NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.421 |
5.500 |
0.079 |
1.5% |
5.630 |
| High |
5.513 |
5.560 |
0.047 |
0.9% |
5.639 |
| Low |
5.370 |
5.400 |
0.030 |
0.6% |
5.320 |
| Close |
5.421 |
5.428 |
0.007 |
0.1% |
5.421 |
| Range |
0.143 |
0.160 |
0.017 |
11.9% |
0.319 |
| ATR |
0.136 |
0.138 |
0.002 |
1.3% |
0.000 |
| Volume |
2,646 |
1,495 |
-1,151 |
-43.5% |
9,887 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.943 |
5.845 |
5.516 |
|
| R3 |
5.783 |
5.685 |
5.472 |
|
| R2 |
5.623 |
5.623 |
5.457 |
|
| R1 |
5.525 |
5.525 |
5.443 |
5.494 |
| PP |
5.463 |
5.463 |
5.463 |
5.447 |
| S1 |
5.365 |
5.365 |
5.413 |
5.334 |
| S2 |
5.303 |
5.303 |
5.399 |
|
| S3 |
5.143 |
5.205 |
5.384 |
|
| S4 |
4.983 |
5.045 |
5.340 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.417 |
6.238 |
5.596 |
|
| R3 |
6.098 |
5.919 |
5.509 |
|
| R2 |
5.779 |
5.779 |
5.479 |
|
| R1 |
5.600 |
5.600 |
5.450 |
5.530 |
| PP |
5.460 |
5.460 |
5.460 |
5.425 |
| S1 |
5.281 |
5.281 |
5.392 |
5.211 |
| S2 |
5.141 |
5.141 |
5.363 |
|
| S3 |
4.822 |
4.962 |
5.333 |
|
| S4 |
4.503 |
4.643 |
5.246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.240 |
|
2.618 |
5.979 |
|
1.618 |
5.819 |
|
1.000 |
5.720 |
|
0.618 |
5.659 |
|
HIGH |
5.560 |
|
0.618 |
5.499 |
|
0.500 |
5.480 |
|
0.382 |
5.461 |
|
LOW |
5.400 |
|
0.618 |
5.301 |
|
1.000 |
5.240 |
|
1.618 |
5.141 |
|
2.618 |
4.981 |
|
4.250 |
4.720 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.480 |
5.445 |
| PP |
5.463 |
5.439 |
| S1 |
5.445 |
5.434 |
|