NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.290 |
5.495 |
0.205 |
3.9% |
5.320 |
| High |
5.571 |
5.632 |
0.061 |
1.1% |
5.632 |
| Low |
5.290 |
5.456 |
0.166 |
3.1% |
5.230 |
| Close |
5.559 |
5.552 |
-0.007 |
-0.1% |
5.552 |
| Range |
0.281 |
0.176 |
-0.105 |
-37.4% |
0.402 |
| ATR |
0.158 |
0.159 |
0.001 |
0.8% |
0.000 |
| Volume |
3,067 |
4,048 |
981 |
32.0% |
12,648 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.075 |
5.989 |
5.649 |
|
| R3 |
5.899 |
5.813 |
5.600 |
|
| R2 |
5.723 |
5.723 |
5.584 |
|
| R1 |
5.637 |
5.637 |
5.568 |
5.680 |
| PP |
5.547 |
5.547 |
5.547 |
5.568 |
| S1 |
5.461 |
5.461 |
5.536 |
5.504 |
| S2 |
5.371 |
5.371 |
5.520 |
|
| S3 |
5.195 |
5.285 |
5.504 |
|
| S4 |
5.019 |
5.109 |
5.455 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.677 |
6.517 |
5.773 |
|
| R3 |
6.275 |
6.115 |
5.663 |
|
| R2 |
5.873 |
5.873 |
5.626 |
|
| R1 |
5.713 |
5.713 |
5.589 |
5.793 |
| PP |
5.471 |
5.471 |
5.471 |
5.512 |
| S1 |
5.311 |
5.311 |
5.515 |
5.391 |
| S2 |
5.069 |
5.069 |
5.478 |
|
| S3 |
4.667 |
4.909 |
5.441 |
|
| S4 |
4.265 |
4.507 |
5.331 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.380 |
|
2.618 |
6.093 |
|
1.618 |
5.917 |
|
1.000 |
5.808 |
|
0.618 |
5.741 |
|
HIGH |
5.632 |
|
0.618 |
5.565 |
|
0.500 |
5.544 |
|
0.382 |
5.523 |
|
LOW |
5.456 |
|
0.618 |
5.347 |
|
1.000 |
5.280 |
|
1.618 |
5.171 |
|
2.618 |
4.995 |
|
4.250 |
4.708 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.549 |
5.517 |
| PP |
5.547 |
5.482 |
| S1 |
5.544 |
5.448 |
|