NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.977 |
5.829 |
-0.148 |
-2.5% |
6.059 |
High |
6.160 |
5.946 |
-0.214 |
-3.5% |
6.160 |
Low |
5.949 |
5.829 |
-0.120 |
-2.0% |
5.829 |
Close |
5.977 |
5.943 |
-0.034 |
-0.6% |
5.943 |
Range |
0.211 |
0.117 |
-0.094 |
-44.5% |
0.331 |
ATR |
0.201 |
0.197 |
-0.004 |
-1.9% |
0.000 |
Volume |
2,407 |
1,309 |
-1,098 |
-45.6% |
10,134 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.257 |
6.217 |
6.007 |
|
R3 |
6.140 |
6.100 |
5.975 |
|
R2 |
6.023 |
6.023 |
5.964 |
|
R1 |
5.983 |
5.983 |
5.954 |
6.003 |
PP |
5.906 |
5.906 |
5.906 |
5.916 |
S1 |
5.866 |
5.866 |
5.932 |
5.886 |
S2 |
5.789 |
5.789 |
5.922 |
|
S3 |
5.672 |
5.749 |
5.911 |
|
S4 |
5.555 |
5.632 |
5.879 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.970 |
6.788 |
6.125 |
|
R3 |
6.639 |
6.457 |
6.034 |
|
R2 |
6.308 |
6.308 |
6.004 |
|
R1 |
6.126 |
6.126 |
5.973 |
6.052 |
PP |
5.977 |
5.977 |
5.977 |
5.940 |
S1 |
5.795 |
5.795 |
5.913 |
5.721 |
S2 |
5.646 |
5.646 |
5.882 |
|
S3 |
5.315 |
5.464 |
5.852 |
|
S4 |
4.984 |
5.133 |
5.761 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.443 |
2.618 |
6.252 |
1.618 |
6.135 |
1.000 |
6.063 |
0.618 |
6.018 |
HIGH |
5.946 |
0.618 |
5.901 |
0.500 |
5.888 |
0.382 |
5.874 |
LOW |
5.829 |
0.618 |
5.757 |
1.000 |
5.712 |
1.618 |
5.640 |
2.618 |
5.523 |
4.250 |
5.332 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.925 |
5.995 |
PP |
5.906 |
5.977 |
S1 |
5.888 |
5.960 |
|