NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.461 |
5.356 |
-0.105 |
-1.9% |
5.505 |
| High |
5.543 |
5.675 |
0.132 |
2.4% |
5.505 |
| Low |
5.322 |
5.320 |
-0.002 |
0.0% |
4.920 |
| Close |
5.323 |
5.659 |
0.336 |
6.3% |
5.073 |
| Range |
0.221 |
0.355 |
0.134 |
60.6% |
0.585 |
| ATR |
0.203 |
0.214 |
0.011 |
5.4% |
0.000 |
| Volume |
2,151 |
2,129 |
-22 |
-1.0% |
9,759 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.616 |
6.493 |
5.854 |
|
| R3 |
6.261 |
6.138 |
5.757 |
|
| R2 |
5.906 |
5.906 |
5.724 |
|
| R1 |
5.783 |
5.783 |
5.692 |
5.845 |
| PP |
5.551 |
5.551 |
5.551 |
5.582 |
| S1 |
5.428 |
5.428 |
5.626 |
5.490 |
| S2 |
5.196 |
5.196 |
5.594 |
|
| S3 |
4.841 |
5.073 |
5.561 |
|
| S4 |
4.486 |
4.718 |
5.464 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.921 |
6.582 |
5.395 |
|
| R3 |
6.336 |
5.997 |
5.234 |
|
| R2 |
5.751 |
5.751 |
5.180 |
|
| R1 |
5.412 |
5.412 |
5.127 |
5.289 |
| PP |
5.166 |
5.166 |
5.166 |
5.105 |
| S1 |
4.827 |
4.827 |
5.019 |
4.704 |
| S2 |
4.581 |
4.581 |
4.966 |
|
| S3 |
3.996 |
4.242 |
4.912 |
|
| S4 |
3.411 |
3.657 |
4.751 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.184 |
|
2.618 |
6.604 |
|
1.618 |
6.249 |
|
1.000 |
6.030 |
|
0.618 |
5.894 |
|
HIGH |
5.675 |
|
0.618 |
5.539 |
|
0.500 |
5.498 |
|
0.382 |
5.456 |
|
LOW |
5.320 |
|
0.618 |
5.101 |
|
1.000 |
4.965 |
|
1.618 |
4.746 |
|
2.618 |
4.391 |
|
4.250 |
3.811 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.605 |
5.605 |
| PP |
5.551 |
5.551 |
| S1 |
5.498 |
5.498 |
|