NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.467 |
5.590 |
0.123 |
2.2% |
5.567 |
| High |
5.662 |
5.650 |
-0.012 |
-0.2% |
5.662 |
| Low |
5.435 |
5.541 |
0.106 |
2.0% |
5.372 |
| Close |
5.653 |
5.631 |
-0.022 |
-0.4% |
5.631 |
| Range |
0.227 |
0.109 |
-0.118 |
-52.0% |
0.290 |
| ATR |
0.160 |
0.156 |
-0.003 |
-2.1% |
0.000 |
| Volume |
2,183 |
3,085 |
902 |
41.3% |
10,741 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.934 |
5.892 |
5.691 |
|
| R3 |
5.825 |
5.783 |
5.661 |
|
| R2 |
5.716 |
5.716 |
5.651 |
|
| R1 |
5.674 |
5.674 |
5.641 |
5.695 |
| PP |
5.607 |
5.607 |
5.607 |
5.618 |
| S1 |
5.565 |
5.565 |
5.621 |
5.586 |
| S2 |
5.498 |
5.498 |
5.611 |
|
| S3 |
5.389 |
5.456 |
5.601 |
|
| S4 |
5.280 |
5.347 |
5.571 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.425 |
6.318 |
5.791 |
|
| R3 |
6.135 |
6.028 |
5.711 |
|
| R2 |
5.845 |
5.845 |
5.684 |
|
| R1 |
5.738 |
5.738 |
5.658 |
5.792 |
| PP |
5.555 |
5.555 |
5.555 |
5.582 |
| S1 |
5.448 |
5.448 |
5.604 |
5.502 |
| S2 |
5.265 |
5.265 |
5.578 |
|
| S3 |
4.975 |
5.158 |
5.551 |
|
| S4 |
4.685 |
4.868 |
5.472 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.113 |
|
2.618 |
5.935 |
|
1.618 |
5.826 |
|
1.000 |
5.759 |
|
0.618 |
5.717 |
|
HIGH |
5.650 |
|
0.618 |
5.608 |
|
0.500 |
5.596 |
|
0.382 |
5.583 |
|
LOW |
5.541 |
|
0.618 |
5.474 |
|
1.000 |
5.432 |
|
1.618 |
5.365 |
|
2.618 |
5.256 |
|
4.250 |
5.078 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.619 |
5.593 |
| PP |
5.607 |
5.555 |
| S1 |
5.596 |
5.517 |
|