NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.385 |
5.270 |
-0.115 |
-2.1% |
5.500 |
| High |
5.410 |
5.350 |
-0.060 |
-1.1% |
5.560 |
| Low |
5.242 |
5.270 |
0.028 |
0.5% |
5.242 |
| Close |
5.305 |
5.328 |
0.023 |
0.4% |
5.328 |
| Range |
0.168 |
0.080 |
-0.088 |
-52.4% |
0.318 |
| ATR |
0.136 |
0.132 |
-0.004 |
-3.0% |
0.000 |
| Volume |
2,567 |
1,854 |
-713 |
-27.8% |
6,963 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.556 |
5.522 |
5.372 |
|
| R3 |
5.476 |
5.442 |
5.350 |
|
| R2 |
5.396 |
5.396 |
5.343 |
|
| R1 |
5.362 |
5.362 |
5.335 |
5.379 |
| PP |
5.316 |
5.316 |
5.316 |
5.325 |
| S1 |
5.282 |
5.282 |
5.321 |
5.299 |
| S2 |
5.236 |
5.236 |
5.313 |
|
| S3 |
5.156 |
5.202 |
5.306 |
|
| S4 |
5.076 |
5.122 |
5.284 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.331 |
6.147 |
5.503 |
|
| R3 |
6.013 |
5.829 |
5.415 |
|
| R2 |
5.695 |
5.695 |
5.386 |
|
| R1 |
5.511 |
5.511 |
5.357 |
5.444 |
| PP |
5.377 |
5.377 |
5.377 |
5.343 |
| S1 |
5.193 |
5.193 |
5.299 |
5.126 |
| S2 |
5.059 |
5.059 |
5.270 |
|
| S3 |
4.741 |
4.875 |
5.241 |
|
| S4 |
4.423 |
4.557 |
5.153 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.690 |
|
2.618 |
5.559 |
|
1.618 |
5.479 |
|
1.000 |
5.430 |
|
0.618 |
5.399 |
|
HIGH |
5.350 |
|
0.618 |
5.319 |
|
0.500 |
5.310 |
|
0.382 |
5.301 |
|
LOW |
5.270 |
|
0.618 |
5.221 |
|
1.000 |
5.190 |
|
1.618 |
5.141 |
|
2.618 |
5.061 |
|
4.250 |
4.930 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.322 |
5.356 |
| PP |
5.316 |
5.346 |
| S1 |
5.310 |
5.337 |
|