NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.295 |
5.194 |
-0.101 |
-1.9% |
5.400 |
| High |
5.317 |
5.262 |
-0.055 |
-1.0% |
5.458 |
| Low |
5.153 |
5.190 |
0.037 |
0.7% |
5.153 |
| Close |
5.214 |
5.238 |
0.024 |
0.5% |
5.238 |
| Range |
0.164 |
0.072 |
-0.092 |
-56.1% |
0.305 |
| ATR |
0.133 |
0.128 |
-0.004 |
-3.3% |
0.000 |
| Volume |
4,116 |
4,952 |
836 |
20.3% |
16,212 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.446 |
5.414 |
5.278 |
|
| R3 |
5.374 |
5.342 |
5.258 |
|
| R2 |
5.302 |
5.302 |
5.251 |
|
| R1 |
5.270 |
5.270 |
5.245 |
5.286 |
| PP |
5.230 |
5.230 |
5.230 |
5.238 |
| S1 |
5.198 |
5.198 |
5.231 |
5.214 |
| S2 |
5.158 |
5.158 |
5.225 |
|
| S3 |
5.086 |
5.126 |
5.218 |
|
| S4 |
5.014 |
5.054 |
5.198 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.198 |
6.023 |
5.406 |
|
| R3 |
5.893 |
5.718 |
5.322 |
|
| R2 |
5.588 |
5.588 |
5.294 |
|
| R1 |
5.413 |
5.413 |
5.266 |
5.348 |
| PP |
5.283 |
5.283 |
5.283 |
5.251 |
| S1 |
5.108 |
5.108 |
5.210 |
5.043 |
| S2 |
4.978 |
4.978 |
5.182 |
|
| S3 |
4.673 |
4.803 |
5.154 |
|
| S4 |
4.368 |
4.498 |
5.070 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.568 |
|
2.618 |
5.450 |
|
1.618 |
5.378 |
|
1.000 |
5.334 |
|
0.618 |
5.306 |
|
HIGH |
5.262 |
|
0.618 |
5.234 |
|
0.500 |
5.226 |
|
0.382 |
5.218 |
|
LOW |
5.190 |
|
0.618 |
5.146 |
|
1.000 |
5.118 |
|
1.618 |
5.074 |
|
2.618 |
5.002 |
|
4.250 |
4.884 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.234 |
5.276 |
| PP |
5.230 |
5.263 |
| S1 |
5.226 |
5.251 |
|