NYMEX Natural Gas Future May 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 |
4.790 |
4.682 |
-0.108 |
-2.3% |
5.305 |
High |
4.829 |
4.872 |
0.043 |
0.9% |
5.347 |
Low |
4.656 |
4.682 |
0.026 |
0.6% |
4.656 |
Close |
4.693 |
4.817 |
0.124 |
2.6% |
4.817 |
Range |
0.173 |
0.190 |
0.017 |
9.8% |
0.691 |
ATR |
0.206 |
0.205 |
-0.001 |
-0.6% |
0.000 |
Volume |
6,152 |
5,509 |
-643 |
-10.5% |
24,715 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.360 |
5.279 |
4.922 |
|
R3 |
5.170 |
5.089 |
4.869 |
|
R2 |
4.980 |
4.980 |
4.852 |
|
R1 |
4.899 |
4.899 |
4.834 |
4.940 |
PP |
4.790 |
4.790 |
4.790 |
4.811 |
S1 |
4.709 |
4.709 |
4.800 |
4.750 |
S2 |
4.600 |
4.600 |
4.782 |
|
S3 |
4.410 |
4.519 |
4.765 |
|
S4 |
4.220 |
4.329 |
4.713 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.013 |
6.606 |
5.197 |
|
R3 |
6.322 |
5.915 |
5.007 |
|
R2 |
5.631 |
5.631 |
4.944 |
|
R1 |
5.224 |
5.224 |
4.880 |
5.082 |
PP |
4.940 |
4.940 |
4.940 |
4.869 |
S1 |
4.533 |
4.533 |
4.754 |
4.391 |
S2 |
4.249 |
4.249 |
4.690 |
|
S3 |
3.558 |
3.842 |
4.627 |
|
S4 |
2.867 |
3.151 |
4.437 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.347 |
4.656 |
0.691 |
14.3% |
0.214 |
4.4% |
23% |
False |
False |
4,943 |
10 |
5.406 |
4.656 |
0.750 |
15.6% |
0.232 |
4.8% |
21% |
False |
False |
4,150 |
20 |
5.406 |
4.656 |
0.750 |
15.6% |
0.189 |
3.9% |
21% |
False |
False |
3,908 |
40 |
6.200 |
4.656 |
1.544 |
32.1% |
0.178 |
3.7% |
10% |
False |
False |
3,459 |
60 |
6.200 |
4.656 |
1.544 |
32.1% |
0.176 |
3.7% |
10% |
False |
False |
2,979 |
80 |
6.200 |
4.656 |
1.544 |
32.1% |
0.157 |
3.3% |
10% |
False |
False |
2,433 |
100 |
6.200 |
4.656 |
1.544 |
32.1% |
0.150 |
3.1% |
10% |
False |
False |
2,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.680 |
2.618 |
5.369 |
1.618 |
5.179 |
1.000 |
5.062 |
0.618 |
4.989 |
HIGH |
4.872 |
0.618 |
4.799 |
0.500 |
4.777 |
0.382 |
4.755 |
LOW |
4.682 |
0.618 |
4.565 |
1.000 |
4.492 |
1.618 |
4.375 |
2.618 |
4.185 |
4.250 |
3.875 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4.804 |
4.842 |
PP |
4.790 |
4.834 |
S1 |
4.777 |
4.825 |
|