NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.493 |
5.461 |
-0.032 |
-0.6% |
5.505 |
| High |
5.530 |
5.543 |
0.013 |
0.2% |
5.505 |
| Low |
5.427 |
5.322 |
-0.105 |
-1.9% |
4.920 |
| Close |
5.493 |
5.323 |
-0.170 |
-3.1% |
5.073 |
| Range |
0.103 |
0.221 |
0.118 |
114.6% |
0.585 |
| ATR |
0.201 |
0.203 |
0.001 |
0.7% |
0.000 |
| Volume |
4,284 |
2,151 |
-2,133 |
-49.8% |
9,759 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.059 |
5.912 |
5.445 |
|
| R3 |
5.838 |
5.691 |
5.384 |
|
| R2 |
5.617 |
5.617 |
5.364 |
|
| R1 |
5.470 |
5.470 |
5.343 |
5.433 |
| PP |
5.396 |
5.396 |
5.396 |
5.378 |
| S1 |
5.249 |
5.249 |
5.303 |
5.212 |
| S2 |
5.175 |
5.175 |
5.282 |
|
| S3 |
4.954 |
5.028 |
5.262 |
|
| S4 |
4.733 |
4.807 |
5.201 |
|
|
| 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 |
6.482 |
|
2.618 |
6.122 |
|
1.618 |
5.901 |
|
1.000 |
5.764 |
|
0.618 |
5.680 |
|
HIGH |
5.543 |
|
0.618 |
5.459 |
|
0.500 |
5.433 |
|
0.382 |
5.406 |
|
LOW |
5.322 |
|
0.618 |
5.185 |
|
1.000 |
5.101 |
|
1.618 |
4.964 |
|
2.618 |
4.743 |
|
4.250 |
4.383 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.433 |
5.323 |
| PP |
5.396 |
5.323 |
| S1 |
5.360 |
5.323 |
|