NYMEX Natural Gas Future March 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 |
5.203 |
4.975 |
-0.228 |
-4.4% |
5.250 |
| High |
5.290 |
5.409 |
0.119 |
2.2% |
5.281 |
| Low |
4.981 |
4.937 |
-0.044 |
-0.9% |
4.550 |
| Close |
5.005 |
5.383 |
0.378 |
7.6% |
4.707 |
| Range |
0.309 |
0.472 |
0.163 |
52.8% |
0.731 |
| ATR |
0.242 |
0.258 |
0.016 |
6.8% |
0.000 |
| Volume |
61,759 |
49,732 |
-12,027 |
-19.5% |
92,428 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.659 |
6.493 |
5.643 |
|
| R3 |
6.187 |
6.021 |
5.513 |
|
| R2 |
5.715 |
5.715 |
5.470 |
|
| R1 |
5.549 |
5.549 |
5.426 |
5.632 |
| PP |
5.243 |
5.243 |
5.243 |
5.285 |
| S1 |
5.077 |
5.077 |
5.340 |
5.160 |
| S2 |
4.771 |
4.771 |
5.296 |
|
| S3 |
4.299 |
4.605 |
5.253 |
|
| S4 |
3.827 |
4.133 |
5.123 |
|
|
| 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 |
5.409 |
4.580 |
0.829 |
15.4% |
0.299 |
5.6% |
97% |
True |
False |
42,855 |
| 10 |
5.409 |
4.550 |
0.859 |
16.0% |
0.292 |
5.4% |
97% |
True |
False |
30,832 |
| 20 |
5.409 |
4.550 |
0.859 |
16.0% |
0.251 |
4.7% |
97% |
True |
False |
21,716 |
| 40 |
6.242 |
4.550 |
1.692 |
31.4% |
0.227 |
4.2% |
49% |
False |
False |
15,729 |
| 60 |
6.242 |
4.550 |
1.692 |
31.4% |
0.220 |
4.1% |
49% |
False |
False |
12,867 |
| 80 |
6.242 |
4.550 |
1.692 |
31.4% |
0.207 |
3.9% |
49% |
False |
False |
10,850 |
| 100 |
6.242 |
4.550 |
1.692 |
31.4% |
0.195 |
3.6% |
49% |
False |
False |
9,266 |
| 120 |
6.242 |
4.550 |
1.692 |
31.4% |
0.183 |
3.4% |
49% |
False |
False |
8,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.415 |
|
2.618 |
6.645 |
|
1.618 |
6.173 |
|
1.000 |
5.881 |
|
0.618 |
5.701 |
|
HIGH |
5.409 |
|
0.618 |
5.229 |
|
0.500 |
5.173 |
|
0.382 |
5.117 |
|
LOW |
4.937 |
|
0.618 |
4.645 |
|
1.000 |
4.465 |
|
1.618 |
4.173 |
|
2.618 |
3.701 |
|
4.250 |
2.931 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.313 |
5.313 |
| PP |
5.243 |
5.243 |
| S1 |
5.173 |
5.173 |
|