NYMEX Natural Gas Future April 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 |
5.010 |
4.716 |
-0.294 |
-5.9% |
4.991 |
High |
5.045 |
4.962 |
-0.083 |
-1.6% |
5.389 |
Low |
4.858 |
4.700 |
-0.158 |
-3.3% |
4.857 |
Close |
4.932 |
4.716 |
-0.216 |
-4.4% |
5.308 |
Range |
0.187 |
0.262 |
0.075 |
40.1% |
0.532 |
ATR |
0.220 |
0.223 |
0.003 |
1.4% |
0.000 |
Volume |
14,018 |
13,057 |
-961 |
-6.9% |
49,201 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.579 |
5.409 |
4.860 |
|
R3 |
5.317 |
5.147 |
4.788 |
|
R2 |
5.055 |
5.055 |
4.764 |
|
R1 |
4.885 |
4.885 |
4.740 |
4.847 |
PP |
4.793 |
4.793 |
4.793 |
4.774 |
S1 |
4.623 |
4.623 |
4.692 |
4.585 |
S2 |
4.531 |
4.531 |
4.668 |
|
S3 |
4.269 |
4.361 |
4.644 |
|
S4 |
4.007 |
4.099 |
4.572 |
|
|
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 |
4.700 |
0.689 |
14.6% |
0.305 |
6.5% |
2% |
False |
True |
12,743 |
10 |
5.389 |
4.700 |
0.689 |
14.6% |
0.249 |
5.3% |
2% |
False |
True |
11,441 |
20 |
5.389 |
4.700 |
0.689 |
14.6% |
0.205 |
4.4% |
2% |
False |
True |
10,560 |
40 |
6.180 |
4.700 |
1.480 |
31.4% |
0.197 |
4.2% |
1% |
False |
True |
9,268 |
60 |
6.180 |
4.700 |
1.480 |
31.4% |
0.201 |
4.3% |
1% |
False |
True |
8,105 |
80 |
6.180 |
4.700 |
1.480 |
31.4% |
0.178 |
3.8% |
1% |
False |
True |
6,750 |
100 |
6.180 |
4.700 |
1.480 |
31.4% |
0.172 |
3.6% |
1% |
False |
True |
5,866 |
120 |
6.255 |
4.700 |
1.555 |
33.0% |
0.163 |
3.5% |
1% |
False |
True |
5,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.076 |
2.618 |
5.648 |
1.618 |
5.386 |
1.000 |
5.224 |
0.618 |
5.124 |
HIGH |
4.962 |
0.618 |
4.862 |
0.500 |
4.831 |
0.382 |
4.800 |
LOW |
4.700 |
0.618 |
4.538 |
1.000 |
4.438 |
1.618 |
4.276 |
2.618 |
4.014 |
4.250 |
3.587 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4.831 |
4.990 |
PP |
4.793 |
4.899 |
S1 |
4.754 |
4.807 |
|