NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.246 |
5.244 |
-0.002 |
0.0% |
5.305 |
High |
5.315 |
5.353 |
0.038 |
0.7% |
5.347 |
Low |
5.178 |
5.072 |
-0.106 |
-2.0% |
4.656 |
Close |
5.272 |
5.093 |
-0.179 |
-3.4% |
4.817 |
Range |
0.137 |
0.281 |
0.144 |
105.1% |
0.691 |
ATR |
0.212 |
0.217 |
0.005 |
2.3% |
0.000 |
Volume |
7,544 |
7,598 |
54 |
0.7% |
24,715 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.016 |
5.835 |
5.248 |
|
R3 |
5.735 |
5.554 |
5.170 |
|
R2 |
5.454 |
5.454 |
5.145 |
|
R1 |
5.273 |
5.273 |
5.119 |
5.223 |
PP |
5.173 |
5.173 |
5.173 |
5.148 |
S1 |
4.992 |
4.992 |
5.067 |
4.942 |
S2 |
4.892 |
4.892 |
5.041 |
|
S3 |
4.611 |
4.711 |
5.016 |
|
S4 |
4.330 |
4.430 |
4.938 |
|
|
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 |
5.353 |
4.656 |
0.697 |
13.7% |
0.224 |
4.4% |
63% |
True |
False |
6,361 |
10 |
5.406 |
4.656 |
0.750 |
14.7% |
0.257 |
5.0% |
58% |
False |
False |
5,402 |
20 |
5.406 |
4.656 |
0.750 |
14.7% |
0.207 |
4.1% |
58% |
False |
False |
4,313 |
40 |
6.200 |
4.656 |
1.544 |
30.3% |
0.187 |
3.7% |
28% |
False |
False |
3,860 |
60 |
6.200 |
4.656 |
1.544 |
30.3% |
0.177 |
3.5% |
28% |
False |
False |
3,257 |
80 |
6.200 |
4.656 |
1.544 |
30.3% |
0.164 |
3.2% |
28% |
False |
False |
2,662 |
100 |
6.200 |
4.656 |
1.544 |
30.3% |
0.153 |
3.0% |
28% |
False |
False |
2,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.547 |
2.618 |
6.089 |
1.618 |
5.808 |
1.000 |
5.634 |
0.618 |
5.527 |
HIGH |
5.353 |
0.618 |
5.246 |
0.500 |
5.213 |
0.382 |
5.179 |
LOW |
5.072 |
0.618 |
4.898 |
1.000 |
4.791 |
1.618 |
4.617 |
2.618 |
4.336 |
4.250 |
3.878 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.213 |
5.103 |
PP |
5.173 |
5.100 |
S1 |
5.133 |
5.096 |
|