NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.272 |
5.271 |
-0.001 |
0.0% |
5.215 |
| High |
5.272 |
5.302 |
0.030 |
0.6% |
5.340 |
| Low |
5.203 |
5.225 |
0.022 |
0.4% |
5.162 |
| Close |
5.252 |
5.263 |
0.011 |
0.2% |
5.268 |
| Range |
0.069 |
0.077 |
0.008 |
11.6% |
0.178 |
| ATR |
0.113 |
0.110 |
-0.003 |
-2.3% |
0.000 |
| Volume |
935 |
978 |
43 |
4.6% |
6,216 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.494 |
5.456 |
5.305 |
|
| R3 |
5.417 |
5.379 |
5.284 |
|
| R2 |
5.340 |
5.340 |
5.277 |
|
| R1 |
5.302 |
5.302 |
5.270 |
5.283 |
| PP |
5.263 |
5.263 |
5.263 |
5.254 |
| S1 |
5.225 |
5.225 |
5.256 |
5.206 |
| S2 |
5.186 |
5.186 |
5.249 |
|
| S3 |
5.109 |
5.148 |
5.242 |
|
| S4 |
5.032 |
5.071 |
5.221 |
|
|
| 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 |
5.629 |
|
2.618 |
5.504 |
|
1.618 |
5.427 |
|
1.000 |
5.379 |
|
0.618 |
5.350 |
|
HIGH |
5.302 |
|
0.618 |
5.273 |
|
0.500 |
5.264 |
|
0.382 |
5.254 |
|
LOW |
5.225 |
|
0.618 |
5.177 |
|
1.000 |
5.148 |
|
1.618 |
5.100 |
|
2.618 |
5.023 |
|
4.250 |
4.898 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.264 |
5.262 |
| PP |
5.263 |
5.261 |
| S1 |
5.263 |
5.261 |
|