NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.600 |
5.510 |
-0.090 |
-1.6% |
5.571 |
| High |
5.611 |
5.537 |
-0.074 |
-1.3% |
5.730 |
| Low |
5.488 |
5.372 |
-0.116 |
-2.1% |
5.466 |
| Close |
5.552 |
5.444 |
-0.108 |
-1.9% |
5.653 |
| Range |
0.123 |
0.165 |
0.042 |
34.1% |
0.264 |
| ATR |
0.153 |
0.155 |
0.002 |
1.3% |
0.000 |
| Volume |
1,338 |
2,461 |
1,123 |
83.9% |
18,429 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.946 |
5.860 |
5.535 |
|
| R3 |
5.781 |
5.695 |
5.489 |
|
| R2 |
5.616 |
5.616 |
5.474 |
|
| R1 |
5.530 |
5.530 |
5.459 |
5.491 |
| PP |
5.451 |
5.451 |
5.451 |
5.431 |
| S1 |
5.365 |
5.365 |
5.429 |
5.326 |
| S2 |
5.286 |
5.286 |
5.414 |
|
| S3 |
5.121 |
5.200 |
5.399 |
|
| S4 |
4.956 |
5.035 |
5.353 |
|
|
| 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 |
6.238 |
|
2.618 |
5.969 |
|
1.618 |
5.804 |
|
1.000 |
5.702 |
|
0.618 |
5.639 |
|
HIGH |
5.537 |
|
0.618 |
5.474 |
|
0.500 |
5.455 |
|
0.382 |
5.435 |
|
LOW |
5.372 |
|
0.618 |
5.270 |
|
1.000 |
5.207 |
|
1.618 |
5.105 |
|
2.618 |
4.940 |
|
4.250 |
4.671 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.455 |
5.506 |
| PP |
5.451 |
5.485 |
| S1 |
5.448 |
5.465 |
|