NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.303 |
5.305 |
0.002 |
0.0% |
5.272 |
| High |
5.332 |
5.369 |
0.037 |
0.7% |
5.369 |
| Low |
5.236 |
5.267 |
0.031 |
0.6% |
5.203 |
| Close |
5.303 |
5.356 |
0.053 |
1.0% |
5.356 |
| Range |
0.096 |
0.102 |
0.006 |
6.3% |
0.166 |
| ATR |
0.110 |
0.110 |
-0.001 |
-0.5% |
0.000 |
| Volume |
4,033 |
3,278 |
-755 |
-18.7% |
10,129 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.637 |
5.598 |
5.412 |
|
| R3 |
5.535 |
5.496 |
5.384 |
|
| R2 |
5.433 |
5.433 |
5.375 |
|
| R1 |
5.394 |
5.394 |
5.365 |
5.414 |
| PP |
5.331 |
5.331 |
5.331 |
5.340 |
| S1 |
5.292 |
5.292 |
5.347 |
5.312 |
| S2 |
5.229 |
5.229 |
5.337 |
|
| S3 |
5.127 |
5.190 |
5.328 |
|
| S4 |
5.025 |
5.088 |
5.300 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.807 |
5.748 |
5.447 |
|
| R3 |
5.641 |
5.582 |
5.402 |
|
| R2 |
5.475 |
5.475 |
5.386 |
|
| R1 |
5.416 |
5.416 |
5.371 |
5.446 |
| PP |
5.309 |
5.309 |
5.309 |
5.324 |
| S1 |
5.250 |
5.250 |
5.341 |
5.280 |
| S2 |
5.143 |
5.143 |
5.326 |
|
| S3 |
4.977 |
5.084 |
5.310 |
|
| S4 |
4.811 |
4.918 |
5.265 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.803 |
|
2.618 |
5.636 |
|
1.618 |
5.534 |
|
1.000 |
5.471 |
|
0.618 |
5.432 |
|
HIGH |
5.369 |
|
0.618 |
5.330 |
|
0.500 |
5.318 |
|
0.382 |
5.306 |
|
LOW |
5.267 |
|
0.618 |
5.204 |
|
1.000 |
5.165 |
|
1.618 |
5.102 |
|
2.618 |
5.000 |
|
4.250 |
4.834 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.343 |
5.336 |
| PP |
5.331 |
5.316 |
| S1 |
5.318 |
5.297 |
|