NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5.922 |
5.879 |
-0.043 |
-0.7% |
5.712 |
| High |
5.946 |
6.025 |
0.079 |
1.3% |
6.099 |
| Low |
5.741 |
5.835 |
0.094 |
1.6% |
5.603 |
| Close |
5.922 |
6.011 |
0.089 |
1.5% |
5.993 |
| Range |
0.205 |
0.190 |
-0.015 |
-7.3% |
0.496 |
| ATR |
0.208 |
0.207 |
-0.001 |
-0.6% |
0.000 |
| Volume |
1,595 |
2,155 |
560 |
35.1% |
19,510 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.527 |
6.459 |
6.116 |
|
| R3 |
6.337 |
6.269 |
6.063 |
|
| R2 |
6.147 |
6.147 |
6.046 |
|
| R1 |
6.079 |
6.079 |
6.028 |
6.113 |
| PP |
5.957 |
5.957 |
5.957 |
5.974 |
| S1 |
5.889 |
5.889 |
5.994 |
5.923 |
| S2 |
5.767 |
5.767 |
5.976 |
|
| S3 |
5.577 |
5.699 |
5.959 |
|
| S4 |
5.387 |
5.509 |
5.907 |
|
|
| 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 |
6.833 |
|
2.618 |
6.522 |
|
1.618 |
6.332 |
|
1.000 |
6.215 |
|
0.618 |
6.142 |
|
HIGH |
6.025 |
|
0.618 |
5.952 |
|
0.500 |
5.930 |
|
0.382 |
5.908 |
|
LOW |
5.835 |
|
0.618 |
5.718 |
|
1.000 |
5.645 |
|
1.618 |
5.528 |
|
2.618 |
5.338 |
|
4.250 |
5.028 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.984 |
5.982 |
| PP |
5.957 |
5.953 |
| S1 |
5.930 |
5.924 |
|