NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.510 |
5.467 |
-0.043 |
-0.8% |
5.571 |
| High |
5.537 |
5.662 |
0.125 |
2.3% |
5.730 |
| Low |
5.372 |
5.435 |
0.063 |
1.2% |
5.466 |
| Close |
5.444 |
5.653 |
0.209 |
3.8% |
5.653 |
| Range |
0.165 |
0.227 |
0.062 |
37.6% |
0.264 |
| ATR |
0.155 |
0.160 |
0.005 |
3.4% |
0.000 |
| Volume |
2,461 |
2,183 |
-278 |
-11.3% |
18,429 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.264 |
6.186 |
5.778 |
|
| R3 |
6.037 |
5.959 |
5.715 |
|
| R2 |
5.810 |
5.810 |
5.695 |
|
| R1 |
5.732 |
5.732 |
5.674 |
5.771 |
| PP |
5.583 |
5.583 |
5.583 |
5.603 |
| S1 |
5.505 |
5.505 |
5.632 |
5.544 |
| S2 |
5.356 |
5.356 |
5.611 |
|
| S3 |
5.129 |
5.278 |
5.591 |
|
| S4 |
4.902 |
5.051 |
5.528 |
|
|
| 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 |
6.627 |
|
2.618 |
6.256 |
|
1.618 |
6.029 |
|
1.000 |
5.889 |
|
0.618 |
5.802 |
|
HIGH |
5.662 |
|
0.618 |
5.575 |
|
0.500 |
5.549 |
|
0.382 |
5.522 |
|
LOW |
5.435 |
|
0.618 |
5.295 |
|
1.000 |
5.208 |
|
1.618 |
5.068 |
|
2.618 |
4.841 |
|
4.250 |
4.470 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.618 |
5.608 |
| PP |
5.583 |
5.562 |
| S1 |
5.549 |
5.517 |
|