NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.198 |
5.109 |
-0.089 |
-1.7% |
5.194 |
| High |
5.236 |
5.139 |
-0.097 |
-1.9% |
5.248 |
| Low |
5.113 |
5.096 |
-0.017 |
-0.3% |
5.034 |
| Close |
5.150 |
5.126 |
-0.024 |
-0.5% |
5.150 |
| Range |
0.123 |
0.043 |
-0.080 |
-65.0% |
0.214 |
| ATR |
0.124 |
0.119 |
-0.005 |
-4.0% |
0.000 |
| Volume |
6,787 |
3,906 |
-2,881 |
-42.4% |
22,426 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.249 |
5.231 |
5.150 |
|
| R3 |
5.206 |
5.188 |
5.138 |
|
| R2 |
5.163 |
5.163 |
5.134 |
|
| R1 |
5.145 |
5.145 |
5.130 |
5.154 |
| PP |
5.120 |
5.120 |
5.120 |
5.125 |
| S1 |
5.102 |
5.102 |
5.122 |
5.111 |
| S2 |
5.077 |
5.077 |
5.118 |
|
| S3 |
5.034 |
5.059 |
5.114 |
|
| S4 |
4.991 |
5.016 |
5.102 |
|
|
| 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 |
5.322 |
|
2.618 |
5.252 |
|
1.618 |
5.209 |
|
1.000 |
5.182 |
|
0.618 |
5.166 |
|
HIGH |
5.139 |
|
0.618 |
5.123 |
|
0.500 |
5.118 |
|
0.382 |
5.112 |
|
LOW |
5.096 |
|
0.618 |
5.069 |
|
1.000 |
5.053 |
|
1.618 |
5.026 |
|
2.618 |
4.983 |
|
4.250 |
4.913 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.123 |
5.135 |
| PP |
5.120 |
5.132 |
| S1 |
5.118 |
5.129 |
|