NYMEX Natural Gas Future September 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 |
5.870 |
6.095 |
0.225 |
3.8% |
5.757 |
High |
6.045 |
6.095 |
0.050 |
0.8% |
6.110 |
Low |
5.860 |
5.920 |
0.060 |
1.0% |
5.636 |
Close |
6.041 |
5.945 |
-0.096 |
-1.6% |
6.028 |
Range |
0.185 |
0.175 |
-0.010 |
-5.4% |
0.474 |
ATR |
0.188 |
0.187 |
-0.001 |
-0.5% |
0.000 |
Volume |
2,570 |
1,583 |
-987 |
-38.4% |
10,808 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.512 |
6.403 |
6.041 |
|
R3 |
6.337 |
6.228 |
5.993 |
|
R2 |
6.162 |
6.162 |
5.977 |
|
R1 |
6.053 |
6.053 |
5.961 |
6.020 |
PP |
5.987 |
5.987 |
5.987 |
5.970 |
S1 |
5.878 |
5.878 |
5.929 |
5.845 |
S2 |
5.812 |
5.812 |
5.913 |
|
S3 |
5.637 |
5.703 |
5.897 |
|
S4 |
5.462 |
5.528 |
5.849 |
|
|
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 |
6.839 |
2.618 |
6.553 |
1.618 |
6.378 |
1.000 |
6.270 |
0.618 |
6.203 |
HIGH |
6.095 |
0.618 |
6.028 |
0.500 |
6.008 |
0.382 |
5.987 |
LOW |
5.920 |
0.618 |
5.812 |
1.000 |
5.745 |
1.618 |
5.637 |
2.618 |
5.462 |
4.250 |
5.176 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
6.008 |
5.942 |
PP |
5.987 |
5.939 |
S1 |
5.966 |
5.936 |
|