NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.133 |
5.298 |
0.165 |
3.2% |
5.326 |
| High |
5.323 |
5.319 |
-0.004 |
-0.1% |
5.340 |
| Low |
5.112 |
5.204 |
0.092 |
1.8% |
5.112 |
| Close |
5.294 |
5.241 |
-0.053 |
-1.0% |
5.241 |
| Range |
0.211 |
0.115 |
-0.096 |
-45.5% |
0.228 |
| ATR |
0.129 |
0.128 |
-0.001 |
-0.8% |
0.000 |
| Volume |
2,319 |
3,855 |
1,536 |
66.2% |
12,045 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.600 |
5.535 |
5.304 |
|
| R3 |
5.485 |
5.420 |
5.273 |
|
| R2 |
5.370 |
5.370 |
5.262 |
|
| R1 |
5.305 |
5.305 |
5.252 |
5.280 |
| PP |
5.255 |
5.255 |
5.255 |
5.242 |
| S1 |
5.190 |
5.190 |
5.230 |
5.165 |
| S2 |
5.140 |
5.140 |
5.220 |
|
| S3 |
5.025 |
5.075 |
5.209 |
|
| S4 |
4.910 |
4.960 |
5.178 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.915 |
5.806 |
5.366 |
|
| R3 |
5.687 |
5.578 |
5.304 |
|
| R2 |
5.459 |
5.459 |
5.283 |
|
| R1 |
5.350 |
5.350 |
5.262 |
5.291 |
| PP |
5.231 |
5.231 |
5.231 |
5.201 |
| S1 |
5.122 |
5.122 |
5.220 |
5.063 |
| S2 |
5.003 |
5.003 |
5.199 |
|
| S3 |
4.775 |
4.894 |
5.178 |
|
| S4 |
4.547 |
4.666 |
5.116 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.808 |
|
2.618 |
5.620 |
|
1.618 |
5.505 |
|
1.000 |
5.434 |
|
0.618 |
5.390 |
|
HIGH |
5.319 |
|
0.618 |
5.275 |
|
0.500 |
5.262 |
|
0.382 |
5.248 |
|
LOW |
5.204 |
|
0.618 |
5.133 |
|
1.000 |
5.089 |
|
1.618 |
5.018 |
|
2.618 |
4.903 |
|
4.250 |
4.715 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.262 |
5.233 |
| PP |
5.255 |
5.225 |
| S1 |
5.248 |
5.218 |
|