NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.284 |
5.247 |
-0.037 |
-0.7% |
5.665 |
High |
5.305 |
5.455 |
0.150 |
2.8% |
5.709 |
Low |
5.237 |
5.243 |
0.006 |
0.1% |
5.384 |
Close |
5.299 |
5.415 |
0.116 |
2.2% |
5.576 |
Range |
0.068 |
0.212 |
0.144 |
211.8% |
0.325 |
ATR |
|
|
|
|
|
Volume |
5,804 |
9,126 |
3,322 |
57.2% |
29,167 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.007 |
5.923 |
5.532 |
|
R3 |
5.795 |
5.711 |
5.473 |
|
R2 |
5.583 |
5.583 |
5.454 |
|
R1 |
5.499 |
5.499 |
5.434 |
5.541 |
PP |
5.371 |
5.371 |
5.371 |
5.392 |
S1 |
5.287 |
5.287 |
5.396 |
5.329 |
S2 |
5.159 |
5.159 |
5.376 |
|
S3 |
4.947 |
5.075 |
5.357 |
|
S4 |
4.735 |
4.863 |
5.298 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.531 |
6.379 |
5.755 |
|
R3 |
6.206 |
6.054 |
5.665 |
|
R2 |
5.881 |
5.881 |
5.636 |
|
R1 |
5.729 |
5.729 |
5.606 |
5.643 |
PP |
5.556 |
5.556 |
5.556 |
5.513 |
S1 |
5.404 |
5.404 |
5.546 |
5.318 |
S2 |
5.231 |
5.231 |
5.516 |
|
S3 |
4.906 |
5.079 |
5.487 |
|
S4 |
4.581 |
4.754 |
5.397 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.356 |
2.618 |
6.010 |
1.618 |
5.798 |
1.000 |
5.667 |
0.618 |
5.586 |
HIGH |
5.455 |
0.618 |
5.374 |
0.500 |
5.349 |
0.382 |
5.324 |
LOW |
5.243 |
0.618 |
5.112 |
1.000 |
5.031 |
1.618 |
4.900 |
2.618 |
4.688 |
4.250 |
4.342 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.393 |
5.392 |
PP |
5.371 |
5.369 |
S1 |
5.349 |
5.346 |
|