NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.783 |
5.845 |
0.062 |
1.1% |
5.591 |
High |
5.952 |
6.014 |
0.062 |
1.0% |
6.026 |
Low |
5.760 |
5.825 |
0.065 |
1.1% |
5.515 |
Close |
5.948 |
5.845 |
-0.103 |
-1.7% |
5.925 |
Range |
0.192 |
0.189 |
-0.003 |
-1.6% |
0.511 |
ATR |
0.204 |
0.203 |
-0.001 |
-0.5% |
0.000 |
Volume |
2,802 |
1,766 |
-1,036 |
-37.0% |
13,353 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.462 |
6.342 |
5.949 |
|
R3 |
6.273 |
6.153 |
5.897 |
|
R2 |
6.084 |
6.084 |
5.880 |
|
R1 |
5.964 |
5.964 |
5.862 |
5.940 |
PP |
5.895 |
5.895 |
5.895 |
5.882 |
S1 |
5.775 |
5.775 |
5.828 |
5.751 |
S2 |
5.706 |
5.706 |
5.810 |
|
S3 |
5.517 |
5.586 |
5.793 |
|
S4 |
5.328 |
5.397 |
5.741 |
|
|
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 |
6.817 |
2.618 |
6.509 |
1.618 |
6.320 |
1.000 |
6.203 |
0.618 |
6.131 |
HIGH |
6.014 |
0.618 |
5.942 |
0.500 |
5.920 |
0.382 |
5.897 |
LOW |
5.825 |
0.618 |
5.708 |
1.000 |
5.636 |
1.618 |
5.519 |
2.618 |
5.330 |
4.250 |
5.022 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.920 |
5.845 |
PP |
5.895 |
5.844 |
S1 |
5.870 |
5.844 |
|