NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.210 |
5.173 |
-0.037 |
-0.7% |
5.109 |
| High |
5.252 |
5.224 |
-0.028 |
-0.5% |
5.252 |
| Low |
5.186 |
5.145 |
-0.041 |
-0.8% |
5.065 |
| Close |
5.210 |
5.173 |
-0.037 |
-0.7% |
5.173 |
| Range |
0.066 |
0.079 |
0.013 |
19.7% |
0.187 |
| ATR |
0.116 |
0.113 |
-0.003 |
-2.3% |
0.000 |
| Volume |
2,764 |
4,141 |
1,377 |
49.8% |
15,305 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.418 |
5.374 |
5.216 |
|
| R3 |
5.339 |
5.295 |
5.195 |
|
| R2 |
5.260 |
5.260 |
5.187 |
|
| R1 |
5.216 |
5.216 |
5.180 |
5.213 |
| PP |
5.181 |
5.181 |
5.181 |
5.179 |
| S1 |
5.137 |
5.137 |
5.166 |
5.134 |
| S2 |
5.102 |
5.102 |
5.159 |
|
| S3 |
5.023 |
5.058 |
5.151 |
|
| S4 |
4.944 |
4.979 |
5.130 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.724 |
5.636 |
5.276 |
|
| R3 |
5.537 |
5.449 |
5.224 |
|
| R2 |
5.350 |
5.350 |
5.207 |
|
| R1 |
5.262 |
5.262 |
5.190 |
5.306 |
| PP |
5.163 |
5.163 |
5.163 |
5.186 |
| S1 |
5.075 |
5.075 |
5.156 |
5.119 |
| S2 |
4.976 |
4.976 |
5.139 |
|
| S3 |
4.789 |
4.888 |
5.122 |
|
| S4 |
4.602 |
4.701 |
5.070 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.560 |
|
2.618 |
5.431 |
|
1.618 |
5.352 |
|
1.000 |
5.303 |
|
0.618 |
5.273 |
|
HIGH |
5.224 |
|
0.618 |
5.194 |
|
0.500 |
5.185 |
|
0.382 |
5.175 |
|
LOW |
5.145 |
|
0.618 |
5.096 |
|
1.000 |
5.066 |
|
1.618 |
5.017 |
|
2.618 |
4.938 |
|
4.250 |
4.809 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.185 |
5.181 |
| PP |
5.181 |
5.178 |
| S1 |
5.177 |
5.176 |
|