NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
4.632 |
4.671 |
0.039 |
0.8% |
5.280 |
| High |
4.771 |
4.816 |
0.045 |
0.9% |
5.280 |
| Low |
4.595 |
4.671 |
0.076 |
1.7% |
4.595 |
| Close |
4.632 |
4.757 |
0.125 |
2.7% |
4.757 |
| Range |
0.176 |
0.145 |
-0.031 |
-17.6% |
0.685 |
| ATR |
0.219 |
0.217 |
-0.003 |
-1.1% |
0.000 |
| Volume |
17,202 |
21,597 |
4,395 |
25.5% |
73,002 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.183 |
5.115 |
4.837 |
|
| R3 |
5.038 |
4.970 |
4.797 |
|
| R2 |
4.893 |
4.893 |
4.784 |
|
| R1 |
4.825 |
4.825 |
4.770 |
4.859 |
| PP |
4.748 |
4.748 |
4.748 |
4.765 |
| S1 |
4.680 |
4.680 |
4.744 |
4.714 |
| S2 |
4.603 |
4.603 |
4.730 |
|
| S3 |
4.458 |
4.535 |
4.717 |
|
| S4 |
4.313 |
4.390 |
4.677 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.932 |
6.530 |
5.134 |
|
| R3 |
6.247 |
5.845 |
4.945 |
|
| R2 |
5.562 |
5.562 |
4.883 |
|
| R1 |
5.160 |
5.160 |
4.820 |
5.019 |
| PP |
4.877 |
4.877 |
4.877 |
4.807 |
| S1 |
4.475 |
4.475 |
4.694 |
4.334 |
| S2 |
4.192 |
4.192 |
4.631 |
|
| S3 |
3.507 |
3.790 |
4.569 |
|
| S4 |
2.822 |
3.105 |
4.380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.280 |
4.595 |
0.685 |
14.4% |
0.208 |
4.4% |
24% |
False |
False |
14,600 |
| 10 |
5.389 |
4.595 |
0.794 |
16.7% |
0.239 |
5.0% |
20% |
False |
False |
13,226 |
| 20 |
5.389 |
4.595 |
0.794 |
16.7% |
0.204 |
4.3% |
20% |
False |
False |
11,584 |
| 40 |
6.180 |
4.595 |
1.585 |
33.3% |
0.199 |
4.2% |
10% |
False |
False |
9,769 |
| 60 |
6.180 |
4.595 |
1.585 |
33.3% |
0.198 |
4.2% |
10% |
False |
False |
8,634 |
| 80 |
6.180 |
4.595 |
1.585 |
33.3% |
0.180 |
3.8% |
10% |
False |
False |
7,205 |
| 100 |
6.180 |
4.595 |
1.585 |
33.3% |
0.172 |
3.6% |
10% |
False |
False |
6,212 |
| 120 |
6.190 |
4.595 |
1.595 |
33.5% |
0.163 |
3.4% |
10% |
False |
False |
5,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.432 |
|
2.618 |
5.196 |
|
1.618 |
5.051 |
|
1.000 |
4.961 |
|
0.618 |
4.906 |
|
HIGH |
4.816 |
|
0.618 |
4.761 |
|
0.500 |
4.744 |
|
0.382 |
4.726 |
|
LOW |
4.671 |
|
0.618 |
4.581 |
|
1.000 |
4.526 |
|
1.618 |
4.436 |
|
2.618 |
4.291 |
|
4.250 |
4.055 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.753 |
4.779 |
| PP |
4.748 |
4.771 |
| S1 |
4.744 |
4.764 |
|