NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.238 |
5.275 |
0.037 |
0.7% |
5.370 |
| High |
5.298 |
5.317 |
0.019 |
0.4% |
5.377 |
| Low |
5.180 |
5.228 |
0.048 |
0.9% |
5.136 |
| Close |
5.279 |
5.265 |
-0.014 |
-0.3% |
5.268 |
| Range |
0.118 |
0.089 |
-0.029 |
-24.6% |
0.241 |
| ATR |
0.132 |
0.129 |
-0.003 |
-2.3% |
0.000 |
| Volume |
6,765 |
9,827 |
3,062 |
45.3% |
81,884 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.537 |
5.490 |
5.314 |
|
| R3 |
5.448 |
5.401 |
5.289 |
|
| R2 |
5.359 |
5.359 |
5.281 |
|
| R1 |
5.312 |
5.312 |
5.273 |
5.291 |
| PP |
5.270 |
5.270 |
5.270 |
5.260 |
| S1 |
5.223 |
5.223 |
5.257 |
5.202 |
| S2 |
5.181 |
5.181 |
5.249 |
|
| S3 |
5.092 |
5.134 |
5.241 |
|
| S4 |
5.003 |
5.045 |
5.216 |
|
|
| 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 |
5.695 |
|
2.618 |
5.550 |
|
1.618 |
5.461 |
|
1.000 |
5.406 |
|
0.618 |
5.372 |
|
HIGH |
5.317 |
|
0.618 |
5.283 |
|
0.500 |
5.273 |
|
0.382 |
5.262 |
|
LOW |
5.228 |
|
0.618 |
5.173 |
|
1.000 |
5.139 |
|
1.618 |
5.084 |
|
2.618 |
4.995 |
|
4.250 |
4.850 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.273 |
5.260 |
| PP |
5.270 |
5.254 |
| S1 |
5.268 |
5.249 |
|