NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.897 |
5.871 |
-0.026 |
-0.4% |
5.303 |
High |
5.911 |
6.110 |
0.199 |
3.4% |
5.765 |
Low |
5.768 |
5.844 |
0.076 |
1.3% |
5.302 |
Close |
5.800 |
6.014 |
0.214 |
3.7% |
5.607 |
Range |
0.143 |
0.266 |
0.123 |
86.0% |
0.463 |
ATR |
0.189 |
0.198 |
0.009 |
4.5% |
0.000 |
Volume |
1,854 |
2,373 |
519 |
28.0% |
10,174 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.787 |
6.667 |
6.160 |
|
R3 |
6.521 |
6.401 |
6.087 |
|
R2 |
6.255 |
6.255 |
6.063 |
|
R1 |
6.135 |
6.135 |
6.038 |
6.195 |
PP |
5.989 |
5.989 |
5.989 |
6.020 |
S1 |
5.869 |
5.869 |
5.990 |
5.929 |
S2 |
5.723 |
5.723 |
5.965 |
|
S3 |
5.457 |
5.603 |
5.941 |
|
S4 |
5.191 |
5.337 |
5.868 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.947 |
6.740 |
5.862 |
|
R3 |
6.484 |
6.277 |
5.734 |
|
R2 |
6.021 |
6.021 |
5.692 |
|
R1 |
5.814 |
5.814 |
5.649 |
5.918 |
PP |
5.558 |
5.558 |
5.558 |
5.610 |
S1 |
5.351 |
5.351 |
5.565 |
5.455 |
S2 |
5.095 |
5.095 |
5.522 |
|
S3 |
4.632 |
4.888 |
5.480 |
|
S4 |
4.169 |
4.425 |
5.352 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.241 |
2.618 |
6.806 |
1.618 |
6.540 |
1.000 |
6.376 |
0.618 |
6.274 |
HIGH |
6.110 |
0.618 |
6.008 |
0.500 |
5.977 |
0.382 |
5.946 |
LOW |
5.844 |
0.618 |
5.680 |
1.000 |
5.578 |
1.618 |
5.414 |
2.618 |
5.148 |
4.250 |
4.714 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
6.002 |
5.989 |
PP |
5.989 |
5.964 |
S1 |
5.977 |
5.939 |
|