NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.441 |
5.565 |
0.124 |
2.3% |
4.805 |
| High |
5.584 |
5.599 |
0.015 |
0.3% |
5.458 |
| Low |
5.421 |
5.454 |
0.033 |
0.6% |
4.765 |
| Close |
5.577 |
5.502 |
-0.075 |
-1.3% |
5.274 |
| Range |
0.163 |
0.145 |
-0.018 |
-11.0% |
0.693 |
| ATR |
0.247 |
0.239 |
-0.007 |
-2.9% |
0.000 |
| Volume |
25,389 |
35,959 |
10,570 |
41.6% |
252,357 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.953 |
5.873 |
5.582 |
|
| R3 |
5.808 |
5.728 |
5.542 |
|
| R2 |
5.663 |
5.663 |
5.529 |
|
| R1 |
5.583 |
5.583 |
5.515 |
5.551 |
| PP |
5.518 |
5.518 |
5.518 |
5.502 |
| S1 |
5.438 |
5.438 |
5.489 |
5.406 |
| S2 |
5.373 |
5.373 |
5.475 |
|
| S3 |
5.228 |
5.293 |
5.462 |
|
| S4 |
5.083 |
5.148 |
5.422 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.245 |
6.952 |
5.655 |
|
| R3 |
6.552 |
6.259 |
5.465 |
|
| R2 |
5.859 |
5.859 |
5.401 |
|
| R1 |
5.566 |
5.566 |
5.338 |
5.713 |
| PP |
5.166 |
5.166 |
5.166 |
5.239 |
| S1 |
4.873 |
4.873 |
5.210 |
5.020 |
| S2 |
4.473 |
4.473 |
5.147 |
|
| S3 |
3.780 |
4.180 |
5.083 |
|
| S4 |
3.087 |
3.487 |
4.893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.599 |
4.937 |
0.662 |
12.0% |
0.238 |
4.3% |
85% |
True |
False |
43,541 |
| 10 |
5.599 |
4.550 |
1.049 |
19.1% |
0.239 |
4.3% |
91% |
True |
False |
40,339 |
| 20 |
5.599 |
4.550 |
1.049 |
19.1% |
0.252 |
4.6% |
91% |
True |
False |
27,621 |
| 40 |
6.242 |
4.550 |
1.692 |
30.8% |
0.225 |
4.1% |
56% |
False |
False |
19,267 |
| 60 |
6.242 |
4.550 |
1.692 |
30.8% |
0.219 |
4.0% |
56% |
False |
False |
15,235 |
| 80 |
6.242 |
4.550 |
1.692 |
30.8% |
0.211 |
3.8% |
56% |
False |
False |
12,781 |
| 100 |
6.242 |
4.550 |
1.692 |
30.8% |
0.196 |
3.6% |
56% |
False |
False |
10,808 |
| 120 |
6.242 |
4.550 |
1.692 |
30.8% |
0.186 |
3.4% |
56% |
False |
False |
9,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.215 |
|
2.618 |
5.979 |
|
1.618 |
5.834 |
|
1.000 |
5.744 |
|
0.618 |
5.689 |
|
HIGH |
5.599 |
|
0.618 |
5.544 |
|
0.500 |
5.527 |
|
0.382 |
5.509 |
|
LOW |
5.454 |
|
0.618 |
5.364 |
|
1.000 |
5.309 |
|
1.618 |
5.219 |
|
2.618 |
5.074 |
|
4.250 |
4.838 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.527 |
5.485 |
| PP |
5.518 |
5.468 |
| S1 |
5.510 |
5.451 |
|