NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.877 |
5.783 |
-0.094 |
-1.6% |
5.591 |
High |
5.877 |
5.952 |
0.075 |
1.3% |
6.026 |
Low |
5.674 |
5.760 |
0.086 |
1.5% |
5.515 |
Close |
5.852 |
5.948 |
0.096 |
1.6% |
5.925 |
Range |
0.203 |
0.192 |
-0.011 |
-5.4% |
0.511 |
ATR |
0.205 |
0.204 |
-0.001 |
-0.4% |
0.000 |
Volume |
2,652 |
2,802 |
150 |
5.7% |
13,353 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.463 |
6.397 |
6.054 |
|
R3 |
6.271 |
6.205 |
6.001 |
|
R2 |
6.079 |
6.079 |
5.983 |
|
R1 |
6.013 |
6.013 |
5.966 |
6.046 |
PP |
5.887 |
5.887 |
5.887 |
5.903 |
S1 |
5.821 |
5.821 |
5.930 |
5.854 |
S2 |
5.695 |
5.695 |
5.913 |
|
S3 |
5.503 |
5.629 |
5.895 |
|
S4 |
5.311 |
5.437 |
5.842 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.355 |
7.151 |
6.206 |
|
R3 |
6.844 |
6.640 |
6.066 |
|
R2 |
6.333 |
6.333 |
6.019 |
|
R1 |
6.129 |
6.129 |
5.972 |
6.231 |
PP |
5.822 |
5.822 |
5.822 |
5.873 |
S1 |
5.618 |
5.618 |
5.878 |
5.720 |
S2 |
5.311 |
5.311 |
5.831 |
|
S3 |
4.800 |
5.107 |
5.784 |
|
S4 |
4.289 |
4.596 |
5.644 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.768 |
2.618 |
6.455 |
1.618 |
6.263 |
1.000 |
6.144 |
0.618 |
6.071 |
HIGH |
5.952 |
0.618 |
5.879 |
0.500 |
5.856 |
0.382 |
5.833 |
LOW |
5.760 |
0.618 |
5.641 |
1.000 |
5.568 |
1.618 |
5.449 |
2.618 |
5.257 |
4.250 |
4.944 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.917 |
5.919 |
PP |
5.887 |
5.891 |
S1 |
5.856 |
5.862 |
|