NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.540 |
5.560 |
0.020 |
0.4% |
5.510 |
| High |
5.618 |
5.612 |
-0.006 |
-0.1% |
5.666 |
| Low |
5.490 |
5.551 |
0.061 |
1.1% |
5.434 |
| Close |
5.623 |
5.593 |
-0.030 |
-0.5% |
5.623 |
| Range |
0.128 |
0.061 |
-0.067 |
-52.3% |
0.232 |
| ATR |
0.128 |
0.124 |
-0.004 |
-3.1% |
0.000 |
| Volume |
799 |
410 |
-389 |
-48.7% |
2,614 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.768 |
5.742 |
5.627 |
|
| R3 |
5.707 |
5.681 |
5.610 |
|
| R2 |
5.646 |
5.646 |
5.604 |
|
| R1 |
5.620 |
5.620 |
5.599 |
5.633 |
| PP |
5.585 |
5.585 |
5.585 |
5.592 |
| S1 |
5.559 |
5.559 |
5.587 |
5.572 |
| S2 |
5.524 |
5.524 |
5.582 |
|
| S3 |
5.463 |
5.498 |
5.576 |
|
| S4 |
5.402 |
5.437 |
5.559 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.270 |
6.179 |
5.751 |
|
| R3 |
6.038 |
5.947 |
5.687 |
|
| R2 |
5.806 |
5.806 |
5.666 |
|
| R1 |
5.715 |
5.715 |
5.644 |
5.761 |
| PP |
5.574 |
5.574 |
5.574 |
5.597 |
| S1 |
5.483 |
5.483 |
5.602 |
5.529 |
| S2 |
5.342 |
5.342 |
5.580 |
|
| S3 |
5.110 |
5.251 |
5.559 |
|
| S4 |
4.878 |
5.019 |
5.495 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.871 |
|
2.618 |
5.772 |
|
1.618 |
5.711 |
|
1.000 |
5.673 |
|
0.618 |
5.650 |
|
HIGH |
5.612 |
|
0.618 |
5.589 |
|
0.500 |
5.582 |
|
0.382 |
5.574 |
|
LOW |
5.551 |
|
0.618 |
5.513 |
|
1.000 |
5.490 |
|
1.618 |
5.452 |
|
2.618 |
5.391 |
|
4.250 |
5.292 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.589 |
5.588 |
| PP |
5.585 |
5.583 |
| S1 |
5.582 |
5.578 |
|