NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
4.805 |
5.103 |
0.298 |
6.2% |
5.250 |
| High |
5.118 |
5.250 |
0.132 |
2.6% |
5.281 |
| Low |
4.765 |
5.093 |
0.328 |
6.9% |
4.550 |
| Close |
5.097 |
5.198 |
0.101 |
2.0% |
4.707 |
| Range |
0.353 |
0.157 |
-0.196 |
-55.5% |
0.731 |
| ATR |
0.243 |
0.237 |
-0.006 |
-2.5% |
0.000 |
| Volume |
20,771 |
60,764 |
39,993 |
192.5% |
92,428 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.651 |
5.582 |
5.284 |
|
| R3 |
5.494 |
5.425 |
5.241 |
|
| R2 |
5.337 |
5.337 |
5.227 |
|
| R1 |
5.268 |
5.268 |
5.212 |
5.303 |
| PP |
5.180 |
5.180 |
5.180 |
5.198 |
| S1 |
5.111 |
5.111 |
5.184 |
5.146 |
| S2 |
5.023 |
5.023 |
5.169 |
|
| S3 |
4.866 |
4.954 |
5.155 |
|
| S4 |
4.709 |
4.797 |
5.112 |
|
|
| 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 |
5.250 |
4.550 |
0.700 |
13.5% |
0.232 |
4.5% |
93% |
True |
False |
28,700 |
| 10 |
5.370 |
4.550 |
0.820 |
15.8% |
0.270 |
5.2% |
79% |
False |
False |
22,241 |
| 20 |
5.370 |
4.550 |
0.820 |
15.8% |
0.226 |
4.3% |
79% |
False |
False |
17,669 |
| 40 |
6.242 |
4.550 |
1.692 |
32.6% |
0.223 |
4.3% |
38% |
False |
False |
13,456 |
| 60 |
6.242 |
4.550 |
1.692 |
32.6% |
0.215 |
4.1% |
38% |
False |
False |
11,227 |
| 80 |
6.242 |
4.550 |
1.692 |
32.6% |
0.200 |
3.8% |
38% |
False |
False |
9,524 |
| 100 |
6.242 |
4.550 |
1.692 |
32.6% |
0.189 |
3.6% |
38% |
False |
False |
8,214 |
| 120 |
6.242 |
4.550 |
1.692 |
32.6% |
0.179 |
3.4% |
38% |
False |
False |
7,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.917 |
|
2.618 |
5.661 |
|
1.618 |
5.504 |
|
1.000 |
5.407 |
|
0.618 |
5.347 |
|
HIGH |
5.250 |
|
0.618 |
5.190 |
|
0.500 |
5.172 |
|
0.382 |
5.153 |
|
LOW |
5.093 |
|
0.618 |
4.996 |
|
1.000 |
4.936 |
|
1.618 |
4.839 |
|
2.618 |
4.682 |
|
4.250 |
4.426 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.189 |
5.104 |
| PP |
5.180 |
5.009 |
| S1 |
5.172 |
4.915 |
|