NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.859 |
4.686 |
-0.173 |
-3.6% |
4.872 |
High |
4.893 |
4.916 |
0.023 |
0.5% |
4.945 |
Low |
4.648 |
4.685 |
0.037 |
0.8% |
4.516 |
Close |
4.717 |
4.702 |
-0.015 |
-0.3% |
4.717 |
Range |
0.245 |
0.231 |
-0.014 |
-5.7% |
0.429 |
ATR |
0.206 |
0.208 |
0.002 |
0.9% |
0.000 |
Volume |
38,767 |
20,100 |
-18,667 |
-48.2% |
123,433 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.461 |
5.312 |
4.829 |
|
R3 |
5.230 |
5.081 |
4.766 |
|
R2 |
4.999 |
4.999 |
4.744 |
|
R1 |
4.850 |
4.850 |
4.723 |
4.925 |
PP |
4.768 |
4.768 |
4.768 |
4.805 |
S1 |
4.619 |
4.619 |
4.681 |
4.694 |
S2 |
4.537 |
4.537 |
4.660 |
|
S3 |
4.306 |
4.388 |
4.638 |
|
S4 |
4.075 |
4.157 |
4.575 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.013 |
5.794 |
4.953 |
|
R3 |
5.584 |
5.365 |
4.835 |
|
R2 |
5.155 |
5.155 |
4.796 |
|
R1 |
4.936 |
4.936 |
4.756 |
4.831 |
PP |
4.726 |
4.726 |
4.726 |
4.674 |
S1 |
4.507 |
4.507 |
4.678 |
4.402 |
S2 |
4.297 |
4.297 |
4.638 |
|
S3 |
3.868 |
4.078 |
4.599 |
|
S4 |
3.439 |
3.649 |
4.481 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.945 |
4.516 |
0.429 |
9.1% |
0.245 |
5.2% |
43% |
False |
False |
25,774 |
10 |
5.010 |
4.516 |
0.494 |
10.5% |
0.203 |
4.3% |
38% |
False |
False |
22,396 |
20 |
5.282 |
4.516 |
0.766 |
16.3% |
0.202 |
4.3% |
24% |
False |
False |
29,491 |
40 |
5.282 |
4.168 |
1.114 |
23.7% |
0.187 |
4.0% |
48% |
False |
False |
24,977 |
60 |
5.282 |
4.140 |
1.142 |
24.3% |
0.177 |
3.8% |
49% |
False |
False |
19,934 |
80 |
5.282 |
4.140 |
1.142 |
24.3% |
0.168 |
3.6% |
49% |
False |
False |
16,521 |
100 |
5.789 |
4.140 |
1.649 |
35.1% |
0.160 |
3.4% |
34% |
False |
False |
13,998 |
120 |
5.990 |
4.140 |
1.850 |
39.3% |
0.158 |
3.4% |
30% |
False |
False |
12,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.898 |
2.618 |
5.521 |
1.618 |
5.290 |
1.000 |
5.147 |
0.618 |
5.059 |
HIGH |
4.916 |
0.618 |
4.828 |
0.500 |
4.801 |
0.382 |
4.773 |
LOW |
4.685 |
0.618 |
4.542 |
1.000 |
4.454 |
1.618 |
4.311 |
2.618 |
4.080 |
4.250 |
3.703 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.801 |
4.758 |
PP |
4.768 |
4.739 |
S1 |
4.735 |
4.721 |
|