NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.246 |
5.557 |
0.311 |
5.9% |
5.042 |
| High |
5.595 |
5.646 |
0.051 |
0.9% |
5.646 |
| Low |
5.241 |
5.432 |
0.191 |
3.6% |
5.021 |
| Close |
5.584 |
5.481 |
-0.103 |
-1.8% |
5.481 |
| Range |
0.354 |
0.214 |
-0.140 |
-39.5% |
0.625 |
| ATR |
0.205 |
0.206 |
0.001 |
0.3% |
0.000 |
| Volume |
2,213 |
3,271 |
1,058 |
47.8% |
12,768 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.162 |
6.035 |
5.599 |
|
| R3 |
5.948 |
5.821 |
5.540 |
|
| R2 |
5.734 |
5.734 |
5.520 |
|
| R1 |
5.607 |
5.607 |
5.501 |
5.564 |
| PP |
5.520 |
5.520 |
5.520 |
5.498 |
| S1 |
5.393 |
5.393 |
5.461 |
5.350 |
| S2 |
5.306 |
5.306 |
5.442 |
|
| S3 |
5.092 |
5.179 |
5.422 |
|
| S4 |
4.878 |
4.965 |
5.363 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.258 |
6.994 |
5.825 |
|
| R3 |
6.633 |
6.369 |
5.653 |
|
| R2 |
6.008 |
6.008 |
5.596 |
|
| R1 |
5.744 |
5.744 |
5.538 |
5.876 |
| PP |
5.383 |
5.383 |
5.383 |
5.449 |
| S1 |
5.119 |
5.119 |
5.424 |
5.251 |
| S2 |
4.758 |
4.758 |
5.366 |
|
| S3 |
4.133 |
4.494 |
5.309 |
|
| S4 |
3.508 |
3.869 |
5.137 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.556 |
|
2.618 |
6.206 |
|
1.618 |
5.992 |
|
1.000 |
5.860 |
|
0.618 |
5.778 |
|
HIGH |
5.646 |
|
0.618 |
5.564 |
|
0.500 |
5.539 |
|
0.382 |
5.514 |
|
LOW |
5.432 |
|
0.618 |
5.300 |
|
1.000 |
5.218 |
|
1.618 |
5.086 |
|
2.618 |
4.872 |
|
4.250 |
4.523 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.539 |
5.469 |
| PP |
5.520 |
5.456 |
| S1 |
5.500 |
5.444 |
|