.203 |
5.203 |
5.033 |
5.148 |
| PP |
5.092 |
5.092 |
5.092 |
5.064 |
| S1 |
4.894 |
4.894 |
4.977 |
4.839 |
| S2 |
4.783 |
4.783 |
4.948 |
|
| S3 |
4.474 |
4.585 |
4.920 |
|
| S4 |
4.165 |
4.276 |
4.835 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.039 |
6.604 |
5.109 |
|
| R3 |
6.308 |
5.873 |
4.908 |
|
| R2 |
5.577 |
5.577 |
4.841 |
|
| R1 |
5.142 |
5.142 |
4.774 |
4.994 |
| PP |
4.846 |
4.846 |
4.846 |
4.772 |
| S1 |
4.411 |
4.411 |
4.640 |
4.263 |
| S2 |
4.115 |
4.115 |
4.573 |
|
| S3 |
3.384 |
3.680 |
4.506 |
|
| S4 |
2.653 |
2.949 |
4.305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.290 |
4.550 |
0.740 |
14.8% |
0.239 |
4.8% |
61% |
True |
False |
37,137 |
| 10 |
5.370 |
4.550 |
0.820 |
16.4% |
0.282 |
5.6% |
55% |
False |
False |
27,311 |
| 20 |
5.370 |
4.550 |
0.820 |
16.4% |
0.233 |
4.7% |
55% |
False |
False |
19,919 |
| 40 |
6.242 |
4.550 |
1.692 |
33.8% |
0.222 |
4.4% |
27% |
False |
False |
14,768 |
| 60 |
6.242 |
4.550 |
1.692 |
33.8% |
0.217 |
4.3% |
27% |
False |
False |
12,137 |
| 80 |
6.242 |
4.550 |
1.692 |
33.8% |
0.203 |
4.1% |
27% |
False |
False |
10,267 |
| 100 |
6.242 |
4.550 |
1.692 |
33.8% |
0.191 |
3.8% |
27% |
False |
False |
8,786 |
| 120 |
6.242 |
4.550 |
1.692 |
33.8% |
0.180 |
3.6% |
27% |
False |
False |
7,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.603 |
|
2.618 |
6.099 |
|
1.618 |
5.790 |
|
1.000 |
5.599 |
|
0.618 |
5.481 |
|
HIGH |
5.290 |
|
0.618 |
5.172 |
|
0.500 |
5.136 |
|
0.382 |
5.099 |
|
LOW |
4.981 |
|
0.618 |
4.790 |
|
1.000 |
4.672 |
|
1.618 |
4.481 |
|
2.618 |
4.172 |
|
4.250 |
3.668 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.136 |
5.028 |
| PP |
5.092 |
5.020 |
| S1 |
5.049 |
5.013 |
|