NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.116 |
5.188 |
0.072 |
1.4% |
5.194 |
| High |
5.180 |
5.204 |
0.024 |
0.5% |
5.248 |
| Low |
5.065 |
5.110 |
0.045 |
0.9% |
5.034 |
| Close |
5.161 |
5.150 |
-0.011 |
-0.2% |
5.150 |
| Range |
0.115 |
0.094 |
-0.021 |
-18.3% |
0.214 |
| ATR |
0.118 |
0.117 |
-0.002 |
-1.5% |
0.000 |
| Volume |
1,619 |
2,875 |
1,256 |
77.6% |
22,426 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.437 |
5.387 |
5.202 |
|
| R3 |
5.343 |
5.293 |
5.176 |
|
| R2 |
5.249 |
5.249 |
5.167 |
|
| R1 |
5.199 |
5.199 |
5.159 |
5.177 |
| PP |
5.155 |
5.155 |
5.155 |
5.144 |
| S1 |
5.105 |
5.105 |
5.141 |
5.083 |
| S2 |
5.061 |
5.061 |
5.133 |
|
| S3 |
4.967 |
5.011 |
5.124 |
|
| S4 |
4.873 |
4.917 |
5.098 |
|
|
| 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 |
5.604 |
|
2.618 |
5.450 |
|
1.618 |
5.356 |
|
1.000 |
5.298 |
|
0.618 |
5.262 |
|
HIGH |
5.204 |
|
0.618 |
5.168 |
|
0.500 |
5.157 |
|
0.382 |
5.146 |
|
LOW |
5.110 |
|
0.618 |
5.052 |
|
1.000 |
5.016 |
|
1.618 |
4.958 |
|
2.618 |
4.864 |
|
4.250 |
4.711 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.157 |
5.145 |
| PP |
5.155 |
5.140 |
| S1 |
5.152 |
5.135 |
|