NYMEX Natural Gas Future September 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 |
6.124 |
6.023 |
-0.101 |
-1.6% |
5.933 |
| High |
6.125 |
6.075 |
-0.050 |
-0.8% |
6.095 |
| Low |
6.007 |
5.895 |
-0.112 |
-1.9% |
5.777 |
| Close |
6.023 |
5.914 |
-0.109 |
-1.8% |
5.945 |
| Range |
0.118 |
0.180 |
0.062 |
52.5% |
0.318 |
| ATR |
0.184 |
0.184 |
0.000 |
-0.2% |
0.000 |
| Volume |
1,908 |
1,178 |
-730 |
-38.3% |
10,954 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.501 |
6.388 |
6.013 |
|
| R3 |
6.321 |
6.208 |
5.964 |
|
| R2 |
6.141 |
6.141 |
5.947 |
|
| R1 |
6.028 |
6.028 |
5.931 |
5.995 |
| PP |
5.961 |
5.961 |
5.961 |
5.945 |
| S1 |
5.848 |
5.848 |
5.898 |
5.815 |
| S2 |
5.781 |
5.781 |
5.881 |
|
| S3 |
5.601 |
5.668 |
5.865 |
|
| S4 |
5.421 |
5.488 |
5.815 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.893 |
6.737 |
6.120 |
|
| R3 |
6.575 |
6.419 |
6.032 |
|
| R2 |
6.257 |
6.257 |
6.003 |
|
| R1 |
6.101 |
6.101 |
5.974 |
6.179 |
| PP |
5.939 |
5.939 |
5.939 |
5.978 |
| S1 |
5.783 |
5.783 |
5.916 |
5.861 |
| S2 |
5.621 |
5.621 |
5.887 |
|
| S3 |
5.303 |
5.465 |
5.858 |
|
| S4 |
4.985 |
5.147 |
5.770 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.840 |
|
2.618 |
6.546 |
|
1.618 |
6.366 |
|
1.000 |
6.255 |
|
0.618 |
6.186 |
|
HIGH |
6.075 |
|
0.618 |
6.006 |
|
0.500 |
5.985 |
|
0.382 |
5.964 |
|
LOW |
5.895 |
|
0.618 |
5.784 |
|
1.000 |
5.715 |
|
1.618 |
5.604 |
|
2.618 |
5.424 |
|
4.250 |
5.130 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.985 |
6.020 |
| PP |
5.961 |
5.985 |
| S1 |
5.938 |
5.949 |
|