NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
6.107 |
5.922 |
-0.185 |
-3.0% |
5.712 |
High |
6.107 |
5.946 |
-0.161 |
-2.6% |
6.099 |
Low |
5.856 |
5.741 |
-0.115 |
-2.0% |
5.603 |
Close |
5.887 |
5.922 |
0.035 |
0.6% |
5.993 |
Range |
0.251 |
0.205 |
-0.046 |
-18.3% |
0.496 |
ATR |
0.208 |
0.208 |
0.000 |
-0.1% |
0.000 |
Volume |
2,268 |
1,595 |
-673 |
-29.7% |
19,510 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.485 |
6.408 |
6.035 |
|
R3 |
6.280 |
6.203 |
5.978 |
|
R2 |
6.075 |
6.075 |
5.960 |
|
R1 |
5.998 |
5.998 |
5.941 |
6.025 |
PP |
5.870 |
5.870 |
5.870 |
5.883 |
S1 |
5.793 |
5.793 |
5.903 |
5.820 |
S2 |
5.665 |
5.665 |
5.884 |
|
S3 |
5.460 |
5.588 |
5.866 |
|
S4 |
5.255 |
5.383 |
5.809 |
|
|
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 |
6.817 |
2.618 |
6.483 |
1.618 |
6.278 |
1.000 |
6.151 |
0.618 |
6.073 |
HIGH |
5.946 |
0.618 |
5.868 |
0.500 |
5.844 |
0.382 |
5.819 |
LOW |
5.741 |
0.618 |
5.614 |
1.000 |
5.536 |
1.618 |
5.409 |
2.618 |
5.204 |
4.250 |
4.870 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.896 |
5.924 |
PP |
5.870 |
5.923 |
S1 |
5.844 |
5.923 |
|