NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.479 |
5.460 |
-0.019 |
-0.3% |
5.955 |
| High |
5.479 |
5.496 |
0.017 |
0.3% |
5.962 |
| Low |
5.407 |
5.395 |
-0.012 |
-0.2% |
5.680 |
| Close |
5.420 |
5.424 |
0.004 |
0.1% |
5.687 |
| Range |
0.072 |
0.101 |
0.029 |
40.3% |
0.282 |
| ATR |
0.153 |
0.150 |
-0.004 |
-2.4% |
0.000 |
| Volume |
3,275 |
1,950 |
-1,325 |
-40.5% |
7,932 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.741 |
5.684 |
5.480 |
|
| R3 |
5.640 |
5.583 |
5.452 |
|
| R2 |
5.539 |
5.539 |
5.443 |
|
| R1 |
5.482 |
5.482 |
5.433 |
5.460 |
| PP |
5.438 |
5.438 |
5.438 |
5.428 |
| S1 |
5.381 |
5.381 |
5.415 |
5.359 |
| S2 |
5.337 |
5.337 |
5.405 |
|
| S3 |
5.236 |
5.280 |
5.396 |
|
| S4 |
5.135 |
5.179 |
5.368 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.622 |
6.437 |
5.842 |
|
| R3 |
6.340 |
6.155 |
5.765 |
|
| R2 |
6.058 |
6.058 |
5.739 |
|
| R1 |
5.873 |
5.873 |
5.713 |
5.825 |
| PP |
5.776 |
5.776 |
5.776 |
5.752 |
| S1 |
5.591 |
5.591 |
5.661 |
5.543 |
| S2 |
5.494 |
5.494 |
5.635 |
|
| S3 |
5.212 |
5.309 |
5.609 |
|
| S4 |
4.930 |
5.027 |
5.532 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.925 |
|
2.618 |
5.760 |
|
1.618 |
5.659 |
|
1.000 |
5.597 |
|
0.618 |
5.558 |
|
HIGH |
5.496 |
|
0.618 |
5.457 |
|
0.500 |
5.446 |
|
0.382 |
5.434 |
|
LOW |
5.395 |
|
0.618 |
5.333 |
|
1.000 |
5.294 |
|
1.618 |
5.232 |
|
2.618 |
5.131 |
|
4.250 |
4.966 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.446 |
5.487 |
| PP |
5.438 |
5.466 |
| S1 |
5.431 |
5.445 |
|