NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.280 |
5.010 |
-0.270 |
-5.1% |
4.991 |
High |
5.280 |
5.045 |
-0.235 |
-4.5% |
5.389 |
Low |
5.009 |
4.858 |
-0.151 |
-3.0% |
4.857 |
Close |
5.029 |
4.932 |
-0.097 |
-1.9% |
5.308 |
Range |
0.271 |
0.187 |
-0.084 |
-31.0% |
0.532 |
ATR |
0.222 |
0.220 |
-0.003 |
-1.1% |
0.000 |
Volume |
7,128 |
14,018 |
6,890 |
96.7% |
49,201 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.506 |
5.406 |
5.035 |
|
R3 |
5.319 |
5.219 |
4.983 |
|
R2 |
5.132 |
5.132 |
4.966 |
|
R1 |
5.032 |
5.032 |
4.949 |
4.989 |
PP |
4.945 |
4.945 |
4.945 |
4.923 |
S1 |
4.845 |
4.845 |
4.915 |
4.802 |
S2 |
4.758 |
4.758 |
4.898 |
|
S3 |
4.571 |
4.658 |
4.881 |
|
S4 |
4.384 |
4.471 |
4.829 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.781 |
6.576 |
5.601 |
|
R3 |
6.249 |
6.044 |
5.454 |
|
R2 |
5.717 |
5.717 |
5.406 |
|
R1 |
5.512 |
5.512 |
5.357 |
5.615 |
PP |
5.185 |
5.185 |
5.185 |
5.236 |
S1 |
4.980 |
4.980 |
5.259 |
5.083 |
S2 |
4.653 |
4.653 |
5.210 |
|
S3 |
4.121 |
4.448 |
5.162 |
|
S4 |
3.589 |
3.916 |
5.015 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.389 |
4.857 |
0.532 |
10.8% |
0.288 |
5.8% |
14% |
False |
False |
11,794 |
10 |
5.389 |
4.738 |
0.651 |
13.2% |
0.240 |
4.9% |
30% |
False |
False |
11,136 |
20 |
5.389 |
4.738 |
0.651 |
13.2% |
0.199 |
4.0% |
30% |
False |
False |
10,318 |
40 |
6.180 |
4.738 |
1.442 |
29.2% |
0.196 |
4.0% |
13% |
False |
False |
9,177 |
60 |
6.180 |
4.738 |
1.442 |
29.2% |
0.200 |
4.1% |
13% |
False |
False |
7,982 |
80 |
6.180 |
4.738 |
1.442 |
29.2% |
0.176 |
3.6% |
13% |
False |
False |
6,605 |
100 |
6.180 |
4.738 |
1.442 |
29.2% |
0.170 |
3.4% |
13% |
False |
False |
5,754 |
120 |
6.255 |
4.738 |
1.517 |
30.8% |
0.162 |
3.3% |
13% |
False |
False |
5,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.840 |
2.618 |
5.535 |
1.618 |
5.348 |
1.000 |
5.232 |
0.618 |
5.161 |
HIGH |
5.045 |
0.618 |
4.974 |
0.500 |
4.952 |
0.382 |
4.929 |
LOW |
4.858 |
0.618 |
4.742 |
1.000 |
4.671 |
1.618 |
4.555 |
2.618 |
4.368 |
4.250 |
4.063 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4.952 |
5.124 |
PP |
4.945 |
5.060 |
S1 |
4.939 |
4.996 |
|