NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.185 |
5.268 |
0.083 |
1.6% |
5.370 |
| High |
5.345 |
5.360 |
0.015 |
0.3% |
5.377 |
| Low |
5.136 |
5.228 |
0.092 |
1.8% |
5.136 |
| Close |
5.322 |
5.268 |
-0.054 |
-1.0% |
5.268 |
| Range |
0.209 |
0.132 |
-0.077 |
-36.8% |
0.241 |
| ATR |
0.139 |
0.139 |
-0.001 |
-0.4% |
0.000 |
| Volume |
14,108 |
23,894 |
9,786 |
69.4% |
81,884 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.681 |
5.607 |
5.341 |
|
| R3 |
5.549 |
5.475 |
5.304 |
|
| R2 |
5.417 |
5.417 |
5.292 |
|
| R1 |
5.343 |
5.343 |
5.280 |
5.334 |
| PP |
5.285 |
5.285 |
5.285 |
5.281 |
| S1 |
5.211 |
5.211 |
5.256 |
5.202 |
| S2 |
5.153 |
5.153 |
5.244 |
|
| S3 |
5.021 |
5.079 |
5.232 |
|
| S4 |
4.889 |
4.947 |
5.195 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.983 |
5.867 |
5.401 |
|
| R3 |
5.742 |
5.626 |
5.334 |
|
| R2 |
5.501 |
5.501 |
5.312 |
|
| R1 |
5.385 |
5.385 |
5.290 |
5.323 |
| PP |
5.260 |
5.260 |
5.260 |
5.229 |
| S1 |
5.144 |
5.144 |
5.246 |
5.082 |
| S2 |
5.019 |
5.019 |
5.224 |
|
| S3 |
4.778 |
4.903 |
5.202 |
|
| S4 |
4.537 |
4.662 |
5.135 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.921 |
|
2.618 |
5.706 |
|
1.618 |
5.574 |
|
1.000 |
5.492 |
|
0.618 |
5.442 |
|
HIGH |
5.360 |
|
0.618 |
5.310 |
|
0.500 |
5.294 |
|
0.382 |
5.278 |
|
LOW |
5.228 |
|
0.618 |
5.146 |
|
1.000 |
5.096 |
|
1.618 |
5.014 |
|
2.618 |
4.882 |
|
4.250 |
4.667 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.294 |
5.261 |
| PP |
5.285 |
5.255 |
| S1 |
5.277 |
5.248 |
|