NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5.879 |
5.915 |
0.036 |
0.6% |
5.712 |
High |
6.025 |
6.075 |
0.050 |
0.8% |
6.099 |
Low |
5.835 |
5.885 |
0.050 |
0.9% |
5.603 |
Close |
6.011 |
5.915 |
-0.096 |
-1.6% |
5.993 |
Range |
0.190 |
0.190 |
0.000 |
0.0% |
0.496 |
ATR |
0.207 |
0.206 |
-0.001 |
-0.6% |
0.000 |
Volume |
2,155 |
2,623 |
468 |
21.7% |
19,510 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.528 |
6.412 |
6.020 |
|
R3 |
6.338 |
6.222 |
5.967 |
|
R2 |
6.148 |
6.148 |
5.950 |
|
R1 |
6.032 |
6.032 |
5.932 |
6.010 |
PP |
5.958 |
5.958 |
5.958 |
5.948 |
S1 |
5.842 |
5.842 |
5.898 |
5.820 |
S2 |
5.768 |
5.768 |
5.880 |
|
S3 |
5.578 |
5.652 |
5.863 |
|
S4 |
5.388 |
5.462 |
5.811 |
|
|
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 |
6.883 |
2.618 |
6.572 |
1.618 |
6.382 |
1.000 |
6.265 |
0.618 |
6.192 |
HIGH |
6.075 |
0.618 |
6.002 |
0.500 |
5.980 |
0.382 |
5.958 |
LOW |
5.885 |
0.618 |
5.768 |
1.000 |
5.695 |
1.618 |
5.578 |
2.618 |
5.388 |
4.250 |
5.078 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5.980 |
5.913 |
PP |
5.958 |
5.910 |
S1 |
5.937 |
5.908 |
|