NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.590 |
5.778 |
0.188 |
3.4% |
5.567 |
| High |
5.650 |
6.106 |
0.456 |
8.1% |
5.662 |
| Low |
5.541 |
5.778 |
0.237 |
4.3% |
5.372 |
| Close |
5.631 |
5.911 |
0.280 |
5.0% |
5.631 |
| Range |
0.109 |
0.328 |
0.219 |
200.9% |
0.290 |
| ATR |
0.156 |
0.179 |
0.023 |
14.6% |
0.000 |
| Volume |
3,085 |
2,689 |
-396 |
-12.8% |
10,741 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.916 |
6.741 |
6.091 |
|
| R3 |
6.588 |
6.413 |
6.001 |
|
| R2 |
6.260 |
6.260 |
5.971 |
|
| R1 |
6.085 |
6.085 |
5.941 |
6.173 |
| PP |
5.932 |
5.932 |
5.932 |
5.975 |
| S1 |
5.757 |
5.757 |
5.881 |
5.845 |
| S2 |
5.604 |
5.604 |
5.851 |
|
| S3 |
5.276 |
5.429 |
5.821 |
|
| S4 |
4.948 |
5.101 |
5.731 |
|
|
| 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 |
7.500 |
|
2.618 |
6.965 |
|
1.618 |
6.637 |
|
1.000 |
6.434 |
|
0.618 |
6.309 |
|
HIGH |
6.106 |
|
0.618 |
5.981 |
|
0.500 |
5.942 |
|
0.382 |
5.903 |
|
LOW |
5.778 |
|
0.618 |
5.575 |
|
1.000 |
5.450 |
|
1.618 |
5.247 |
|
2.618 |
4.919 |
|
4.250 |
4.384 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.942 |
5.864 |
| PP |
5.932 |
5.817 |
| S1 |
5.921 |
5.771 |
|