NYMEX Natural Gas Future September 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 |
5.510 |
5.327 |
-0.183 |
-3.3% |
5.393 |
High |
5.510 |
5.421 |
-0.089 |
-1.6% |
5.712 |
Low |
5.405 |
5.280 |
-0.125 |
-2.3% |
5.274 |
Close |
5.417 |
5.327 |
-0.090 |
-1.7% |
5.655 |
Range |
0.105 |
0.141 |
0.036 |
34.3% |
0.438 |
ATR |
0.183 |
0.180 |
-0.003 |
-1.6% |
0.000 |
Volume |
437 |
1,207 |
770 |
176.2% |
3,778 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.766 |
5.687 |
5.405 |
|
R3 |
5.625 |
5.546 |
5.366 |
|
R2 |
5.484 |
5.484 |
5.353 |
|
R1 |
5.405 |
5.405 |
5.340 |
5.398 |
PP |
5.343 |
5.343 |
5.343 |
5.339 |
S1 |
5.264 |
5.264 |
5.314 |
5.257 |
S2 |
5.202 |
5.202 |
5.301 |
|
S3 |
5.061 |
5.123 |
5.288 |
|
S4 |
4.920 |
4.982 |
5.249 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.861 |
6.696 |
5.896 |
|
R3 |
6.423 |
6.258 |
5.775 |
|
R2 |
5.985 |
5.985 |
5.735 |
|
R1 |
5.820 |
5.820 |
5.695 |
5.903 |
PP |
5.547 |
5.547 |
5.547 |
5.588 |
S1 |
5.382 |
5.382 |
5.615 |
5.465 |
S2 |
5.109 |
5.109 |
5.575 |
|
S3 |
4.671 |
4.944 |
5.535 |
|
S4 |
4.233 |
4.506 |
5.414 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.020 |
2.618 |
5.790 |
1.618 |
5.649 |
1.000 |
5.562 |
0.618 |
5.508 |
HIGH |
5.421 |
0.618 |
5.367 |
0.500 |
5.351 |
0.382 |
5.334 |
LOW |
5.280 |
0.618 |
5.193 |
1.000 |
5.139 |
1.618 |
5.052 |
2.618 |
4.911 |
4.250 |
4.681 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.351 |
5.496 |
PP |
5.343 |
5.440 |
S1 |
5.335 |
5.383 |
|