NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5.152 |
5.174 |
0.022 |
0.4% |
5.155 |
| High |
5.240 |
5.261 |
0.021 |
0.4% |
5.261 |
| Low |
5.135 |
5.168 |
0.033 |
0.6% |
5.100 |
| Close |
5.196 |
5.253 |
0.057 |
1.1% |
5.253 |
| Range |
0.105 |
0.093 |
-0.012 |
-11.4% |
0.161 |
| ATR |
0.109 |
0.108 |
-0.001 |
-1.0% |
0.000 |
| Volume |
13,323 |
8,382 |
-4,941 |
-37.1% |
29,952 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.506 |
5.473 |
5.304 |
|
| R3 |
5.413 |
5.380 |
5.279 |
|
| R2 |
5.320 |
5.320 |
5.270 |
|
| R1 |
5.287 |
5.287 |
5.262 |
5.304 |
| PP |
5.227 |
5.227 |
5.227 |
5.236 |
| S1 |
5.194 |
5.194 |
5.244 |
5.211 |
| S2 |
5.134 |
5.134 |
5.236 |
|
| S3 |
5.041 |
5.101 |
5.227 |
|
| S4 |
4.948 |
5.008 |
5.202 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.688 |
5.631 |
5.342 |
|
| R3 |
5.527 |
5.470 |
5.297 |
|
| R2 |
5.366 |
5.366 |
5.283 |
|
| R1 |
5.309 |
5.309 |
5.268 |
5.338 |
| PP |
5.205 |
5.205 |
5.205 |
5.219 |
| S1 |
5.148 |
5.148 |
5.238 |
5.177 |
| S2 |
5.044 |
5.044 |
5.223 |
|
| S3 |
4.883 |
4.987 |
5.209 |
|
| S4 |
4.722 |
4.826 |
5.164 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.656 |
|
2.618 |
5.504 |
|
1.618 |
5.411 |
|
1.000 |
5.354 |
|
0.618 |
5.318 |
|
HIGH |
5.261 |
|
0.618 |
5.225 |
|
0.500 |
5.215 |
|
0.382 |
5.204 |
|
LOW |
5.168 |
|
0.618 |
5.111 |
|
1.000 |
5.075 |
|
1.618 |
5.018 |
|
2.618 |
4.925 |
|
4.250 |
4.773 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.240 |
5.233 |
| PP |
5.227 |
5.214 |
| S1 |
5.215 |
5.194 |
|