NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.990 |
5.917 |
-0.073 |
-1.2% |
6.041 |
| High |
6.075 |
5.982 |
-0.093 |
-1.5% |
6.050 |
| Low |
5.910 |
5.804 |
-0.106 |
-1.8% |
5.674 |
| Close |
5.927 |
5.816 |
-0.111 |
-1.9% |
5.845 |
| Range |
0.165 |
0.178 |
0.013 |
7.9% |
0.376 |
| ATR |
0.201 |
0.199 |
-0.002 |
-0.8% |
0.000 |
| Volume |
1,802 |
1,971 |
169 |
9.4% |
9,560 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.401 |
6.287 |
5.914 |
|
| R3 |
6.223 |
6.109 |
5.865 |
|
| R2 |
6.045 |
6.045 |
5.849 |
|
| R1 |
5.931 |
5.931 |
5.832 |
5.899 |
| PP |
5.867 |
5.867 |
5.867 |
5.852 |
| S1 |
5.753 |
5.753 |
5.800 |
5.721 |
| S2 |
5.689 |
5.689 |
5.783 |
|
| S3 |
5.511 |
5.575 |
5.767 |
|
| S4 |
5.333 |
5.397 |
5.718 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.984 |
6.791 |
6.052 |
|
| R3 |
6.608 |
6.415 |
5.948 |
|
| R2 |
6.232 |
6.232 |
5.914 |
|
| R1 |
6.039 |
6.039 |
5.879 |
5.948 |
| PP |
5.856 |
5.856 |
5.856 |
5.811 |
| S1 |
5.663 |
5.663 |
5.811 |
5.572 |
| S2 |
5.480 |
5.480 |
5.776 |
|
| S3 |
5.104 |
5.287 |
5.742 |
|
| S4 |
4.728 |
4.911 |
5.638 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.739 |
|
2.618 |
6.448 |
|
1.618 |
6.270 |
|
1.000 |
6.160 |
|
0.618 |
6.092 |
|
HIGH |
5.982 |
|
0.618 |
5.914 |
|
0.500 |
5.893 |
|
0.382 |
5.872 |
|
LOW |
5.804 |
|
0.618 |
5.694 |
|
1.000 |
5.626 |
|
1.618 |
5.516 |
|
2.618 |
5.338 |
|
4.250 |
5.048 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.893 |
5.940 |
| PP |
5.867 |
5.898 |
| S1 |
5.842 |
5.857 |
|