NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.267 |
5.185 |
-0.082 |
-1.6% |
5.470 |
| High |
5.267 |
5.345 |
0.078 |
1.5% |
5.593 |
| Low |
5.185 |
5.136 |
-0.049 |
-0.9% |
5.260 |
| Close |
5.193 |
5.322 |
0.129 |
2.5% |
5.352 |
| Range |
0.082 |
0.209 |
0.127 |
154.9% |
0.333 |
| ATR |
0.134 |
0.139 |
0.005 |
4.0% |
0.000 |
| Volume |
19,585 |
14,108 |
-5,477 |
-28.0% |
58,100 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.895 |
5.817 |
5.437 |
|
| R3 |
5.686 |
5.608 |
5.379 |
|
| R2 |
5.477 |
5.477 |
5.360 |
|
| R1 |
5.399 |
5.399 |
5.341 |
5.438 |
| PP |
5.268 |
5.268 |
5.268 |
5.287 |
| S1 |
5.190 |
5.190 |
5.303 |
5.229 |
| S2 |
5.059 |
5.059 |
5.284 |
|
| S3 |
4.850 |
4.981 |
5.265 |
|
| S4 |
4.641 |
4.772 |
5.207 |
|
|
| 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 |
6.233 |
|
2.618 |
5.892 |
|
1.618 |
5.683 |
|
1.000 |
5.554 |
|
0.618 |
5.474 |
|
HIGH |
5.345 |
|
0.618 |
5.265 |
|
0.500 |
5.241 |
|
0.382 |
5.216 |
|
LOW |
5.136 |
|
0.618 |
5.007 |
|
1.000 |
4.927 |
|
1.618 |
4.798 |
|
2.618 |
4.589 |
|
4.250 |
4.248 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.295 |
5.295 |
| PP |
5.268 |
5.269 |
| S1 |
5.241 |
5.242 |
|