NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4.783 |
4.790 |
0.007 |
0.1% |
5.064 |
High |
5.028 |
4.829 |
-0.199 |
-4.0% |
5.406 |
Low |
4.765 |
4.656 |
-0.109 |
-2.3% |
4.924 |
Close |
4.783 |
4.693 |
-0.090 |
-1.9% |
5.356 |
Range |
0.263 |
0.173 |
-0.090 |
-34.2% |
0.482 |
ATR |
0.209 |
0.206 |
-0.003 |
-1.2% |
0.000 |
Volume |
5,562 |
6,152 |
590 |
10.6% |
14,163 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.245 |
5.142 |
4.788 |
|
R3 |
5.072 |
4.969 |
4.741 |
|
R2 |
4.899 |
4.899 |
4.725 |
|
R1 |
4.796 |
4.796 |
4.709 |
4.761 |
PP |
4.726 |
4.726 |
4.726 |
4.709 |
S1 |
4.623 |
4.623 |
4.677 |
4.588 |
S2 |
4.553 |
4.553 |
4.661 |
|
S3 |
4.380 |
4.450 |
4.645 |
|
S4 |
4.207 |
4.277 |
4.598 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.675 |
6.497 |
5.621 |
|
R3 |
6.193 |
6.015 |
5.489 |
|
R2 |
5.711 |
5.711 |
5.444 |
|
R1 |
5.533 |
5.533 |
5.400 |
5.622 |
PP |
5.229 |
5.229 |
5.229 |
5.273 |
S1 |
5.051 |
5.051 |
5.312 |
5.140 |
S2 |
4.747 |
4.747 |
5.268 |
|
S3 |
4.265 |
4.569 |
5.223 |
|
S4 |
3.783 |
4.087 |
5.091 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.406 |
4.656 |
0.750 |
16.0% |
0.256 |
5.5% |
5% |
False |
True |
4,720 |
10 |
5.406 |
4.656 |
0.750 |
16.0% |
0.229 |
4.9% |
5% |
False |
True |
4,054 |
20 |
5.406 |
4.656 |
0.750 |
16.0% |
0.187 |
4.0% |
5% |
False |
True |
3,849 |
40 |
6.200 |
4.656 |
1.544 |
32.9% |
0.177 |
3.8% |
2% |
False |
True |
3,390 |
60 |
6.200 |
4.656 |
1.544 |
32.9% |
0.179 |
3.8% |
2% |
False |
True |
2,906 |
80 |
6.200 |
4.656 |
1.544 |
32.9% |
0.155 |
3.3% |
2% |
False |
True |
2,375 |
100 |
6.200 |
4.656 |
1.544 |
32.9% |
0.150 |
3.2% |
2% |
False |
True |
2,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.564 |
2.618 |
5.282 |
1.618 |
5.109 |
1.000 |
5.002 |
0.618 |
4.936 |
HIGH |
4.829 |
0.618 |
4.763 |
0.500 |
4.743 |
0.382 |
4.722 |
LOW |
4.656 |
0.618 |
4.549 |
1.000 |
4.483 |
1.618 |
4.376 |
2.618 |
4.203 |
4.250 |
3.921 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4.743 |
4.880 |
PP |
4.726 |
4.817 |
S1 |
4.710 |
4.755 |
|