NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.529 |
5.567 |
0.038 |
0.7% |
5.571 |
| High |
5.653 |
5.639 |
-0.014 |
-0.2% |
5.730 |
| Low |
5.517 |
5.566 |
0.049 |
0.9% |
5.466 |
| Close |
5.653 |
5.616 |
-0.037 |
-0.7% |
5.653 |
| Range |
0.136 |
0.073 |
-0.063 |
-46.3% |
0.264 |
| ATR |
0.160 |
0.154 |
-0.005 |
-3.3% |
0.000 |
| Volume |
4,940 |
1,674 |
-3,266 |
-66.1% |
18,429 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.826 |
5.794 |
5.656 |
|
| R3 |
5.753 |
5.721 |
5.636 |
|
| R2 |
5.680 |
5.680 |
5.629 |
|
| R1 |
5.648 |
5.648 |
5.623 |
5.664 |
| PP |
5.607 |
5.607 |
5.607 |
5.615 |
| S1 |
5.575 |
5.575 |
5.609 |
5.591 |
| S2 |
5.534 |
5.534 |
5.603 |
|
| S3 |
5.461 |
5.502 |
5.596 |
|
| S4 |
5.388 |
5.429 |
5.576 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.408 |
6.295 |
5.798 |
|
| R3 |
6.144 |
6.031 |
5.726 |
|
| R2 |
5.880 |
5.880 |
5.701 |
|
| R1 |
5.767 |
5.767 |
5.677 |
5.824 |
| PP |
5.616 |
5.616 |
5.616 |
5.645 |
| S1 |
5.503 |
5.503 |
5.629 |
5.560 |
| S2 |
5.352 |
5.352 |
5.605 |
|
| S3 |
5.088 |
5.239 |
5.580 |
|
| S4 |
4.824 |
4.975 |
5.508 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.949 |
|
2.618 |
5.830 |
|
1.618 |
5.757 |
|
1.000 |
5.712 |
|
0.618 |
5.684 |
|
HIGH |
5.639 |
|
0.618 |
5.611 |
|
0.500 |
5.603 |
|
0.382 |
5.594 |
|
LOW |
5.566 |
|
0.618 |
5.521 |
|
1.000 |
5.493 |
|
1.618 |
5.448 |
|
2.618 |
5.375 |
|
4.250 |
5.256 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.612 |
5.618 |
| PP |
5.607 |
5.617 |
| S1 |
5.603 |
5.617 |
|