NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
6.049 |
6.095 |
0.046 |
0.8% |
6.107 |
| High |
6.110 |
6.095 |
-0.015 |
-0.2% |
6.107 |
| Low |
6.048 |
5.988 |
-0.060 |
-1.0% |
5.741 |
| Close |
6.117 |
5.995 |
-0.122 |
-2.0% |
5.915 |
| Range |
0.062 |
0.107 |
0.045 |
72.6% |
0.366 |
| ATR |
0.205 |
0.199 |
-0.005 |
-2.6% |
0.000 |
| Volume |
3,244 |
3,528 |
284 |
8.8% |
8,641 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.347 |
6.278 |
6.054 |
|
| R3 |
6.240 |
6.171 |
6.024 |
|
| R2 |
6.133 |
6.133 |
6.015 |
|
| R1 |
6.064 |
6.064 |
6.005 |
6.045 |
| PP |
6.026 |
6.026 |
6.026 |
6.017 |
| S1 |
5.957 |
5.957 |
5.985 |
5.938 |
| S2 |
5.919 |
5.919 |
5.975 |
|
| S3 |
5.812 |
5.850 |
5.966 |
|
| S4 |
5.705 |
5.743 |
5.936 |
|
|
| 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 |
6.550 |
|
2.618 |
6.375 |
|
1.618 |
6.268 |
|
1.000 |
6.202 |
|
0.618 |
6.161 |
|
HIGH |
6.095 |
|
0.618 |
6.054 |
|
0.500 |
6.042 |
|
0.382 |
6.029 |
|
LOW |
5.988 |
|
0.618 |
5.922 |
|
1.000 |
5.881 |
|
1.618 |
5.815 |
|
2.618 |
5.708 |
|
4.250 |
5.533 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.042 |
5.998 |
| PP |
6.026 |
5.997 |
| S1 |
6.011 |
5.996 |
|