NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.356 |
5.595 |
0.239 |
4.5% |
5.420 |
| High |
5.675 |
5.710 |
0.035 |
0.6% |
5.710 |
| Low |
5.320 |
5.508 |
0.188 |
3.5% |
5.103 |
| Close |
5.659 |
5.555 |
-0.104 |
-1.8% |
5.555 |
| Range |
0.355 |
0.202 |
-0.153 |
-43.1% |
0.607 |
| ATR |
0.214 |
0.213 |
-0.001 |
-0.4% |
0.000 |
| Volume |
2,129 |
4,434 |
2,305 |
108.3% |
14,572 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.197 |
6.078 |
5.666 |
|
| R3 |
5.995 |
5.876 |
5.611 |
|
| R2 |
5.793 |
5.793 |
5.592 |
|
| R1 |
5.674 |
5.674 |
5.574 |
5.633 |
| PP |
5.591 |
5.591 |
5.591 |
5.570 |
| S1 |
5.472 |
5.472 |
5.536 |
5.431 |
| S2 |
5.389 |
5.389 |
5.518 |
|
| S3 |
5.187 |
5.270 |
5.499 |
|
| S4 |
4.985 |
5.068 |
5.444 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.277 |
7.023 |
5.889 |
|
| R3 |
6.670 |
6.416 |
5.722 |
|
| R2 |
6.063 |
6.063 |
5.666 |
|
| R1 |
5.809 |
5.809 |
5.611 |
5.936 |
| PP |
5.456 |
5.456 |
5.456 |
5.520 |
| S1 |
5.202 |
5.202 |
5.499 |
5.329 |
| S2 |
4.849 |
4.849 |
5.444 |
|
| S3 |
4.242 |
4.595 |
5.388 |
|
| S4 |
3.635 |
3.988 |
5.221 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.569 |
|
2.618 |
6.239 |
|
1.618 |
6.037 |
|
1.000 |
5.912 |
|
0.618 |
5.835 |
|
HIGH |
5.710 |
|
0.618 |
5.633 |
|
0.500 |
5.609 |
|
0.382 |
5.585 |
|
LOW |
5.508 |
|
0.618 |
5.383 |
|
1.000 |
5.306 |
|
1.618 |
5.181 |
|
2.618 |
4.979 |
|
4.250 |
4.650 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.609 |
5.542 |
| PP |
5.591 |
5.528 |
| S1 |
5.573 |
5.515 |
|