NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.960 |
6.041 |
0.081 |
1.4% |
5.591 |
| High |
6.020 |
6.050 |
0.030 |
0.5% |
6.026 |
| Low |
5.877 |
5.783 |
-0.094 |
-1.6% |
5.515 |
| Close |
5.925 |
5.820 |
-0.105 |
-1.8% |
5.925 |
| Range |
0.143 |
0.267 |
0.124 |
86.7% |
0.511 |
| ATR |
0.200 |
0.205 |
0.005 |
2.4% |
0.000 |
| Volume |
3,830 |
2,340 |
-1,490 |
-38.9% |
13,353 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.685 |
6.520 |
5.967 |
|
| R3 |
6.418 |
6.253 |
5.893 |
|
| R2 |
6.151 |
6.151 |
5.869 |
|
| R1 |
5.986 |
5.986 |
5.844 |
5.935 |
| PP |
5.884 |
5.884 |
5.884 |
5.859 |
| S1 |
5.719 |
5.719 |
5.796 |
5.668 |
| S2 |
5.617 |
5.617 |
5.771 |
|
| S3 |
5.350 |
5.452 |
5.747 |
|
| S4 |
5.083 |
5.185 |
5.673 |
|
|
| 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 |
7.185 |
|
2.618 |
6.749 |
|
1.618 |
6.482 |
|
1.000 |
6.317 |
|
0.618 |
6.215 |
|
HIGH |
6.050 |
|
0.618 |
5.948 |
|
0.500 |
5.917 |
|
0.382 |
5.885 |
|
LOW |
5.783 |
|
0.618 |
5.618 |
|
1.000 |
5.516 |
|
1.618 |
5.351 |
|
2.618 |
5.084 |
|
4.250 |
4.648 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.917 |
5.884 |
| PP |
5.884 |
5.863 |
| S1 |
5.852 |
5.841 |
|