NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.188 |
5.210 |
0.022 |
0.4% |
5.194 |
| High |
5.204 |
5.252 |
0.048 |
0.9% |
5.248 |
| Low |
5.110 |
5.186 |
0.076 |
1.5% |
5.034 |
| Close |
5.150 |
5.210 |
0.060 |
1.2% |
5.150 |
| Range |
0.094 |
0.066 |
-0.028 |
-29.8% |
0.214 |
| ATR |
0.117 |
0.116 |
-0.001 |
-0.9% |
0.000 |
| Volume |
2,875 |
2,764 |
-111 |
-3.9% |
22,426 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.414 |
5.378 |
5.246 |
|
| R3 |
5.348 |
5.312 |
5.228 |
|
| R2 |
5.282 |
5.282 |
5.222 |
|
| R1 |
5.246 |
5.246 |
5.216 |
5.243 |
| PP |
5.216 |
5.216 |
5.216 |
5.215 |
| S1 |
5.180 |
5.180 |
5.204 |
5.177 |
| S2 |
5.150 |
5.150 |
5.198 |
|
| S3 |
5.084 |
5.114 |
5.192 |
|
| S4 |
5.018 |
5.048 |
5.174 |
|
|
| 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 |
5.533 |
|
2.618 |
5.425 |
|
1.618 |
5.359 |
|
1.000 |
5.318 |
|
0.618 |
5.293 |
|
HIGH |
5.252 |
|
0.618 |
5.227 |
|
0.500 |
5.219 |
|
0.382 |
5.211 |
|
LOW |
5.186 |
|
0.618 |
5.145 |
|
1.000 |
5.120 |
|
1.618 |
5.079 |
|
2.618 |
5.013 |
|
4.250 |
4.906 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.219 |
5.193 |
| PP |
5.216 |
5.176 |
| S1 |
5.213 |
5.159 |
|