NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.055 |
5.198 |
0.143 |
2.8% |
5.194 |
| High |
5.227 |
5.236 |
0.009 |
0.2% |
5.248 |
| Low |
5.034 |
5.113 |
0.079 |
1.6% |
5.034 |
| Close |
5.202 |
5.150 |
-0.052 |
-1.0% |
5.150 |
| Range |
0.193 |
0.123 |
-0.070 |
-36.3% |
0.214 |
| ATR |
0.124 |
0.124 |
0.000 |
0.0% |
0.000 |
| Volume |
2,934 |
6,787 |
3,853 |
131.3% |
22,426 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.535 |
5.466 |
5.218 |
|
| R3 |
5.412 |
5.343 |
5.184 |
|
| R2 |
5.289 |
5.289 |
5.173 |
|
| R1 |
5.220 |
5.220 |
5.161 |
5.193 |
| PP |
5.166 |
5.166 |
5.166 |
5.153 |
| S1 |
5.097 |
5.097 |
5.139 |
5.070 |
| S2 |
5.043 |
5.043 |
5.127 |
|
| S3 |
4.920 |
4.974 |
5.116 |
|
| S4 |
4.797 |
4.851 |
5.082 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.786 |
5.682 |
5.268 |
|
| R3 |
5.572 |
5.468 |
5.209 |
|
| R2 |
5.358 |
5.358 |
5.189 |
|
| R1 |
5.254 |
5.254 |
5.170 |
5.199 |
| PP |
5.144 |
5.144 |
5.144 |
5.117 |
| S1 |
5.040 |
5.040 |
5.130 |
4.985 |
| S2 |
4.930 |
4.930 |
5.111 |
|
| S3 |
4.716 |
4.826 |
5.091 |
|
| S4 |
4.502 |
4.612 |
5.032 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.759 |
|
2.618 |
5.558 |
|
1.618 |
5.435 |
|
1.000 |
5.359 |
|
0.618 |
5.312 |
|
HIGH |
5.236 |
|
0.618 |
5.189 |
|
0.500 |
5.175 |
|
0.382 |
5.160 |
|
LOW |
5.113 |
|
0.618 |
5.037 |
|
1.000 |
4.990 |
|
1.618 |
4.914 |
|
2.618 |
4.791 |
|
4.250 |
4.590 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.175 |
5.145 |
| PP |
5.166 |
5.140 |
| S1 |
5.158 |
5.135 |
|