NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.430 |
5.290 |
-0.140 |
-2.6% |
5.670 |
| High |
5.451 |
5.571 |
0.120 |
2.2% |
5.670 |
| Low |
5.263 |
5.290 |
0.027 |
0.5% |
5.335 |
| Close |
5.290 |
5.559 |
0.269 |
5.1% |
5.366 |
| Range |
0.188 |
0.281 |
0.093 |
49.5% |
0.335 |
| ATR |
0.149 |
0.158 |
0.009 |
6.4% |
0.000 |
| Volume |
2,609 |
3,067 |
458 |
17.6% |
12,735 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.316 |
6.219 |
5.714 |
|
| R3 |
6.035 |
5.938 |
5.636 |
|
| R2 |
5.754 |
5.754 |
5.611 |
|
| R1 |
5.657 |
5.657 |
5.585 |
5.706 |
| PP |
5.473 |
5.473 |
5.473 |
5.498 |
| S1 |
5.376 |
5.376 |
5.533 |
5.425 |
| S2 |
5.192 |
5.192 |
5.507 |
|
| S3 |
4.911 |
5.095 |
5.482 |
|
| S4 |
4.630 |
4.814 |
5.404 |
|
|
| 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 |
6.765 |
|
2.618 |
6.307 |
|
1.618 |
6.026 |
|
1.000 |
5.852 |
|
0.618 |
5.745 |
|
HIGH |
5.571 |
|
0.618 |
5.464 |
|
0.500 |
5.431 |
|
0.382 |
5.397 |
|
LOW |
5.290 |
|
0.618 |
5.116 |
|
1.000 |
5.009 |
|
1.618 |
4.835 |
|
2.618 |
4.554 |
|
4.250 |
4.096 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.516 |
5.512 |
| PP |
5.473 |
5.464 |
| S1 |
5.431 |
5.417 |
|