NYMEX Natural Gas Future August 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 |
5.420 |
5.493 |
0.073 |
1.3% |
5.505 |
| High |
5.418 |
5.530 |
0.112 |
2.1% |
5.505 |
| Low |
5.103 |
5.427 |
0.324 |
6.3% |
4.920 |
| Close |
5.420 |
5.493 |
0.073 |
1.3% |
5.073 |
| Range |
0.315 |
0.103 |
-0.212 |
-67.3% |
0.585 |
| ATR |
0.000 |
0.201 |
0.201 |
|
0.000 |
| Volume |
1,574 |
4,284 |
2,710 |
172.2% |
9,759 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.792 |
5.746 |
5.550 |
|
| R3 |
5.689 |
5.643 |
5.521 |
|
| R2 |
5.586 |
5.586 |
5.512 |
|
| R1 |
5.540 |
5.540 |
5.502 |
5.545 |
| PP |
5.483 |
5.483 |
5.483 |
5.486 |
| S1 |
5.437 |
5.437 |
5.484 |
5.442 |
| S2 |
5.380 |
5.380 |
5.474 |
|
| S3 |
5.277 |
5.334 |
5.465 |
|
| S4 |
5.174 |
5.231 |
5.436 |
|
|
| 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 |
5.968 |
|
2.618 |
5.800 |
|
1.618 |
5.697 |
|
1.000 |
5.633 |
|
0.618 |
5.594 |
|
HIGH |
5.530 |
|
0.618 |
5.491 |
|
0.500 |
5.479 |
|
0.382 |
5.466 |
|
LOW |
5.427 |
|
0.618 |
5.363 |
|
1.000 |
5.324 |
|
1.618 |
5.260 |
|
2.618 |
5.157 |
|
4.250 |
4.989 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.488 |
5.417 |
| PP |
5.483 |
5.341 |
| S1 |
5.479 |
5.265 |
|