NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.770 |
5.960 |
0.190 |
3.3% |
5.591 |
| High |
6.026 |
6.020 |
-0.006 |
-0.1% |
6.026 |
| Low |
5.718 |
5.877 |
0.159 |
2.8% |
5.515 |
| Close |
5.910 |
5.925 |
0.015 |
0.3% |
5.925 |
| Range |
0.308 |
0.143 |
-0.165 |
-53.6% |
0.511 |
| ATR |
0.205 |
0.200 |
-0.004 |
-2.2% |
0.000 |
| Volume |
1,868 |
3,830 |
1,962 |
105.0% |
13,353 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.370 |
6.290 |
6.004 |
|
| R3 |
6.227 |
6.147 |
5.964 |
|
| R2 |
6.084 |
6.084 |
5.951 |
|
| R1 |
6.004 |
6.004 |
5.938 |
5.973 |
| PP |
5.941 |
5.941 |
5.941 |
5.925 |
| S1 |
5.861 |
5.861 |
5.912 |
5.830 |
| S2 |
5.798 |
5.798 |
5.899 |
|
| S3 |
5.655 |
5.718 |
5.886 |
|
| S4 |
5.512 |
5.575 |
5.846 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.355 |
7.151 |
6.206 |
|
| R3 |
6.844 |
6.640 |
6.066 |
|
| R2 |
6.333 |
6.333 |
6.019 |
|
| R1 |
6.129 |
6.129 |
5.972 |
6.231 |
| PP |
5.822 |
5.822 |
5.822 |
5.873 |
| S1 |
5.618 |
5.618 |
5.878 |
5.720 |
| S2 |
5.311 |
5.311 |
5.831 |
|
| S3 |
4.800 |
5.107 |
5.784 |
|
| S4 |
4.289 |
4.596 |
5.644 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.628 |
|
2.618 |
6.394 |
|
1.618 |
6.251 |
|
1.000 |
6.163 |
|
0.618 |
6.108 |
|
HIGH |
6.020 |
|
0.618 |
5.965 |
|
0.500 |
5.949 |
|
0.382 |
5.932 |
|
LOW |
5.877 |
|
0.618 |
5.789 |
|
1.000 |
5.734 |
|
1.618 |
5.646 |
|
2.618 |
5.503 |
|
4.250 |
5.269 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.949 |
5.894 |
| PP |
5.941 |
5.863 |
| S1 |
5.933 |
5.832 |
|