NYMEX Natural Gas Future August 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 |
5.064 |
5.045 |
-0.019 |
-0.4% |
5.320 |
| High |
5.269 |
5.046 |
-0.223 |
-4.2% |
5.658 |
| Low |
5.051 |
4.920 |
-0.131 |
-2.6% |
5.207 |
| Close |
5.064 |
4.961 |
-0.103 |
-2.0% |
5.602 |
| Range |
0.218 |
0.126 |
-0.092 |
-42.2% |
0.451 |
| ATR |
|
|
|
|
|
| Volume |
2,167 |
2,029 |
-138 |
-6.4% |
5,629 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.354 |
5.283 |
5.030 |
|
| R3 |
5.228 |
5.157 |
4.996 |
|
| R2 |
5.102 |
5.102 |
4.984 |
|
| R1 |
5.031 |
5.031 |
4.973 |
5.004 |
| PP |
4.976 |
4.976 |
4.976 |
4.962 |
| S1 |
4.905 |
4.905 |
4.949 |
4.878 |
| S2 |
4.850 |
4.850 |
4.938 |
|
| S3 |
4.724 |
4.779 |
4.926 |
|
| S4 |
4.598 |
4.653 |
4.892 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.842 |
6.673 |
5.850 |
|
| R3 |
6.391 |
6.222 |
5.726 |
|
| R2 |
5.940 |
5.940 |
5.685 |
|
| R1 |
5.771 |
5.771 |
5.643 |
5.856 |
| PP |
5.489 |
5.489 |
5.489 |
5.531 |
| S1 |
5.320 |
5.320 |
5.561 |
5.405 |
| S2 |
5.038 |
5.038 |
5.519 |
|
| S3 |
4.587 |
4.869 |
5.478 |
|
| S4 |
4.136 |
4.418 |
5.354 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.582 |
|
2.618 |
5.376 |
|
1.618 |
5.250 |
|
1.000 |
5.172 |
|
0.618 |
5.124 |
|
HIGH |
5.046 |
|
0.618 |
4.998 |
|
0.500 |
4.983 |
|
0.382 |
4.968 |
|
LOW |
4.920 |
|
0.618 |
4.842 |
|
1.000 |
4.794 |
|
1.618 |
4.716 |
|
2.618 |
4.590 |
|
4.250 |
4.385 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.983 |
5.142 |
| PP |
4.976 |
5.081 |
| S1 |
4.968 |
5.021 |
|