NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.246 |
5.267 |
0.021 |
0.4% |
5.470 |
| High |
5.348 |
5.267 |
-0.081 |
-1.5% |
5.593 |
| Low |
5.227 |
5.185 |
-0.042 |
-0.8% |
5.260 |
| Close |
5.246 |
5.193 |
-0.053 |
-1.0% |
5.352 |
| Range |
0.121 |
0.082 |
-0.039 |
-32.2% |
0.333 |
| ATR |
0.138 |
0.134 |
-0.004 |
-2.9% |
0.000 |
| Volume |
10,498 |
19,585 |
9,087 |
86.6% |
58,100 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.461 |
5.409 |
5.238 |
|
| R3 |
5.379 |
5.327 |
5.216 |
|
| R2 |
5.297 |
5.297 |
5.208 |
|
| R1 |
5.245 |
5.245 |
5.201 |
5.230 |
| PP |
5.215 |
5.215 |
5.215 |
5.208 |
| S1 |
5.163 |
5.163 |
5.185 |
5.148 |
| S2 |
5.133 |
5.133 |
5.178 |
|
| S3 |
5.051 |
5.081 |
5.170 |
|
| S4 |
4.969 |
4.999 |
5.148 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.401 |
6.209 |
5.535 |
|
| R3 |
6.068 |
5.876 |
5.444 |
|
| R2 |
5.735 |
5.735 |
5.413 |
|
| R1 |
5.543 |
5.543 |
5.383 |
5.473 |
| PP |
5.402 |
5.402 |
5.402 |
5.366 |
| S1 |
5.210 |
5.210 |
5.321 |
5.140 |
| S2 |
5.069 |
5.069 |
5.291 |
|
| S3 |
4.736 |
4.877 |
5.260 |
|
| S4 |
4.403 |
4.544 |
5.169 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.616 |
|
2.618 |
5.482 |
|
1.618 |
5.400 |
|
1.000 |
5.349 |
|
0.618 |
5.318 |
|
HIGH |
5.267 |
|
0.618 |
5.236 |
|
0.500 |
5.226 |
|
0.382 |
5.216 |
|
LOW |
5.185 |
|
0.618 |
5.134 |
|
1.000 |
5.103 |
|
1.618 |
5.052 |
|
2.618 |
4.970 |
|
4.250 |
4.837 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.226 |
5.281 |
| PP |
5.215 |
5.252 |
| S1 |
5.204 |
5.222 |
|