NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.804 |
5.730 |
-0.074 |
-1.3% |
5.953 |
| High |
5.804 |
5.780 |
-0.024 |
-0.4% |
6.111 |
| Low |
5.622 |
5.700 |
0.078 |
1.4% |
5.800 |
| Close |
5.684 |
5.785 |
0.101 |
1.8% |
5.913 |
| Range |
0.182 |
0.080 |
-0.102 |
-56.0% |
0.311 |
| ATR |
0.215 |
0.207 |
-0.009 |
-4.0% |
0.000 |
| Volume |
1,361 |
2,838 |
1,477 |
108.5% |
18,934 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.995 |
5.970 |
5.829 |
|
| R3 |
5.915 |
5.890 |
5.807 |
|
| R2 |
5.835 |
5.835 |
5.800 |
|
| R1 |
5.810 |
5.810 |
5.792 |
5.823 |
| PP |
5.755 |
5.755 |
5.755 |
5.761 |
| S1 |
5.730 |
5.730 |
5.778 |
5.743 |
| S2 |
5.675 |
5.675 |
5.770 |
|
| S3 |
5.595 |
5.650 |
5.763 |
|
| S4 |
5.515 |
5.570 |
5.741 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.874 |
6.705 |
6.084 |
|
| R3 |
6.563 |
6.394 |
5.999 |
|
| R2 |
6.252 |
6.252 |
5.970 |
|
| R1 |
6.083 |
6.083 |
5.942 |
6.012 |
| PP |
5.941 |
5.941 |
5.941 |
5.906 |
| S1 |
5.772 |
5.772 |
5.884 |
5.701 |
| S2 |
5.630 |
5.630 |
5.856 |
|
| S3 |
5.319 |
5.461 |
5.827 |
|
| S4 |
5.008 |
5.150 |
5.742 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.120 |
|
2.618 |
5.989 |
|
1.618 |
5.909 |
|
1.000 |
5.860 |
|
0.618 |
5.829 |
|
HIGH |
5.780 |
|
0.618 |
5.749 |
|
0.500 |
5.740 |
|
0.382 |
5.731 |
|
LOW |
5.700 |
|
0.618 |
5.651 |
|
1.000 |
5.620 |
|
1.618 |
5.571 |
|
2.618 |
5.491 |
|
4.250 |
5.360 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.770 |
5.801 |
| PP |
5.755 |
5.796 |
| S1 |
5.740 |
5.790 |
|