NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.135 |
5.055 |
-0.080 |
-1.6% |
5.400 |
| High |
5.158 |
5.227 |
0.069 |
1.3% |
5.458 |
| Low |
5.080 |
5.034 |
-0.046 |
-0.9% |
5.153 |
| Close |
5.084 |
5.202 |
0.118 |
2.3% |
5.238 |
| Range |
0.078 |
0.193 |
0.115 |
147.4% |
0.305 |
| ATR |
0.118 |
0.124 |
0.005 |
4.5% |
0.000 |
| Volume |
4,566 |
2,934 |
-1,632 |
-35.7% |
16,212 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.733 |
5.661 |
5.308 |
|
| R3 |
5.540 |
5.468 |
5.255 |
|
| R2 |
5.347 |
5.347 |
5.237 |
|
| R1 |
5.275 |
5.275 |
5.220 |
5.311 |
| PP |
5.154 |
5.154 |
5.154 |
5.173 |
| S1 |
5.082 |
5.082 |
5.184 |
5.118 |
| S2 |
4.961 |
4.961 |
5.167 |
|
| S3 |
4.768 |
4.889 |
5.149 |
|
| S4 |
4.575 |
4.696 |
5.096 |
|
|
| 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 |
6.047 |
|
2.618 |
5.732 |
|
1.618 |
5.539 |
|
1.000 |
5.420 |
|
0.618 |
5.346 |
|
HIGH |
5.227 |
|
0.618 |
5.153 |
|
0.500 |
5.131 |
|
0.382 |
5.108 |
|
LOW |
5.034 |
|
0.618 |
4.915 |
|
1.000 |
4.841 |
|
1.618 |
4.722 |
|
2.618 |
4.529 |
|
4.250 |
4.214 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.178 |
5.180 |
| PP |
5.154 |
5.158 |
| S1 |
5.131 |
5.136 |
|