NYMEX Natural Gas Future May 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 |
4.880 |
5.246 |
0.366 |
7.5% |
5.305 |
| High |
5.192 |
5.315 |
0.123 |
2.4% |
5.347 |
| Low |
4.853 |
5.178 |
0.325 |
6.7% |
4.656 |
| Close |
5.182 |
5.272 |
0.090 |
1.7% |
4.817 |
| Range |
0.339 |
0.137 |
-0.202 |
-59.6% |
0.691 |
| ATR |
0.217 |
0.212 |
-0.006 |
-2.6% |
0.000 |
| Volume |
5,004 |
7,544 |
2,540 |
50.8% |
24,715 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.666 |
5.606 |
5.347 |
|
| R3 |
5.529 |
5.469 |
5.310 |
|
| R2 |
5.392 |
5.392 |
5.297 |
|
| R1 |
5.332 |
5.332 |
5.285 |
5.362 |
| PP |
5.255 |
5.255 |
5.255 |
5.270 |
| S1 |
5.195 |
5.195 |
5.259 |
5.225 |
| S2 |
5.118 |
5.118 |
5.247 |
|
| S3 |
4.981 |
5.058 |
5.234 |
|
| S4 |
4.844 |
4.921 |
5.197 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.013 |
6.606 |
5.197 |
|
| R3 |
6.322 |
5.915 |
5.007 |
|
| R2 |
5.631 |
5.631 |
4.944 |
|
| R1 |
5.224 |
5.224 |
4.880 |
5.082 |
| PP |
4.940 |
4.940 |
4.940 |
4.869 |
| S1 |
4.533 |
4.533 |
4.754 |
4.391 |
| S2 |
4.249 |
4.249 |
4.690 |
|
| S3 |
3.558 |
3.842 |
4.627 |
|
| S4 |
2.867 |
3.151 |
4.437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.315 |
4.656 |
0.659 |
12.5% |
0.220 |
4.2% |
93% |
True |
False |
5,954 |
| 10 |
5.406 |
4.656 |
0.750 |
14.2% |
0.245 |
4.7% |
82% |
False |
False |
4,886 |
| 20 |
5.406 |
4.656 |
0.750 |
14.2% |
0.198 |
3.8% |
82% |
False |
False |
4,211 |
| 40 |
6.200 |
4.656 |
1.544 |
29.3% |
0.184 |
3.5% |
40% |
False |
False |
3,700 |
| 60 |
6.200 |
4.656 |
1.544 |
29.3% |
0.175 |
3.3% |
40% |
False |
False |
3,160 |
| 80 |
6.200 |
4.656 |
1.544 |
29.3% |
0.161 |
3.1% |
40% |
False |
False |
2,574 |
| 100 |
6.200 |
4.656 |
1.544 |
29.3% |
0.152 |
2.9% |
40% |
False |
False |
2,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.897 |
|
2.618 |
5.674 |
|
1.618 |
5.537 |
|
1.000 |
5.452 |
|
0.618 |
5.400 |
|
HIGH |
5.315 |
|
0.618 |
5.263 |
|
0.500 |
5.247 |
|
0.382 |
5.230 |
|
LOW |
5.178 |
|
0.618 |
5.093 |
|
1.000 |
5.041 |
|
1.618 |
4.956 |
|
2.618 |
4.819 |
|
4.250 |
4.596 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.264 |
5.181 |
| PP |
5.255 |
5.090 |
| S1 |
5.247 |
4.999 |
|