NYMEX Natural Gas Future February 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
4.536 |
4.733 |
0.197 |
4.3% |
5.261 |
| High |
4.750 |
5.090 |
0.340 |
7.2% |
5.261 |
| Low |
4.533 |
4.733 |
0.200 |
4.4% |
4.520 |
| Close |
4.672 |
5.057 |
0.385 |
8.2% |
4.672 |
| Range |
0.217 |
0.357 |
0.140 |
64.5% |
0.741 |
| ATR |
0.238 |
0.251 |
0.013 |
5.4% |
0.000 |
| Volume |
23,283 |
19,064 |
-4,219 |
-18.1% |
129,445 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.031 |
5.901 |
5.253 |
|
| R3 |
5.674 |
5.544 |
5.155 |
|
| R2 |
5.317 |
5.317 |
5.122 |
|
| R1 |
5.187 |
5.187 |
5.090 |
5.252 |
| PP |
4.960 |
4.960 |
4.960 |
4.993 |
| S1 |
4.830 |
4.830 |
5.024 |
4.895 |
| S2 |
4.603 |
4.603 |
4.992 |
|
| S3 |
4.246 |
4.473 |
4.959 |
|
| S4 |
3.889 |
4.116 |
4.861 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.041 |
6.597 |
5.080 |
|
| R3 |
6.300 |
5.856 |
4.876 |
|
| R2 |
5.559 |
5.559 |
4.808 |
|
| R1 |
5.115 |
5.115 |
4.740 |
4.967 |
| PP |
4.818 |
4.818 |
4.818 |
4.743 |
| S1 |
4.374 |
4.374 |
4.604 |
4.226 |
| S2 |
4.077 |
4.077 |
4.536 |
|
| S3 |
3.336 |
3.633 |
4.468 |
|
| S4 |
2.595 |
2.892 |
4.264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.090 |
4.520 |
0.570 |
11.3% |
0.248 |
4.9% |
94% |
True |
False |
26,800 |
| 10 |
5.351 |
4.520 |
0.831 |
16.4% |
0.284 |
5.6% |
65% |
False |
False |
22,897 |
| 20 |
5.351 |
4.520 |
0.831 |
16.4% |
0.239 |
4.7% |
65% |
False |
False |
19,762 |
| 40 |
6.300 |
4.520 |
1.780 |
35.2% |
0.230 |
4.6% |
30% |
False |
False |
13,923 |
| 60 |
6.300 |
4.520 |
1.780 |
35.2% |
0.225 |
4.4% |
30% |
False |
False |
10,793 |
| 80 |
6.300 |
4.520 |
1.780 |
35.2% |
0.204 |
4.0% |
30% |
False |
False |
8,647 |
| 100 |
6.300 |
4.520 |
1.780 |
35.2% |
0.194 |
3.8% |
30% |
False |
False |
7,215 |
| 120 |
6.300 |
4.520 |
1.780 |
35.2% |
0.181 |
3.6% |
30% |
False |
False |
6,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.607 |
|
2.618 |
6.025 |
|
1.618 |
5.668 |
|
1.000 |
5.447 |
|
0.618 |
5.311 |
|
HIGH |
5.090 |
|
0.618 |
4.954 |
|
0.500 |
4.912 |
|
0.382 |
4.869 |
|
LOW |
4.733 |
|
0.618 |
4.512 |
|
1.000 |
4.376 |
|
1.618 |
4.155 |
|
2.618 |
3.798 |
|
4.250 |
3.216 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.009 |
4.973 |
| PP |
4.960 |
4.889 |
| S1 |
4.912 |
4.805 |
|