NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.285 |
5.303 |
0.018 |
0.3% |
5.215 |
| High |
5.354 |
5.332 |
-0.022 |
-0.4% |
5.340 |
| Low |
5.224 |
5.236 |
0.012 |
0.2% |
5.162 |
| Close |
5.253 |
5.303 |
0.050 |
1.0% |
5.268 |
| Range |
0.130 |
0.096 |
-0.034 |
-26.2% |
0.178 |
| ATR |
0.111 |
0.110 |
-0.001 |
-1.0% |
0.000 |
| Volume |
905 |
4,033 |
3,128 |
345.6% |
6,216 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.578 |
5.537 |
5.356 |
|
| R3 |
5.482 |
5.441 |
5.329 |
|
| R2 |
5.386 |
5.386 |
5.321 |
|
| R1 |
5.345 |
5.345 |
5.312 |
5.351 |
| PP |
5.290 |
5.290 |
5.290 |
5.294 |
| S1 |
5.249 |
5.249 |
5.294 |
5.255 |
| S2 |
5.194 |
5.194 |
5.285 |
|
| S3 |
5.098 |
5.153 |
5.277 |
|
| S4 |
5.002 |
5.057 |
5.250 |
|
|
| 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 |
5.740 |
|
2.618 |
5.583 |
|
1.618 |
5.487 |
|
1.000 |
5.428 |
|
0.618 |
5.391 |
|
HIGH |
5.332 |
|
0.618 |
5.295 |
|
0.500 |
5.284 |
|
0.382 |
5.273 |
|
LOW |
5.236 |
|
0.618 |
5.177 |
|
1.000 |
5.140 |
|
1.618 |
5.081 |
|
2.618 |
4.985 |
|
4.250 |
4.828 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.297 |
5.298 |
| PP |
5.290 |
5.294 |
| S1 |
5.284 |
5.289 |
|