NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.442 |
5.510 |
0.068 |
1.2% |
5.310 |
| High |
5.574 |
5.559 |
-0.015 |
-0.3% |
5.574 |
| Low |
5.442 |
5.434 |
-0.008 |
-0.1% |
5.240 |
| Close |
5.503 |
5.532 |
0.029 |
0.5% |
5.503 |
| Range |
0.132 |
0.125 |
-0.007 |
-5.3% |
0.334 |
| ATR |
0.000 |
0.127 |
0.127 |
|
0.000 |
| Volume |
336 |
829 |
493 |
146.7% |
3,478 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.883 |
5.833 |
5.601 |
|
| R3 |
5.758 |
5.708 |
5.566 |
|
| R2 |
5.633 |
5.633 |
5.555 |
|
| R1 |
5.583 |
5.583 |
5.543 |
5.608 |
| PP |
5.508 |
5.508 |
5.508 |
5.521 |
| S1 |
5.458 |
5.458 |
5.521 |
5.483 |
| S2 |
5.383 |
5.383 |
5.509 |
|
| S3 |
5.258 |
5.333 |
5.498 |
|
| S4 |
5.133 |
5.208 |
5.463 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.441 |
6.306 |
5.687 |
|
| R3 |
6.107 |
5.972 |
5.595 |
|
| R2 |
5.773 |
5.773 |
5.564 |
|
| R1 |
5.638 |
5.638 |
5.534 |
5.706 |
| PP |
5.439 |
5.439 |
5.439 |
5.473 |
| S1 |
5.304 |
5.304 |
5.472 |
5.372 |
| S2 |
5.105 |
5.105 |
5.442 |
|
| S3 |
4.771 |
4.970 |
5.411 |
|
| S4 |
4.437 |
4.636 |
5.319 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.090 |
|
2.618 |
5.886 |
|
1.618 |
5.761 |
|
1.000 |
5.684 |
|
0.618 |
5.636 |
|
HIGH |
5.559 |
|
0.618 |
5.511 |
|
0.500 |
5.497 |
|
0.382 |
5.482 |
|
LOW |
5.434 |
|
0.618 |
5.357 |
|
1.000 |
5.309 |
|
1.618 |
5.232 |
|
2.618 |
5.107 |
|
4.250 |
4.903 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.520 |
5.510 |
| PP |
5.508 |
5.488 |
| S1 |
5.497 |
5.466 |
|