NYMEX Natural Gas Future May 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 |
5.305 |
5.036 |
-0.269 |
-5.1% |
5.064 |
High |
5.347 |
5.103 |
-0.244 |
-4.6% |
5.406 |
Low |
5.078 |
4.928 |
-0.150 |
-3.0% |
4.924 |
Close |
5.094 |
4.998 |
-0.096 |
-1.9% |
5.356 |
Range |
0.269 |
0.175 |
-0.094 |
-34.9% |
0.482 |
ATR |
0.207 |
0.205 |
-0.002 |
-1.1% |
0.000 |
Volume |
3,088 |
4,404 |
1,316 |
42.6% |
14,163 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.535 |
5.441 |
5.094 |
|
R3 |
5.360 |
5.266 |
5.046 |
|
R2 |
5.185 |
5.185 |
5.030 |
|
R1 |
5.091 |
5.091 |
5.014 |
5.051 |
PP |
5.010 |
5.010 |
5.010 |
4.989 |
S1 |
4.916 |
4.916 |
4.982 |
4.876 |
S2 |
4.835 |
4.835 |
4.966 |
|
S3 |
4.660 |
4.741 |
4.950 |
|
S4 |
4.485 |
4.566 |
4.902 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.675 |
6.497 |
5.621 |
|
R3 |
6.193 |
6.015 |
5.489 |
|
R2 |
5.711 |
5.711 |
5.444 |
|
R1 |
5.533 |
5.533 |
5.400 |
5.622 |
PP |
5.229 |
5.229 |
5.229 |
5.273 |
S1 |
5.051 |
5.051 |
5.312 |
5.140 |
S2 |
4.747 |
4.747 |
5.268 |
|
S3 |
4.265 |
4.569 |
5.223 |
|
S4 |
3.783 |
4.087 |
5.091 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.406 |
4.924 |
0.482 |
9.6% |
0.270 |
5.4% |
15% |
False |
False |
3,819 |
10 |
5.406 |
4.805 |
0.601 |
12.0% |
0.221 |
4.4% |
32% |
False |
False |
3,452 |
20 |
5.406 |
4.805 |
0.601 |
12.0% |
0.181 |
3.6% |
32% |
False |
False |
3,780 |
40 |
6.200 |
4.805 |
1.395 |
27.9% |
0.174 |
3.5% |
14% |
False |
False |
3,235 |
60 |
6.200 |
4.805 |
1.395 |
27.9% |
0.175 |
3.5% |
14% |
False |
False |
2,735 |
80 |
6.200 |
4.805 |
1.395 |
27.9% |
0.152 |
3.0% |
14% |
False |
False |
2,234 |
100 |
6.200 |
4.805 |
1.395 |
27.9% |
0.147 |
2.9% |
14% |
False |
False |
1,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.847 |
2.618 |
5.561 |
1.618 |
5.386 |
1.000 |
5.278 |
0.618 |
5.211 |
HIGH |
5.103 |
0.618 |
5.036 |
0.500 |
5.016 |
0.382 |
4.995 |
LOW |
4.928 |
0.618 |
4.820 |
1.000 |
4.753 |
1.618 |
4.645 |
2.618 |
4.470 |
4.250 |
4.184 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.016 |
5.167 |
PP |
5.010 |
5.111 |
S1 |
5.004 |
5.054 |
|