NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.570 |
5.566 |
-0.004 |
-0.1% |
5.320 |
| High |
5.636 |
5.730 |
0.094 |
1.7% |
5.632 |
| Low |
5.542 |
5.530 |
-0.012 |
-0.2% |
5.230 |
| Close |
5.607 |
5.652 |
0.045 |
0.8% |
5.552 |
| Range |
0.094 |
0.200 |
0.106 |
112.8% |
0.402 |
| ATR |
0.154 |
0.157 |
0.003 |
2.2% |
0.000 |
| Volume |
1,696 |
3,156 |
1,460 |
86.1% |
12,648 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.237 |
6.145 |
5.762 |
|
| R3 |
6.037 |
5.945 |
5.707 |
|
| R2 |
5.837 |
5.837 |
5.689 |
|
| R1 |
5.745 |
5.745 |
5.670 |
5.791 |
| PP |
5.637 |
5.637 |
5.637 |
5.661 |
| S1 |
5.545 |
5.545 |
5.634 |
5.591 |
| S2 |
5.437 |
5.437 |
5.615 |
|
| S3 |
5.237 |
5.345 |
5.597 |
|
| S4 |
5.037 |
5.145 |
5.542 |
|
|
| 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 |
6.580 |
|
2.618 |
6.254 |
|
1.618 |
6.054 |
|
1.000 |
5.930 |
|
0.618 |
5.854 |
|
HIGH |
5.730 |
|
0.618 |
5.654 |
|
0.500 |
5.630 |
|
0.382 |
5.606 |
|
LOW |
5.530 |
|
0.618 |
5.406 |
|
1.000 |
5.330 |
|
1.618 |
5.206 |
|
2.618 |
5.006 |
|
4.250 |
4.680 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.645 |
5.634 |
| PP |
5.637 |
5.616 |
| S1 |
5.630 |
5.598 |
|