NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.571 |
5.570 |
-0.001 |
0.0% |
5.320 |
| High |
5.609 |
5.636 |
0.027 |
0.5% |
5.632 |
| Low |
5.466 |
5.542 |
0.076 |
1.4% |
5.230 |
| Close |
5.581 |
5.607 |
0.026 |
0.5% |
5.552 |
| Range |
0.143 |
0.094 |
-0.049 |
-34.3% |
0.402 |
| ATR |
0.158 |
0.154 |
-0.005 |
-2.9% |
0.000 |
| Volume |
4,576 |
1,696 |
-2,880 |
-62.9% |
12,648 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.877 |
5.836 |
5.659 |
|
| R3 |
5.783 |
5.742 |
5.633 |
|
| R2 |
5.689 |
5.689 |
5.624 |
|
| R1 |
5.648 |
5.648 |
5.616 |
5.669 |
| PP |
5.595 |
5.595 |
5.595 |
5.605 |
| S1 |
5.554 |
5.554 |
5.598 |
5.575 |
| S2 |
5.501 |
5.501 |
5.590 |
|
| S3 |
5.407 |
5.460 |
5.581 |
|
| S4 |
5.313 |
5.366 |
5.555 |
|
|
| 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 |
6.036 |
|
2.618 |
5.882 |
|
1.618 |
5.788 |
|
1.000 |
5.730 |
|
0.618 |
5.694 |
|
HIGH |
5.636 |
|
0.618 |
5.600 |
|
0.500 |
5.589 |
|
0.382 |
5.578 |
|
LOW |
5.542 |
|
0.618 |
5.484 |
|
1.000 |
5.448 |
|
1.618 |
5.390 |
|
2.618 |
5.296 |
|
4.250 |
5.143 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.601 |
5.587 |
| PP |
5.595 |
5.566 |
| S1 |
5.589 |
5.546 |
|