NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 21-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
6.020 |
6.107 |
0.087 |
1.4% |
5.712 |
High |
6.089 |
6.107 |
0.018 |
0.3% |
6.099 |
Low |
5.943 |
5.856 |
-0.087 |
-1.5% |
5.603 |
Close |
5.993 |
5.887 |
-0.106 |
-1.8% |
5.993 |
Range |
0.146 |
0.251 |
0.105 |
71.9% |
0.496 |
ATR |
0.205 |
0.208 |
0.003 |
1.6% |
0.000 |
Volume |
6,876 |
2,268 |
-4,608 |
-67.0% |
19,510 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.703 |
6.546 |
6.025 |
|
R3 |
6.452 |
6.295 |
5.956 |
|
R2 |
6.201 |
6.201 |
5.933 |
|
R1 |
6.044 |
6.044 |
5.910 |
5.997 |
PP |
5.950 |
5.950 |
5.950 |
5.927 |
S1 |
5.793 |
5.793 |
5.864 |
5.746 |
S2 |
5.699 |
5.699 |
5.841 |
|
S3 |
5.448 |
5.542 |
5.818 |
|
S4 |
5.197 |
5.291 |
5.749 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.386 |
7.186 |
6.266 |
|
R3 |
6.890 |
6.690 |
6.129 |
|
R2 |
6.394 |
6.394 |
6.084 |
|
R1 |
6.194 |
6.194 |
6.038 |
6.294 |
PP |
5.898 |
5.898 |
5.898 |
5.949 |
S1 |
5.698 |
5.698 |
5.948 |
5.798 |
S2 |
5.402 |
5.402 |
5.902 |
|
S3 |
4.906 |
5.202 |
5.857 |
|
S4 |
4.410 |
4.706 |
5.720 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.174 |
2.618 |
6.764 |
1.618 |
6.513 |
1.000 |
6.358 |
0.618 |
6.262 |
HIGH |
6.107 |
0.618 |
6.011 |
0.500 |
5.982 |
0.382 |
5.952 |
LOW |
5.856 |
0.618 |
5.701 |
1.000 |
5.605 |
1.618 |
5.450 |
2.618 |
5.199 |
4.250 |
4.789 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.982 |
5.955 |
PP |
5.950 |
5.932 |
S1 |
5.919 |
5.910 |
|