NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.845 |
5.982 |
0.137 |
2.3% |
6.041 |
High |
6.014 |
6.057 |
0.043 |
0.7% |
6.050 |
Low |
5.825 |
5.982 |
0.157 |
2.7% |
5.674 |
Close |
5.845 |
6.052 |
0.207 |
3.5% |
5.845 |
Range |
0.189 |
0.075 |
-0.114 |
-60.3% |
0.376 |
ATR |
0.203 |
0.204 |
0.001 |
0.3% |
0.000 |
Volume |
1,766 |
1,954 |
188 |
10.6% |
9,560 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.255 |
6.229 |
6.093 |
|
R3 |
6.180 |
6.154 |
6.073 |
|
R2 |
6.105 |
6.105 |
6.066 |
|
R1 |
6.079 |
6.079 |
6.059 |
6.092 |
PP |
6.030 |
6.030 |
6.030 |
6.037 |
S1 |
6.004 |
6.004 |
6.045 |
6.017 |
S2 |
5.955 |
5.955 |
6.038 |
|
S3 |
5.880 |
5.929 |
6.031 |
|
S4 |
5.805 |
5.854 |
6.011 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.984 |
6.791 |
6.052 |
|
R3 |
6.608 |
6.415 |
5.948 |
|
R2 |
6.232 |
6.232 |
5.914 |
|
R1 |
6.039 |
6.039 |
5.879 |
5.948 |
PP |
5.856 |
5.856 |
5.856 |
5.811 |
S1 |
5.663 |
5.663 |
5.811 |
5.572 |
S2 |
5.480 |
5.480 |
5.776 |
|
S3 |
5.104 |
5.287 |
5.742 |
|
S4 |
4.728 |
4.911 |
5.638 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.376 |
2.618 |
6.253 |
1.618 |
6.178 |
1.000 |
6.132 |
0.618 |
6.103 |
HIGH |
6.057 |
0.618 |
6.028 |
0.500 |
6.020 |
0.382 |
6.011 |
LOW |
5.982 |
0.618 |
5.936 |
1.000 |
5.907 |
1.618 |
5.861 |
2.618 |
5.786 |
4.250 |
5.663 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
6.041 |
6.004 |
PP |
6.030 |
5.956 |
S1 |
6.020 |
5.909 |
|