NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.173 |
5.155 |
-0.018 |
-0.3% |
5.109 |
| High |
5.224 |
5.177 |
-0.047 |
-0.9% |
5.252 |
| Low |
5.145 |
5.100 |
-0.045 |
-0.9% |
5.065 |
| Close |
5.173 |
5.157 |
-0.016 |
-0.3% |
5.173 |
| Range |
0.079 |
0.077 |
-0.002 |
-2.5% |
0.187 |
| ATR |
0.113 |
0.110 |
-0.003 |
-2.3% |
0.000 |
| Volume |
4,141 |
3,398 |
-743 |
-17.9% |
15,305 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.376 |
5.343 |
5.199 |
|
| R3 |
5.299 |
5.266 |
5.178 |
|
| R2 |
5.222 |
5.222 |
5.171 |
|
| R1 |
5.189 |
5.189 |
5.164 |
5.206 |
| PP |
5.145 |
5.145 |
5.145 |
5.153 |
| S1 |
5.112 |
5.112 |
5.150 |
5.129 |
| S2 |
5.068 |
5.068 |
5.143 |
|
| S3 |
4.991 |
5.035 |
5.136 |
|
| S4 |
4.914 |
4.958 |
5.115 |
|
|
| 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 |
5.504 |
|
2.618 |
5.379 |
|
1.618 |
5.302 |
|
1.000 |
5.254 |
|
0.618 |
5.225 |
|
HIGH |
5.177 |
|
0.618 |
5.148 |
|
0.500 |
5.139 |
|
0.382 |
5.129 |
|
LOW |
5.100 |
|
0.618 |
5.052 |
|
1.000 |
5.023 |
|
1.618 |
4.975 |
|
2.618 |
4.898 |
|
4.250 |
4.773 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.151 |
5.176 |
| PP |
5.145 |
5.170 |
| S1 |
5.139 |
5.163 |
|