NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.270 |
5.326 |
0.056 |
1.1% |
5.500 |
| High |
5.350 |
5.340 |
-0.010 |
-0.2% |
5.560 |
| Low |
5.270 |
5.284 |
0.014 |
0.3% |
5.242 |
| Close |
5.328 |
5.307 |
-0.021 |
-0.4% |
5.328 |
| Range |
0.080 |
0.056 |
-0.024 |
-30.0% |
0.318 |
| ATR |
0.132 |
0.127 |
-0.005 |
-4.1% |
0.000 |
| Volume |
1,854 |
2,017 |
163 |
8.8% |
6,963 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.478 |
5.449 |
5.338 |
|
| R3 |
5.422 |
5.393 |
5.322 |
|
| R2 |
5.366 |
5.366 |
5.317 |
|
| R1 |
5.337 |
5.337 |
5.312 |
5.324 |
| PP |
5.310 |
5.310 |
5.310 |
5.304 |
| S1 |
5.281 |
5.281 |
5.302 |
5.268 |
| S2 |
5.254 |
5.254 |
5.297 |
|
| S3 |
5.198 |
5.225 |
5.292 |
|
| S4 |
5.142 |
5.169 |
5.276 |
|
|
| 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 |
5.578 |
|
2.618 |
5.487 |
|
1.618 |
5.431 |
|
1.000 |
5.396 |
|
0.618 |
5.375 |
|
HIGH |
5.340 |
|
0.618 |
5.319 |
|
0.500 |
5.312 |
|
0.382 |
5.305 |
|
LOW |
5.284 |
|
0.618 |
5.249 |
|
1.000 |
5.228 |
|
1.618 |
5.193 |
|
2.618 |
5.137 |
|
4.250 |
5.046 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.312 |
5.326 |
| PP |
5.310 |
5.320 |
| S1 |
5.309 |
5.313 |
|