NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.841 |
6.020 |
0.179 |
3.1% |
5.712 |
| High |
6.099 |
6.089 |
-0.010 |
-0.2% |
6.099 |
| Low |
5.803 |
5.943 |
0.140 |
2.4% |
5.603 |
| Close |
5.980 |
5.993 |
0.013 |
0.2% |
5.993 |
| Range |
0.296 |
0.146 |
-0.150 |
-50.7% |
0.496 |
| ATR |
0.210 |
0.205 |
-0.005 |
-2.2% |
0.000 |
| Volume |
2,013 |
6,876 |
4,863 |
241.6% |
19,510 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.446 |
6.366 |
6.073 |
|
| R3 |
6.300 |
6.220 |
6.033 |
|
| R2 |
6.154 |
6.154 |
6.020 |
|
| R1 |
6.074 |
6.074 |
6.006 |
6.041 |
| PP |
6.008 |
6.008 |
6.008 |
5.992 |
| S1 |
5.928 |
5.928 |
5.980 |
5.895 |
| S2 |
5.862 |
5.862 |
5.966 |
|
| S3 |
5.716 |
5.782 |
5.953 |
|
| S4 |
5.570 |
5.636 |
5.913 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.386 |
7.186 |
6.266 |
|
| R3 |
6.890 |
6.690 |
6.129 |
|
| R2 |
6.394 |
6.394 |
6.084 |
|
| R1 |
6.194 |
6.194 |
6.038 |
6.294 |
| PP |
5.898 |
5.898 |
5.898 |
5.949 |
| S1 |
5.698 |
5.698 |
5.948 |
5.798 |
| S2 |
5.402 |
5.402 |
5.902 |
|
| S3 |
4.906 |
5.202 |
5.857 |
|
| S4 |
4.410 |
4.706 |
5.720 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.710 |
|
2.618 |
6.471 |
|
1.618 |
6.325 |
|
1.000 |
6.235 |
|
0.618 |
6.179 |
|
HIGH |
6.089 |
|
0.618 |
6.033 |
|
0.500 |
6.016 |
|
0.382 |
5.999 |
|
LOW |
5.943 |
|
0.618 |
5.853 |
|
1.000 |
5.797 |
|
1.618 |
5.707 |
|
2.618 |
5.561 |
|
4.250 |
5.323 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.016 |
5.965 |
| PP |
6.008 |
5.938 |
| S1 |
6.001 |
5.910 |
|