NYMEX Natural Gas Future February 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 |
4.638 |
4.536 |
-0.102 |
-2.2% |
5.261 |
High |
4.687 |
4.750 |
0.063 |
1.3% |
5.261 |
Low |
4.520 |
4.533 |
0.013 |
0.3% |
4.520 |
Close |
4.548 |
4.672 |
0.124 |
2.7% |
4.672 |
Range |
0.167 |
0.217 |
0.050 |
29.9% |
0.741 |
ATR |
0.240 |
0.238 |
-0.002 |
-0.7% |
0.000 |
Volume |
31,129 |
23,283 |
-7,846 |
-25.2% |
129,445 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.303 |
5.204 |
4.791 |
|
R3 |
5.086 |
4.987 |
4.732 |
|
R2 |
4.869 |
4.869 |
4.712 |
|
R1 |
4.770 |
4.770 |
4.692 |
4.820 |
PP |
4.652 |
4.652 |
4.652 |
4.676 |
S1 |
4.553 |
4.553 |
4.652 |
4.603 |
S2 |
4.435 |
4.435 |
4.632 |
|
S3 |
4.218 |
4.336 |
4.612 |
|
S4 |
4.001 |
4.119 |
4.553 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.041 |
6.597 |
5.080 |
|
R3 |
6.300 |
5.856 |
4.876 |
|
R2 |
5.559 |
5.559 |
4.808 |
|
R1 |
5.115 |
5.115 |
4.740 |
4.967 |
PP |
4.818 |
4.818 |
4.818 |
4.743 |
S1 |
4.374 |
4.374 |
4.604 |
4.226 |
S2 |
4.077 |
4.077 |
4.536 |
|
S3 |
3.336 |
3.633 |
4.468 |
|
S4 |
2.595 |
2.892 |
4.264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.261 |
4.520 |
0.741 |
15.9% |
0.245 |
5.2% |
21% |
False |
False |
25,889 |
10 |
5.351 |
4.520 |
0.831 |
17.8% |
0.268 |
5.7% |
18% |
False |
False |
22,603 |
20 |
5.351 |
4.520 |
0.831 |
17.8% |
0.231 |
5.0% |
18% |
False |
False |
19,456 |
40 |
6.300 |
4.520 |
1.780 |
38.1% |
0.226 |
4.8% |
9% |
False |
False |
13,673 |
60 |
6.300 |
4.520 |
1.780 |
38.1% |
0.225 |
4.8% |
9% |
False |
False |
10,521 |
80 |
6.300 |
4.520 |
1.780 |
38.1% |
0.201 |
4.3% |
9% |
False |
False |
8,422 |
100 |
6.300 |
4.520 |
1.780 |
38.1% |
0.193 |
4.1% |
9% |
False |
False |
7,031 |
120 |
6.400 |
4.520 |
1.880 |
40.2% |
0.179 |
3.8% |
8% |
False |
False |
6,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.672 |
2.618 |
5.318 |
1.618 |
5.101 |
1.000 |
4.967 |
0.618 |
4.884 |
HIGH |
4.750 |
0.618 |
4.667 |
0.500 |
4.642 |
0.382 |
4.616 |
LOW |
4.533 |
0.618 |
4.399 |
1.000 |
4.316 |
1.618 |
4.182 |
2.618 |
3.965 |
4.250 |
3.611 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4.662 |
4.697 |
PP |
4.652 |
4.688 |
S1 |
4.642 |
4.680 |
|