NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
6.095 |
5.969 |
-0.126 |
-2.1% |
6.107 |
| High |
6.095 |
6.050 |
-0.045 |
-0.7% |
6.107 |
| Low |
5.988 |
5.871 |
-0.117 |
-2.0% |
5.741 |
| Close |
5.995 |
5.884 |
-0.111 |
-1.9% |
5.915 |
| Range |
0.107 |
0.179 |
0.072 |
67.3% |
0.366 |
| ATR |
0.199 |
0.198 |
-0.001 |
-0.7% |
0.000 |
| Volume |
3,528 |
2,265 |
-1,263 |
-35.8% |
8,641 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.472 |
6.357 |
5.982 |
|
| R3 |
6.293 |
6.178 |
5.933 |
|
| R2 |
6.114 |
6.114 |
5.917 |
|
| R1 |
5.999 |
5.999 |
5.900 |
5.967 |
| PP |
5.935 |
5.935 |
5.935 |
5.919 |
| S1 |
5.820 |
5.820 |
5.868 |
5.788 |
| S2 |
5.756 |
5.756 |
5.851 |
|
| S3 |
5.577 |
5.641 |
5.835 |
|
| S4 |
5.398 |
5.462 |
5.786 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.019 |
6.833 |
6.116 |
|
| R3 |
6.653 |
6.467 |
6.016 |
|
| R2 |
6.287 |
6.287 |
5.982 |
|
| R1 |
6.101 |
6.101 |
5.949 |
6.011 |
| PP |
5.921 |
5.921 |
5.921 |
5.876 |
| S1 |
5.735 |
5.735 |
5.881 |
5.645 |
| S2 |
5.555 |
5.555 |
5.848 |
|
| S3 |
5.189 |
5.369 |
5.814 |
|
| S4 |
4.823 |
5.003 |
5.714 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.811 |
|
2.618 |
6.519 |
|
1.618 |
6.340 |
|
1.000 |
6.229 |
|
0.618 |
6.161 |
|
HIGH |
6.050 |
|
0.618 |
5.982 |
|
0.500 |
5.961 |
|
0.382 |
5.939 |
|
LOW |
5.871 |
|
0.618 |
5.760 |
|
1.000 |
5.692 |
|
1.618 |
5.581 |
|
2.618 |
5.402 |
|
4.250 |
5.110 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.961 |
5.991 |
| PP |
5.935 |
5.955 |
| S1 |
5.910 |
5.920 |
|