NYMEX Natural Gas Future August 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 |
5.045 |
5.000 |
-0.045 |
-0.9% |
5.505 |
| High |
5.046 |
5.112 |
0.066 |
1.3% |
5.505 |
| Low |
4.920 |
5.000 |
0.080 |
1.6% |
4.920 |
| Close |
4.961 |
5.073 |
0.112 |
2.3% |
5.073 |
| Range |
0.126 |
0.112 |
-0.014 |
-11.1% |
0.585 |
| ATR |
|
|
|
|
|
| Volume |
2,029 |
3,242 |
1,213 |
59.8% |
9,759 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.398 |
5.347 |
5.135 |
|
| R3 |
5.286 |
5.235 |
5.104 |
|
| R2 |
5.174 |
5.174 |
5.094 |
|
| R1 |
5.123 |
5.123 |
5.083 |
5.149 |
| PP |
5.062 |
5.062 |
5.062 |
5.074 |
| S1 |
5.011 |
5.011 |
5.063 |
5.037 |
| S2 |
4.950 |
4.950 |
5.052 |
|
| S3 |
4.838 |
4.899 |
5.042 |
|
| S4 |
4.726 |
4.787 |
5.011 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.921 |
6.582 |
5.395 |
|
| R3 |
6.336 |
5.997 |
5.234 |
|
| R2 |
5.751 |
5.751 |
5.180 |
|
| R1 |
5.412 |
5.412 |
5.127 |
5.289 |
| PP |
5.166 |
5.166 |
5.166 |
5.105 |
| S1 |
4.827 |
4.827 |
5.019 |
4.704 |
| S2 |
4.581 |
4.581 |
4.966 |
|
| S3 |
3.996 |
4.242 |
4.912 |
|
| S4 |
3.411 |
3.657 |
4.751 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.588 |
|
2.618 |
5.405 |
|
1.618 |
5.293 |
|
1.000 |
5.224 |
|
0.618 |
5.181 |
|
HIGH |
5.112 |
|
0.618 |
5.069 |
|
0.500 |
5.056 |
|
0.382 |
5.043 |
|
LOW |
5.000 |
|
0.618 |
4.931 |
|
1.000 |
4.888 |
|
1.618 |
4.819 |
|
2.618 |
4.707 |
|
4.250 |
4.524 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.067 |
5.095 |
| PP |
5.062 |
5.087 |
| S1 |
5.056 |
5.080 |
|