NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.971 |
6.075 |
0.104 |
1.7% |
6.049 |
| High |
5.987 |
6.080 |
0.093 |
1.6% |
6.110 |
| Low |
5.811 |
5.927 |
0.116 |
2.0% |
5.726 |
| Close |
5.820 |
6.075 |
0.255 |
4.4% |
5.765 |
| Range |
0.176 |
0.153 |
-0.023 |
-13.1% |
0.384 |
| ATR |
0.210 |
0.213 |
0.004 |
1.7% |
0.000 |
| Volume |
2,849 |
2,316 |
-533 |
-18.7% |
10,842 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.486 |
6.434 |
6.159 |
|
| R3 |
6.333 |
6.281 |
6.117 |
|
| R2 |
6.180 |
6.180 |
6.103 |
|
| R1 |
6.128 |
6.128 |
6.089 |
6.152 |
| PP |
6.027 |
6.027 |
6.027 |
6.039 |
| S1 |
5.975 |
5.975 |
6.061 |
5.999 |
| S2 |
5.874 |
5.874 |
6.047 |
|
| S3 |
5.721 |
5.822 |
6.033 |
|
| S4 |
5.568 |
5.669 |
5.991 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.019 |
6.776 |
5.976 |
|
| R3 |
6.635 |
6.392 |
5.871 |
|
| R2 |
6.251 |
6.251 |
5.835 |
|
| R1 |
6.008 |
6.008 |
5.800 |
5.938 |
| PP |
5.867 |
5.867 |
5.867 |
5.832 |
| S1 |
5.624 |
5.624 |
5.730 |
5.554 |
| S2 |
5.483 |
5.483 |
5.695 |
|
| S3 |
5.099 |
5.240 |
5.659 |
|
| S4 |
4.715 |
4.856 |
5.554 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.730 |
|
2.618 |
6.481 |
|
1.618 |
6.328 |
|
1.000 |
6.233 |
|
0.618 |
6.175 |
|
HIGH |
6.080 |
|
0.618 |
6.022 |
|
0.500 |
6.004 |
|
0.382 |
5.985 |
|
LOW |
5.927 |
|
0.618 |
5.832 |
|
1.000 |
5.774 |
|
1.618 |
5.679 |
|
2.618 |
5.526 |
|
4.250 |
5.277 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6.051 |
6.032 |
| PP |
6.027 |
5.989 |
| S1 |
6.004 |
5.946 |
|