NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.064 |
5.045 |
-0.019 |
-0.4% |
5.320 |
High |
5.269 |
5.046 |
-0.223 |
-4.2% |
5.658 |
Low |
5.051 |
4.920 |
-0.131 |
-2.6% |
5.207 |
Close |
5.064 |
4.961 |
-0.103 |
-2.0% |
5.602 |
Range |
0.218 |
0.126 |
-0.092 |
-42.2% |
0.451 |
ATR |
|
|
|
|
|
Volume |
2,167 |
2,029 |
-138 |
-6.4% |
5,629 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.354 |
5.283 |
5.030 |
|
R3 |
5.228 |
5.157 |
4.996 |
|
R2 |
5.102 |
5.102 |
4.984 |
|
R1 |
5.031 |
5.031 |
4.973 |
5.004 |
PP |
4.976 |
4.976 |
4.976 |
4.962 |
S1 |
4.905 |
4.905 |
4.949 |
4.878 |
S2 |
4.850 |
4.850 |
4.938 |
|
S3 |
4.724 |
4.779 |
4.926 |
|
S4 |
4.598 |
4.653 |
4.892 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.842 |
6.673 |
5.850 |
|
R3 |
6.391 |
6.222 |
5.726 |
|
R2 |
5.940 |
5.940 |
5.685 |
|
R1 |
5.771 |
5.771 |
5.643 |
5.856 |
PP |
5.489 |
5.489 |
5.489 |
5.531 |
S1 |
5.320 |
5.320 |
5.561 |
5.405 |
S2 |
5.038 |
5.038 |
5.519 |
|
S3 |
4.587 |
4.869 |
5.478 |
|
S4 |
4.136 |
4.418 |
5.354 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.582 |
2.618 |
5.376 |
1.618 |
5.250 |
1.000 |
5.172 |
0.618 |
5.124 |
HIGH |
5.046 |
0.618 |
4.998 |
0.500 |
4.983 |
0.382 |
4.968 |
LOW |
4.920 |
0.618 |
4.842 |
1.000 |
4.794 |
1.618 |
4.716 |
2.618 |
4.590 |
4.250 |
4.385 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4.983 |
5.142 |
PP |
4.976 |
5.081 |
S1 |
4.968 |
5.021 |
|