NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.495 |
5.571 |
0.076 |
1.4% |
5.320 |
| High |
5.632 |
5.609 |
-0.023 |
-0.4% |
5.632 |
| Low |
5.456 |
5.466 |
0.010 |
0.2% |
5.230 |
| Close |
5.552 |
5.581 |
0.029 |
0.5% |
5.552 |
| Range |
0.176 |
0.143 |
-0.033 |
-18.8% |
0.402 |
| ATR |
0.159 |
0.158 |
-0.001 |
-0.7% |
0.000 |
| Volume |
4,048 |
4,576 |
528 |
13.0% |
12,648 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.981 |
5.924 |
5.660 |
|
| R3 |
5.838 |
5.781 |
5.620 |
|
| R2 |
5.695 |
5.695 |
5.607 |
|
| R1 |
5.638 |
5.638 |
5.594 |
5.667 |
| PP |
5.552 |
5.552 |
5.552 |
5.566 |
| S1 |
5.495 |
5.495 |
5.568 |
5.524 |
| S2 |
5.409 |
5.409 |
5.555 |
|
| S3 |
5.266 |
5.352 |
5.542 |
|
| S4 |
5.123 |
5.209 |
5.502 |
|
|
| 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 |
6.217 |
|
2.618 |
5.983 |
|
1.618 |
5.840 |
|
1.000 |
5.752 |
|
0.618 |
5.697 |
|
HIGH |
5.609 |
|
0.618 |
5.554 |
|
0.500 |
5.538 |
|
0.382 |
5.521 |
|
LOW |
5.466 |
|
0.618 |
5.378 |
|
1.000 |
5.323 |
|
1.618 |
5.235 |
|
2.618 |
5.092 |
|
4.250 |
4.858 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.567 |
5.541 |
| PP |
5.552 |
5.501 |
| S1 |
5.538 |
5.461 |
|