NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.501 |
5.540 |
0.039 |
0.7% |
5.310 |
| High |
5.561 |
5.662 |
0.101 |
1.8% |
5.574 |
| Low |
5.501 |
5.503 |
0.002 |
0.0% |
5.240 |
| Close |
5.555 |
5.586 |
0.031 |
0.6% |
5.503 |
| Range |
0.060 |
0.159 |
0.099 |
165.0% |
0.334 |
| ATR |
0.122 |
0.124 |
0.003 |
2.2% |
0.000 |
| Volume |
183 |
258 |
75 |
41.0% |
3,478 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.061 |
5.982 |
5.673 |
|
| R3 |
5.902 |
5.823 |
5.630 |
|
| R2 |
5.743 |
5.743 |
5.615 |
|
| R1 |
5.664 |
5.664 |
5.601 |
5.704 |
| PP |
5.584 |
5.584 |
5.584 |
5.603 |
| S1 |
5.505 |
5.505 |
5.571 |
5.545 |
| S2 |
5.425 |
5.425 |
5.557 |
|
| S3 |
5.266 |
5.346 |
5.542 |
|
| S4 |
5.107 |
5.187 |
5.499 |
|
|
| 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 |
6.338 |
|
2.618 |
6.078 |
|
1.618 |
5.919 |
|
1.000 |
5.821 |
|
0.618 |
5.760 |
|
HIGH |
5.662 |
|
0.618 |
5.601 |
|
0.500 |
5.583 |
|
0.382 |
5.564 |
|
LOW |
5.503 |
|
0.618 |
5.405 |
|
1.000 |
5.344 |
|
1.618 |
5.246 |
|
2.618 |
5.087 |
|
4.250 |
4.827 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.585 |
5.573 |
| PP |
5.584 |
5.561 |
| S1 |
5.583 |
5.548 |
|