NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.271 |
5.285 |
0.014 |
0.3% |
5.215 |
| High |
5.302 |
5.354 |
0.052 |
1.0% |
5.340 |
| Low |
5.225 |
5.224 |
-0.001 |
0.0% |
5.162 |
| Close |
5.263 |
5.253 |
-0.010 |
-0.2% |
5.268 |
| Range |
0.077 |
0.130 |
0.053 |
68.8% |
0.178 |
| ATR |
0.110 |
0.111 |
0.001 |
1.3% |
0.000 |
| Volume |
978 |
905 |
-73 |
-7.5% |
6,216 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.667 |
5.590 |
5.325 |
|
| R3 |
5.537 |
5.460 |
5.289 |
|
| R2 |
5.407 |
5.407 |
5.277 |
|
| R1 |
5.330 |
5.330 |
5.265 |
5.304 |
| PP |
5.277 |
5.277 |
5.277 |
5.264 |
| S1 |
5.200 |
5.200 |
5.241 |
5.174 |
| S2 |
5.147 |
5.147 |
5.229 |
|
| S3 |
5.017 |
5.070 |
5.217 |
|
| S4 |
4.887 |
4.940 |
5.182 |
|
|
| 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 |
5.907 |
|
2.618 |
5.694 |
|
1.618 |
5.564 |
|
1.000 |
5.484 |
|
0.618 |
5.434 |
|
HIGH |
5.354 |
|
0.618 |
5.304 |
|
0.500 |
5.289 |
|
0.382 |
5.274 |
|
LOW |
5.224 |
|
0.618 |
5.144 |
|
1.000 |
5.094 |
|
1.618 |
5.014 |
|
2.618 |
4.884 |
|
4.250 |
4.672 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.289 |
5.279 |
| PP |
5.277 |
5.270 |
| S1 |
5.265 |
5.262 |
|