NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4.836 |
4.690 |
-0.146 |
-3.0% |
4.920 |
High |
4.921 |
4.723 |
-0.198 |
-4.0% |
5.370 |
Low |
4.647 |
4.550 |
-0.097 |
-2.1% |
4.819 |
Close |
4.666 |
4.586 |
-0.080 |
-1.7% |
5.290 |
Range |
0.274 |
0.173 |
-0.101 |
-36.9% |
0.551 |
ATR |
0.237 |
0.232 |
-0.005 |
-1.9% |
0.000 |
Volume |
19,574 |
21,141 |
1,567 |
8.0% |
60,209 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.139 |
5.035 |
4.681 |
|
R3 |
4.966 |
4.862 |
4.634 |
|
R2 |
4.793 |
4.793 |
4.618 |
|
R1 |
4.689 |
4.689 |
4.602 |
4.655 |
PP |
4.620 |
4.620 |
4.620 |
4.602 |
S1 |
4.516 |
4.516 |
4.570 |
4.482 |
S2 |
4.447 |
4.447 |
4.554 |
|
S3 |
4.274 |
4.343 |
4.538 |
|
S4 |
4.101 |
4.170 |
4.491 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.813 |
6.602 |
5.593 |
|
R3 |
6.262 |
6.051 |
5.442 |
|
R2 |
5.711 |
5.711 |
5.391 |
|
R1 |
5.500 |
5.500 |
5.341 |
5.606 |
PP |
5.160 |
5.160 |
5.160 |
5.212 |
S1 |
4.949 |
4.949 |
5.239 |
5.055 |
S2 |
4.609 |
4.609 |
5.189 |
|
S3 |
4.058 |
4.398 |
5.138 |
|
S4 |
3.507 |
3.847 |
4.987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.370 |
4.550 |
0.820 |
17.9% |
0.285 |
6.2% |
4% |
False |
True |
18,810 |
10 |
5.370 |
4.550 |
0.820 |
17.9% |
0.254 |
5.5% |
4% |
False |
True |
15,953 |
20 |
5.370 |
4.550 |
0.820 |
17.9% |
0.220 |
4.8% |
4% |
False |
True |
14,529 |
40 |
6.242 |
4.550 |
1.692 |
36.9% |
0.217 |
4.7% |
2% |
False |
True |
11,471 |
60 |
6.242 |
4.550 |
1.692 |
36.9% |
0.220 |
4.8% |
2% |
False |
True |
9,891 |
80 |
6.242 |
4.550 |
1.692 |
36.9% |
0.195 |
4.2% |
2% |
False |
True |
8,337 |
100 |
6.242 |
4.550 |
1.692 |
36.9% |
0.189 |
4.1% |
2% |
False |
True |
7,283 |
120 |
6.329 |
4.550 |
1.779 |
38.8% |
0.177 |
3.9% |
2% |
False |
True |
6,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.458 |
2.618 |
5.176 |
1.618 |
5.003 |
1.000 |
4.896 |
0.618 |
4.830 |
HIGH |
4.723 |
0.618 |
4.657 |
0.500 |
4.637 |
0.382 |
4.616 |
LOW |
4.550 |
0.618 |
4.443 |
1.000 |
4.377 |
1.618 |
4.270 |
2.618 |
4.097 |
4.250 |
3.815 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4.637 |
4.784 |
PP |
4.620 |
4.718 |
S1 |
4.603 |
4.652 |
|