NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 02-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4.914 |
4.792 |
-0.122 |
-2.5% |
4.925 |
High |
4.980 |
4.873 |
-0.107 |
-2.1% |
5.351 |
Low |
4.756 |
4.600 |
-0.156 |
-3.3% |
4.769 |
Close |
4.845 |
4.621 |
-0.224 |
-4.6% |
5.261 |
Range |
0.224 |
0.273 |
0.049 |
21.9% |
0.582 |
ATR |
0.244 |
0.246 |
0.002 |
0.9% |
0.000 |
Volume |
27,566 |
32,958 |
5,392 |
19.6% |
80,464 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.517 |
5.342 |
4.771 |
|
R3 |
5.244 |
5.069 |
4.696 |
|
R2 |
4.971 |
4.971 |
4.671 |
|
R1 |
4.796 |
4.796 |
4.646 |
4.747 |
PP |
4.698 |
4.698 |
4.698 |
4.674 |
S1 |
4.523 |
4.523 |
4.596 |
4.474 |
S2 |
4.425 |
4.425 |
4.571 |
|
S3 |
4.152 |
4.250 |
4.546 |
|
S4 |
3.879 |
3.977 |
4.471 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.873 |
6.649 |
5.581 |
|
R3 |
6.291 |
6.067 |
5.421 |
|
R2 |
5.709 |
5.709 |
5.368 |
|
R1 |
5.485 |
5.485 |
5.314 |
5.597 |
PP |
5.127 |
5.127 |
5.127 |
5.183 |
S1 |
4.903 |
4.903 |
5.208 |
5.015 |
S2 |
4.545 |
4.545 |
5.154 |
|
S3 |
3.963 |
4.321 |
5.101 |
|
S4 |
3.381 |
3.739 |
4.941 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.351 |
4.600 |
0.751 |
16.3% |
0.341 |
7.4% |
3% |
False |
True |
24,416 |
10 |
5.351 |
4.600 |
0.751 |
16.3% |
0.278 |
6.0% |
3% |
False |
True |
20,514 |
20 |
5.351 |
4.600 |
0.751 |
16.3% |
0.233 |
5.0% |
3% |
False |
True |
17,879 |
40 |
6.300 |
4.600 |
1.700 |
36.8% |
0.223 |
4.8% |
1% |
False |
True |
12,670 |
60 |
6.300 |
4.600 |
1.700 |
36.8% |
0.227 |
4.9% |
1% |
False |
True |
9,680 |
80 |
6.300 |
4.600 |
1.700 |
36.8% |
0.199 |
4.3% |
1% |
False |
True |
7,771 |
100 |
6.300 |
4.600 |
1.700 |
36.8% |
0.192 |
4.2% |
1% |
False |
True |
6,502 |
120 |
6.487 |
4.600 |
1.887 |
40.8% |
0.179 |
3.9% |
1% |
False |
True |
5,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.033 |
2.618 |
5.588 |
1.618 |
5.315 |
1.000 |
5.146 |
0.618 |
5.042 |
HIGH |
4.873 |
0.618 |
4.769 |
0.500 |
4.737 |
0.382 |
4.704 |
LOW |
4.600 |
0.618 |
4.431 |
1.000 |
4.327 |
1.618 |
4.158 |
2.618 |
3.885 |
4.250 |
3.440 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4.737 |
4.931 |
PP |
4.698 |
4.827 |
S1 |
4.660 |
4.724 |
|