NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.516 |
5.185 |
-0.331 |
-6.0% |
5.250 |
| High |
5.520 |
5.283 |
-0.237 |
-4.3% |
5.571 |
| Low |
5.261 |
5.126 |
-0.135 |
-2.6% |
5.120 |
| Close |
5.282 |
5.185 |
-0.097 |
-1.8% |
5.524 |
| Range |
0.259 |
0.157 |
-0.102 |
-39.4% |
0.451 |
| ATR |
0.192 |
0.189 |
-0.002 |
-1.3% |
0.000 |
| Volume |
1,211 |
1,931 |
720 |
59.5% |
6,750 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.669 |
5.584 |
5.271 |
|
| R3 |
5.512 |
5.427 |
5.228 |
|
| R2 |
5.355 |
5.355 |
5.214 |
|
| R1 |
5.270 |
5.270 |
5.199 |
5.264 |
| PP |
5.198 |
5.198 |
5.198 |
5.195 |
| S1 |
5.113 |
5.113 |
5.171 |
5.107 |
| S2 |
5.041 |
5.041 |
5.156 |
|
| S3 |
4.884 |
4.956 |
5.142 |
|
| S4 |
4.727 |
4.799 |
5.099 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.758 |
6.592 |
5.772 |
|
| R3 |
6.307 |
6.141 |
5.648 |
|
| R2 |
5.856 |
5.856 |
5.607 |
|
| R1 |
5.690 |
5.690 |
5.565 |
5.773 |
| PP |
5.405 |
5.405 |
5.405 |
5.447 |
| S1 |
5.239 |
5.239 |
5.483 |
5.322 |
| S2 |
4.954 |
4.954 |
5.441 |
|
| S3 |
4.503 |
4.788 |
5.400 |
|
| S4 |
4.052 |
4.337 |
5.276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.950 |
|
2.618 |
5.694 |
|
1.618 |
5.537 |
|
1.000 |
5.440 |
|
0.618 |
5.380 |
|
HIGH |
5.283 |
|
0.618 |
5.223 |
|
0.500 |
5.205 |
|
0.382 |
5.186 |
|
LOW |
5.126 |
|
0.618 |
5.029 |
|
1.000 |
4.969 |
|
1.618 |
4.872 |
|
2.618 |
4.715 |
|
4.250 |
4.459 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.205 |
5.349 |
| PP |
5.198 |
5.294 |
| S1 |
5.192 |
5.240 |
|