NYMEX Natural Gas Future April 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 |
4.716 |
4.632 |
-0.084 |
-1.8% |
4.991 |
| High |
4.962 |
4.771 |
-0.191 |
-3.8% |
5.389 |
| Low |
4.700 |
4.595 |
-0.105 |
-2.2% |
4.857 |
| Close |
4.716 |
4.632 |
-0.084 |
-1.8% |
5.308 |
| Range |
0.262 |
0.176 |
-0.086 |
-32.8% |
0.532 |
| ATR |
0.223 |
0.219 |
-0.003 |
-1.5% |
0.000 |
| Volume |
13,057 |
17,202 |
4,145 |
31.7% |
49,201 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.194 |
5.089 |
4.729 |
|
| R3 |
5.018 |
4.913 |
4.680 |
|
| R2 |
4.842 |
4.842 |
4.664 |
|
| R1 |
4.737 |
4.737 |
4.648 |
4.720 |
| PP |
4.666 |
4.666 |
4.666 |
4.658 |
| S1 |
4.561 |
4.561 |
4.616 |
4.544 |
| S2 |
4.490 |
4.490 |
4.600 |
|
| S3 |
4.314 |
4.385 |
4.584 |
|
| S4 |
4.138 |
4.209 |
4.535 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.781 |
6.576 |
5.601 |
|
| R3 |
6.249 |
6.044 |
5.454 |
|
| R2 |
5.717 |
5.717 |
5.406 |
|
| R1 |
5.512 |
5.512 |
5.357 |
5.615 |
| PP |
5.185 |
5.185 |
5.185 |
5.236 |
| S1 |
4.980 |
4.980 |
5.259 |
5.083 |
| S2 |
4.653 |
4.653 |
5.210 |
|
| S3 |
4.121 |
4.448 |
5.162 |
|
| S4 |
3.589 |
3.916 |
5.015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.389 |
4.595 |
0.794 |
17.1% |
0.266 |
5.8% |
5% |
False |
True |
13,796 |
| 10 |
5.389 |
4.595 |
0.794 |
17.1% |
0.241 |
5.2% |
5% |
False |
True |
12,212 |
| 20 |
5.389 |
4.595 |
0.794 |
17.1% |
0.205 |
4.4% |
5% |
False |
True |
11,048 |
| 40 |
6.180 |
4.595 |
1.585 |
34.2% |
0.199 |
4.3% |
2% |
False |
True |
9,463 |
| 60 |
6.180 |
4.595 |
1.585 |
34.2% |
0.202 |
4.4% |
2% |
False |
True |
8,335 |
| 80 |
6.180 |
4.595 |
1.585 |
34.2% |
0.179 |
3.9% |
2% |
False |
True |
6,954 |
| 100 |
6.180 |
4.595 |
1.585 |
34.2% |
0.172 |
3.7% |
2% |
False |
True |
6,017 |
| 120 |
6.190 |
4.595 |
1.595 |
34.4% |
0.163 |
3.5% |
2% |
False |
True |
5,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.519 |
|
2.618 |
5.232 |
|
1.618 |
5.056 |
|
1.000 |
4.947 |
|
0.618 |
4.880 |
|
HIGH |
4.771 |
|
0.618 |
4.704 |
|
0.500 |
4.683 |
|
0.382 |
4.662 |
|
LOW |
4.595 |
|
0.618 |
4.486 |
|
1.000 |
4.419 |
|
1.618 |
4.310 |
|
2.618 |
4.134 |
|
4.250 |
3.847 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.683 |
4.820 |
| PP |
4.666 |
4.757 |
| S1 |
4.649 |
4.695 |
|