NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.871 |
6.095 |
0.224 |
3.8% |
5.757 |
| High |
6.110 |
6.095 |
-0.015 |
-0.2% |
6.110 |
| Low |
5.844 |
5.976 |
0.132 |
2.3% |
5.636 |
| Close |
6.014 |
6.028 |
0.014 |
0.2% |
6.028 |
| Range |
0.266 |
0.119 |
-0.147 |
-55.3% |
0.474 |
| ATR |
0.198 |
0.192 |
-0.006 |
-2.9% |
0.000 |
| Volume |
2,373 |
3,870 |
1,497 |
63.1% |
10,808 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.390 |
6.328 |
6.093 |
|
| R3 |
6.271 |
6.209 |
6.061 |
|
| R2 |
6.152 |
6.152 |
6.050 |
|
| R1 |
6.090 |
6.090 |
6.039 |
6.062 |
| PP |
6.033 |
6.033 |
6.033 |
6.019 |
| S1 |
5.971 |
5.971 |
6.017 |
5.943 |
| S2 |
5.914 |
5.914 |
6.006 |
|
| S3 |
5.795 |
5.852 |
5.995 |
|
| S4 |
5.676 |
5.733 |
5.963 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.347 |
7.161 |
6.289 |
|
| R3 |
6.873 |
6.687 |
6.158 |
|
| R2 |
6.399 |
6.399 |
6.115 |
|
| R1 |
6.213 |
6.213 |
6.071 |
6.306 |
| PP |
5.925 |
5.925 |
5.925 |
5.971 |
| S1 |
5.739 |
5.739 |
5.985 |
5.832 |
| S2 |
5.451 |
5.451 |
5.941 |
|
| S3 |
4.977 |
5.265 |
5.898 |
|
| S4 |
4.503 |
4.791 |
5.767 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.601 |
|
2.618 |
6.407 |
|
1.618 |
6.288 |
|
1.000 |
6.214 |
|
0.618 |
6.169 |
|
HIGH |
6.095 |
|
0.618 |
6.050 |
|
0.500 |
6.036 |
|
0.382 |
6.021 |
|
LOW |
5.976 |
|
0.618 |
5.902 |
|
1.000 |
5.857 |
|
1.618 |
5.783 |
|
2.618 |
5.664 |
|
4.250 |
5.470 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.036 |
5.998 |
| PP |
6.033 |
5.969 |
| S1 |
6.031 |
5.939 |
|