NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
6.076 |
6.124 |
0.048 |
0.8% |
5.933 |
| High |
6.145 |
6.125 |
-0.020 |
-0.3% |
6.095 |
| Low |
6.072 |
6.007 |
-0.065 |
-1.1% |
5.777 |
| Close |
6.144 |
6.023 |
-0.121 |
-2.0% |
5.945 |
| Range |
0.073 |
0.118 |
0.045 |
61.6% |
0.318 |
| ATR |
0.188 |
0.184 |
-0.004 |
-1.9% |
0.000 |
| Volume |
2,608 |
1,908 |
-700 |
-26.8% |
10,954 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.406 |
6.332 |
6.088 |
|
| R3 |
6.288 |
6.214 |
6.055 |
|
| R2 |
6.170 |
6.170 |
6.045 |
|
| R1 |
6.096 |
6.096 |
6.034 |
6.074 |
| PP |
6.052 |
6.052 |
6.052 |
6.041 |
| S1 |
5.978 |
5.978 |
6.012 |
5.956 |
| S2 |
5.934 |
5.934 |
6.001 |
|
| S3 |
5.816 |
5.860 |
5.991 |
|
| S4 |
5.698 |
5.742 |
5.958 |
|
|
| 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 |
6.627 |
|
2.618 |
6.434 |
|
1.618 |
6.316 |
|
1.000 |
6.243 |
|
0.618 |
6.198 |
|
HIGH |
6.125 |
|
0.618 |
6.080 |
|
0.500 |
6.066 |
|
0.382 |
6.052 |
|
LOW |
6.007 |
|
0.618 |
5.934 |
|
1.000 |
5.889 |
|
1.618 |
5.816 |
|
2.618 |
5.698 |
|
4.250 |
5.506 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.066 |
6.033 |
| PP |
6.052 |
6.029 |
| S1 |
6.037 |
6.026 |
|