NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.400 |
5.320 |
-0.080 |
-1.5% |
5.670 |
| High |
5.400 |
5.320 |
-0.080 |
-1.5% |
5.670 |
| Low |
5.335 |
5.230 |
-0.105 |
-2.0% |
5.335 |
| Close |
5.366 |
5.250 |
-0.116 |
-2.2% |
5.366 |
| Range |
0.065 |
0.090 |
0.025 |
38.5% |
0.335 |
| ATR |
0.145 |
0.145 |
-0.001 |
-0.5% |
0.000 |
| Volume |
2,191 |
1,545 |
-646 |
-29.5% |
12,735 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.537 |
5.483 |
5.300 |
|
| R3 |
5.447 |
5.393 |
5.275 |
|
| R2 |
5.357 |
5.357 |
5.267 |
|
| R1 |
5.303 |
5.303 |
5.258 |
5.285 |
| PP |
5.267 |
5.267 |
5.267 |
5.258 |
| S1 |
5.213 |
5.213 |
5.242 |
5.195 |
| S2 |
5.177 |
5.177 |
5.234 |
|
| S3 |
5.087 |
5.123 |
5.225 |
|
| S4 |
4.997 |
5.033 |
5.201 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.462 |
6.249 |
5.550 |
|
| R3 |
6.127 |
5.914 |
5.458 |
|
| R2 |
5.792 |
5.792 |
5.427 |
|
| R1 |
5.579 |
5.579 |
5.397 |
5.518 |
| PP |
5.457 |
5.457 |
5.457 |
5.427 |
| S1 |
5.244 |
5.244 |
5.335 |
5.183 |
| S2 |
5.122 |
5.122 |
5.305 |
|
| S3 |
4.787 |
4.909 |
5.274 |
|
| S4 |
4.452 |
4.574 |
5.182 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.703 |
|
2.618 |
5.556 |
|
1.618 |
5.466 |
|
1.000 |
5.410 |
|
0.618 |
5.376 |
|
HIGH |
5.320 |
|
0.618 |
5.286 |
|
0.500 |
5.275 |
|
0.382 |
5.264 |
|
LOW |
5.230 |
|
0.618 |
5.174 |
|
1.000 |
5.140 |
|
1.618 |
5.084 |
|
2.618 |
4.994 |
|
4.250 |
4.848 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.275 |
5.363 |
| PP |
5.267 |
5.325 |
| S1 |
5.258 |
5.288 |
|