NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.958 |
6.103 |
0.145 |
2.4% |
6.076 |
| High |
6.023 |
6.107 |
0.084 |
1.4% |
6.145 |
| Low |
5.850 |
5.960 |
0.110 |
1.9% |
5.760 |
| Close |
5.848 |
6.103 |
0.255 |
4.4% |
5.795 |
| Range |
0.173 |
0.147 |
-0.026 |
-15.0% |
0.385 |
| ATR |
0.196 |
0.200 |
0.005 |
2.3% |
0.000 |
| Volume |
1,147 |
2,184 |
1,037 |
90.4% |
7,200 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.498 |
6.447 |
6.184 |
|
| R3 |
6.351 |
6.300 |
6.143 |
|
| R2 |
6.204 |
6.204 |
6.130 |
|
| R1 |
6.153 |
6.153 |
6.116 |
6.177 |
| PP |
6.057 |
6.057 |
6.057 |
6.068 |
| S1 |
6.006 |
6.006 |
6.090 |
6.030 |
| S2 |
5.910 |
5.910 |
6.076 |
|
| S3 |
5.763 |
5.859 |
6.063 |
|
| S4 |
5.616 |
5.712 |
6.022 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.055 |
6.810 |
6.007 |
|
| R3 |
6.670 |
6.425 |
5.901 |
|
| R2 |
6.285 |
6.285 |
5.866 |
|
| R1 |
6.040 |
6.040 |
5.830 |
5.970 |
| PP |
5.900 |
5.900 |
5.900 |
5.865 |
| S1 |
5.655 |
5.655 |
5.760 |
5.585 |
| S2 |
5.515 |
5.515 |
5.724 |
|
| S3 |
5.130 |
5.270 |
5.689 |
|
| S4 |
4.745 |
4.885 |
5.583 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.732 |
|
2.618 |
6.492 |
|
1.618 |
6.345 |
|
1.000 |
6.254 |
|
0.618 |
6.198 |
|
HIGH |
6.107 |
|
0.618 |
6.051 |
|
0.500 |
6.034 |
|
0.382 |
6.016 |
|
LOW |
5.960 |
|
0.618 |
5.869 |
|
1.000 |
5.813 |
|
1.618 |
5.722 |
|
2.618 |
5.575 |
|
4.250 |
5.335 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6.080 |
6.062 |
| PP |
6.057 |
6.020 |
| S1 |
6.034 |
5.979 |
|