NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.241 |
5.238 |
-0.003 |
-0.1% |
5.370 |
| High |
5.268 |
5.298 |
0.030 |
0.6% |
5.377 |
| Low |
5.210 |
5.180 |
-0.030 |
-0.6% |
5.136 |
| Close |
5.241 |
5.279 |
0.038 |
0.7% |
5.268 |
| Range |
0.058 |
0.118 |
0.060 |
103.4% |
0.241 |
| ATR |
0.133 |
0.132 |
-0.001 |
-0.8% |
0.000 |
| Volume |
14,560 |
6,765 |
-7,795 |
-53.5% |
81,884 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.606 |
5.561 |
5.344 |
|
| R3 |
5.488 |
5.443 |
5.311 |
|
| R2 |
5.370 |
5.370 |
5.301 |
|
| R1 |
5.325 |
5.325 |
5.290 |
5.348 |
| PP |
5.252 |
5.252 |
5.252 |
5.264 |
| S1 |
5.207 |
5.207 |
5.268 |
5.230 |
| S2 |
5.134 |
5.134 |
5.257 |
|
| S3 |
5.016 |
5.089 |
5.247 |
|
| S4 |
4.898 |
4.971 |
5.214 |
|
|
| 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 |
5.800 |
|
2.618 |
5.607 |
|
1.618 |
5.489 |
|
1.000 |
5.416 |
|
0.618 |
5.371 |
|
HIGH |
5.298 |
|
0.618 |
5.253 |
|
0.500 |
5.239 |
|
0.382 |
5.225 |
|
LOW |
5.180 |
|
0.618 |
5.107 |
|
1.000 |
5.062 |
|
1.618 |
4.989 |
|
2.618 |
4.871 |
|
4.250 |
4.679 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.266 |
5.276 |
| PP |
5.252 |
5.273 |
| S1 |
5.239 |
5.270 |
|