NYMEX Natural Gas Future September 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 |
6.095 |
6.076 |
-0.019 |
-0.3% |
5.933 |
High |
6.095 |
6.145 |
0.050 |
0.8% |
6.095 |
Low |
5.920 |
6.072 |
0.152 |
2.6% |
5.777 |
Close |
5.945 |
6.144 |
0.199 |
3.3% |
5.945 |
Range |
0.175 |
0.073 |
-0.102 |
-58.3% |
0.318 |
ATR |
0.187 |
0.188 |
0.001 |
0.5% |
0.000 |
Volume |
1,583 |
2,608 |
1,025 |
64.8% |
10,954 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.339 |
6.315 |
6.184 |
|
R3 |
6.266 |
6.242 |
6.164 |
|
R2 |
6.193 |
6.193 |
6.157 |
|
R1 |
6.169 |
6.169 |
6.151 |
6.181 |
PP |
6.120 |
6.120 |
6.120 |
6.127 |
S1 |
6.096 |
6.096 |
6.137 |
6.108 |
S2 |
6.047 |
6.047 |
6.131 |
|
S3 |
5.974 |
6.023 |
6.124 |
|
S4 |
5.901 |
5.950 |
6.104 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.893 |
6.737 |
6.120 |
|
R3 |
6.575 |
6.419 |
6.032 |
|
R2 |
6.257 |
6.257 |
6.003 |
|
R1 |
6.101 |
6.101 |
5.974 |
6.179 |
PP |
5.939 |
5.939 |
5.939 |
5.978 |
S1 |
5.783 |
5.783 |
5.916 |
5.861 |
S2 |
5.621 |
5.621 |
5.887 |
|
S3 |
5.303 |
5.465 |
5.858 |
|
S4 |
4.985 |
5.147 |
5.770 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.455 |
2.618 |
6.336 |
1.618 |
6.263 |
1.000 |
6.218 |
0.618 |
6.190 |
HIGH |
6.145 |
0.618 |
6.117 |
0.500 |
6.109 |
0.382 |
6.100 |
LOW |
6.072 |
0.618 |
6.027 |
1.000 |
5.999 |
1.618 |
5.954 |
2.618 |
5.881 |
4.250 |
5.762 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
6.132 |
6.097 |
PP |
6.120 |
6.050 |
S1 |
6.109 |
6.003 |
|