NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.274 |
5.272 |
-0.002 |
0.0% |
5.215 |
| High |
5.318 |
5.272 |
-0.046 |
-0.9% |
5.340 |
| Low |
5.237 |
5.203 |
-0.034 |
-0.6% |
5.162 |
| Close |
5.268 |
5.252 |
-0.016 |
-0.3% |
5.268 |
| Range |
0.081 |
0.069 |
-0.012 |
-14.8% |
0.178 |
| ATR |
0.116 |
0.113 |
-0.003 |
-2.9% |
0.000 |
| Volume |
1,176 |
935 |
-241 |
-20.5% |
6,216 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.449 |
5.420 |
5.290 |
|
| R3 |
5.380 |
5.351 |
5.271 |
|
| R2 |
5.311 |
5.311 |
5.265 |
|
| R1 |
5.282 |
5.282 |
5.258 |
5.262 |
| PP |
5.242 |
5.242 |
5.242 |
5.233 |
| S1 |
5.213 |
5.213 |
5.246 |
5.193 |
| S2 |
5.173 |
5.173 |
5.239 |
|
| S3 |
5.104 |
5.144 |
5.233 |
|
| S4 |
5.035 |
5.075 |
5.214 |
|
|
| 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 |
5.565 |
|
2.618 |
5.453 |
|
1.618 |
5.384 |
|
1.000 |
5.341 |
|
0.618 |
5.315 |
|
HIGH |
5.272 |
|
0.618 |
5.246 |
|
0.500 |
5.238 |
|
0.382 |
5.229 |
|
LOW |
5.203 |
|
0.618 |
5.160 |
|
1.000 |
5.134 |
|
1.618 |
5.091 |
|
2.618 |
5.022 |
|
4.250 |
4.910 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.247 |
5.272 |
| PP |
5.242 |
5.265 |
| S1 |
5.238 |
5.259 |
|