NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.155 |
5.167 |
0.012 |
0.2% |
5.109 |
| High |
5.177 |
5.205 |
0.028 |
0.5% |
5.252 |
| Low |
5.100 |
5.135 |
0.035 |
0.7% |
5.065 |
| Close |
5.157 |
5.167 |
0.010 |
0.2% |
5.173 |
| Range |
0.077 |
0.070 |
-0.007 |
-9.1% |
0.187 |
| ATR |
0.110 |
0.107 |
-0.003 |
-2.6% |
0.000 |
| Volume |
3,398 |
2,161 |
-1,237 |
-36.4% |
15,305 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.379 |
5.343 |
5.206 |
|
| R3 |
5.309 |
5.273 |
5.186 |
|
| R2 |
5.239 |
5.239 |
5.180 |
|
| R1 |
5.203 |
5.203 |
5.173 |
5.202 |
| PP |
5.169 |
5.169 |
5.169 |
5.169 |
| S1 |
5.133 |
5.133 |
5.161 |
5.132 |
| S2 |
5.099 |
5.099 |
5.154 |
|
| S3 |
5.029 |
5.063 |
5.148 |
|
| S4 |
4.959 |
4.993 |
5.129 |
|
|
| 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 |
5.503 |
|
2.618 |
5.388 |
|
1.618 |
5.318 |
|
1.000 |
5.275 |
|
0.618 |
5.248 |
|
HIGH |
5.205 |
|
0.618 |
5.178 |
|
0.500 |
5.170 |
|
0.382 |
5.162 |
|
LOW |
5.135 |
|
0.618 |
5.092 |
|
1.000 |
5.065 |
|
1.618 |
5.022 |
|
2.618 |
4.952 |
|
4.250 |
4.838 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.170 |
5.165 |
| PP |
5.169 |
5.164 |
| S1 |
5.168 |
5.162 |
|