NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.915 |
6.049 |
0.134 |
2.3% |
6.107 |
| High |
6.075 |
6.110 |
0.035 |
0.6% |
6.107 |
| Low |
5.885 |
6.048 |
0.163 |
2.8% |
5.741 |
| Close |
5.915 |
6.117 |
0.202 |
3.4% |
5.915 |
| Range |
0.190 |
0.062 |
-0.128 |
-67.4% |
0.366 |
| ATR |
0.206 |
0.205 |
-0.001 |
-0.4% |
0.000 |
| Volume |
2,623 |
3,244 |
621 |
23.7% |
8,641 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.278 |
6.259 |
6.151 |
|
| R3 |
6.216 |
6.197 |
6.134 |
|
| R2 |
6.154 |
6.154 |
6.128 |
|
| R1 |
6.135 |
6.135 |
6.123 |
6.145 |
| PP |
6.092 |
6.092 |
6.092 |
6.096 |
| S1 |
6.073 |
6.073 |
6.111 |
6.083 |
| S2 |
6.030 |
6.030 |
6.106 |
|
| S3 |
5.968 |
6.011 |
6.100 |
|
| S4 |
5.906 |
5.949 |
6.083 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.019 |
6.833 |
6.116 |
|
| R3 |
6.653 |
6.467 |
6.016 |
|
| R2 |
6.287 |
6.287 |
5.982 |
|
| R1 |
6.101 |
6.101 |
5.949 |
6.011 |
| PP |
5.921 |
5.921 |
5.921 |
5.876 |
| S1 |
5.735 |
5.735 |
5.881 |
5.645 |
| S2 |
5.555 |
5.555 |
5.848 |
|
| S3 |
5.189 |
5.369 |
5.814 |
|
| S4 |
4.823 |
5.003 |
5.714 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.374 |
|
2.618 |
6.272 |
|
1.618 |
6.210 |
|
1.000 |
6.172 |
|
0.618 |
6.148 |
|
HIGH |
6.110 |
|
0.618 |
6.086 |
|
0.500 |
6.079 |
|
0.382 |
6.072 |
|
LOW |
6.048 |
|
0.618 |
6.010 |
|
1.000 |
5.986 |
|
1.618 |
5.948 |
|
2.618 |
5.886 |
|
4.250 |
5.785 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.104 |
6.069 |
| PP |
6.092 |
6.021 |
| S1 |
6.079 |
5.973 |
|