NYMEX Natural Gas Future July 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 |
5.042 |
5.416 |
0.374 |
7.4% |
5.516 |
| High |
5.344 |
5.463 |
0.119 |
2.2% |
5.520 |
| Low |
5.021 |
5.348 |
0.327 |
6.5% |
4.848 |
| Close |
5.342 |
5.416 |
0.074 |
1.4% |
4.991 |
| Range |
0.323 |
0.115 |
-0.208 |
-64.4% |
0.672 |
| ATR |
0.199 |
0.194 |
-0.006 |
-2.8% |
0.000 |
| Volume |
2,531 |
2,537 |
6 |
0.2% |
10,075 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.754 |
5.700 |
5.479 |
|
| R3 |
5.639 |
5.585 |
5.448 |
|
| R2 |
5.524 |
5.524 |
5.437 |
|
| R1 |
5.470 |
5.470 |
5.427 |
5.474 |
| PP |
5.409 |
5.409 |
5.409 |
5.411 |
| S1 |
5.355 |
5.355 |
5.405 |
5.359 |
| S2 |
5.294 |
5.294 |
5.395 |
|
| S3 |
5.179 |
5.240 |
5.384 |
|
| S4 |
5.064 |
5.125 |
5.353 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.136 |
6.735 |
5.361 |
|
| R3 |
6.464 |
6.063 |
5.176 |
|
| R2 |
5.792 |
5.792 |
5.114 |
|
| R1 |
5.391 |
5.391 |
5.053 |
5.256 |
| PP |
5.120 |
5.120 |
5.120 |
5.052 |
| S1 |
4.719 |
4.719 |
4.929 |
4.584 |
| S2 |
4.448 |
4.448 |
4.868 |
|
| S3 |
3.776 |
4.047 |
4.806 |
|
| S4 |
3.104 |
3.375 |
4.621 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.952 |
|
2.618 |
5.764 |
|
1.618 |
5.649 |
|
1.000 |
5.578 |
|
0.618 |
5.534 |
|
HIGH |
5.463 |
|
0.618 |
5.419 |
|
0.500 |
5.406 |
|
0.382 |
5.392 |
|
LOW |
5.348 |
|
0.618 |
5.277 |
|
1.000 |
5.233 |
|
1.618 |
5.162 |
|
2.618 |
5.047 |
|
4.250 |
4.859 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.413 |
5.343 |
| PP |
5.409 |
5.269 |
| S1 |
5.406 |
5.196 |
|