NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.391 |
5.385 |
-0.006 |
-0.1% |
5.630 |
| High |
5.469 |
5.410 |
-0.059 |
-1.1% |
5.639 |
| Low |
5.385 |
5.242 |
-0.143 |
-2.7% |
5.320 |
| Close |
5.391 |
5.305 |
-0.086 |
-1.6% |
5.421 |
| Range |
0.084 |
0.168 |
0.084 |
100.0% |
0.319 |
| ATR |
0.134 |
0.136 |
0.002 |
1.8% |
0.000 |
| Volume |
1,047 |
2,567 |
1,520 |
145.2% |
9,887 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.823 |
5.732 |
5.397 |
|
| R3 |
5.655 |
5.564 |
5.351 |
|
| R2 |
5.487 |
5.487 |
5.336 |
|
| R1 |
5.396 |
5.396 |
5.320 |
5.358 |
| PP |
5.319 |
5.319 |
5.319 |
5.300 |
| S1 |
5.228 |
5.228 |
5.290 |
5.190 |
| S2 |
5.151 |
5.151 |
5.274 |
|
| S3 |
4.983 |
5.060 |
5.259 |
|
| S4 |
4.815 |
4.892 |
5.213 |
|
|
| 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 |
6.124 |
|
2.618 |
5.850 |
|
1.618 |
5.682 |
|
1.000 |
5.578 |
|
0.618 |
5.514 |
|
HIGH |
5.410 |
|
0.618 |
5.346 |
|
0.500 |
5.326 |
|
0.382 |
5.306 |
|
LOW |
5.242 |
|
0.618 |
5.138 |
|
1.000 |
5.074 |
|
1.618 |
4.970 |
|
2.618 |
4.802 |
|
4.250 |
4.528 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.326 |
5.401 |
| PP |
5.319 |
5.369 |
| S1 |
5.312 |
5.337 |
|