NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
6.059 |
5.958 |
-0.101 |
-1.7% |
6.076 |
High |
6.056 |
6.023 |
-0.033 |
-0.5% |
6.145 |
Low |
5.962 |
5.850 |
-0.112 |
-1.9% |
5.760 |
Close |
6.059 |
5.848 |
-0.211 |
-3.5% |
5.795 |
Range |
0.094 |
0.173 |
0.079 |
84.0% |
0.385 |
ATR |
0.195 |
0.196 |
0.001 |
0.5% |
0.000 |
Volume |
3,087 |
1,147 |
-1,940 |
-62.8% |
7,200 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.426 |
6.310 |
5.943 |
|
R3 |
6.253 |
6.137 |
5.896 |
|
R2 |
6.080 |
6.080 |
5.880 |
|
R1 |
5.964 |
5.964 |
5.864 |
5.936 |
PP |
5.907 |
5.907 |
5.907 |
5.893 |
S1 |
5.791 |
5.791 |
5.832 |
5.763 |
S2 |
5.734 |
5.734 |
5.816 |
|
S3 |
5.561 |
5.618 |
5.800 |
|
S4 |
5.388 |
5.445 |
5.753 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.055 |
6.810 |
6.007 |
|
R3 |
6.670 |
6.425 |
5.901 |
|
R2 |
6.285 |
6.285 |
5.866 |
|
R1 |
6.040 |
6.040 |
5.830 |
5.970 |
PP |
5.900 |
5.900 |
5.900 |
5.865 |
S1 |
5.655 |
5.655 |
5.760 |
5.585 |
S2 |
5.515 |
5.515 |
5.724 |
|
S3 |
5.130 |
5.270 |
5.689 |
|
S4 |
4.745 |
4.885 |
5.583 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.758 |
2.618 |
6.476 |
1.618 |
6.303 |
1.000 |
6.196 |
0.618 |
6.130 |
HIGH |
6.023 |
0.618 |
5.957 |
0.500 |
5.937 |
0.382 |
5.916 |
LOW |
5.850 |
0.618 |
5.743 |
1.000 |
5.677 |
1.618 |
5.570 |
2.618 |
5.397 |
4.250 |
5.115 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.937 |
5.908 |
PP |
5.907 |
5.888 |
S1 |
5.878 |
5.868 |
|