NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
6.041 |
5.877 |
-0.164 |
-2.7% |
5.591 |
| High |
6.050 |
5.877 |
-0.173 |
-2.9% |
6.026 |
| Low |
5.783 |
5.674 |
-0.109 |
-1.9% |
5.515 |
| Close |
5.820 |
5.852 |
0.032 |
0.5% |
5.925 |
| Range |
0.267 |
0.203 |
-0.064 |
-24.0% |
0.511 |
| ATR |
0.205 |
0.205 |
0.000 |
-0.1% |
0.000 |
| Volume |
2,340 |
2,652 |
312 |
13.3% |
13,353 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.410 |
6.334 |
5.964 |
|
| R3 |
6.207 |
6.131 |
5.908 |
|
| R2 |
6.004 |
6.004 |
5.889 |
|
| R1 |
5.928 |
5.928 |
5.871 |
5.865 |
| PP |
5.801 |
5.801 |
5.801 |
5.769 |
| S1 |
5.725 |
5.725 |
5.833 |
5.662 |
| S2 |
5.598 |
5.598 |
5.815 |
|
| S3 |
5.395 |
5.522 |
5.796 |
|
| S4 |
5.192 |
5.319 |
5.740 |
|
|
| 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 |
6.740 |
|
2.618 |
6.408 |
|
1.618 |
6.205 |
|
1.000 |
6.080 |
|
0.618 |
6.002 |
|
HIGH |
5.877 |
|
0.618 |
5.799 |
|
0.500 |
5.776 |
|
0.382 |
5.752 |
|
LOW |
5.674 |
|
0.618 |
5.549 |
|
1.000 |
5.471 |
|
1.618 |
5.346 |
|
2.618 |
5.143 |
|
4.250 |
4.811 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.827 |
5.862 |
| PP |
5.801 |
5.859 |
| S1 |
5.776 |
5.855 |
|