NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.270 |
5.274 |
0.004 |
0.1% |
5.215 |
| High |
5.340 |
5.318 |
-0.022 |
-0.4% |
5.340 |
| Low |
5.270 |
5.237 |
-0.033 |
-0.6% |
5.162 |
| Close |
5.306 |
5.268 |
-0.038 |
-0.7% |
5.268 |
| Range |
0.070 |
0.081 |
0.011 |
15.7% |
0.178 |
| ATR |
0.119 |
0.116 |
-0.003 |
-2.3% |
0.000 |
| Volume |
980 |
1,176 |
196 |
20.0% |
6,216 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.517 |
5.474 |
5.313 |
|
| R3 |
5.436 |
5.393 |
5.290 |
|
| R2 |
5.355 |
5.355 |
5.283 |
|
| R1 |
5.312 |
5.312 |
5.275 |
5.293 |
| PP |
5.274 |
5.274 |
5.274 |
5.265 |
| S1 |
5.231 |
5.231 |
5.261 |
5.212 |
| S2 |
5.193 |
5.193 |
5.253 |
|
| S3 |
5.112 |
5.150 |
5.246 |
|
| S4 |
5.031 |
5.069 |
5.223 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.791 |
5.707 |
5.366 |
|
| R3 |
5.613 |
5.529 |
5.317 |
|
| R2 |
5.435 |
5.435 |
5.301 |
|
| R1 |
5.351 |
5.351 |
5.284 |
5.393 |
| PP |
5.257 |
5.257 |
5.257 |
5.278 |
| S1 |
5.173 |
5.173 |
5.252 |
5.215 |
| S2 |
5.079 |
5.079 |
5.235 |
|
| S3 |
4.901 |
4.995 |
5.219 |
|
| S4 |
4.723 |
4.817 |
5.170 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.662 |
|
2.618 |
5.530 |
|
1.618 |
5.449 |
|
1.000 |
5.399 |
|
0.618 |
5.368 |
|
HIGH |
5.318 |
|
0.618 |
5.287 |
|
0.500 |
5.278 |
|
0.382 |
5.268 |
|
LOW |
5.237 |
|
0.618 |
5.187 |
|
1.000 |
5.156 |
|
1.618 |
5.106 |
|
2.618 |
5.025 |
|
4.250 |
4.893 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.278 |
5.270 |
| PP |
5.274 |
5.269 |
| S1 |
5.271 |
5.269 |
|