NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 07-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.686 |
4.696 |
0.010 |
0.2% |
4.872 |
High |
4.916 |
4.796 |
-0.120 |
-2.4% |
4.945 |
Low |
4.685 |
4.582 |
-0.103 |
-2.2% |
4.516 |
Close |
4.702 |
4.588 |
-0.114 |
-2.4% |
4.717 |
Range |
0.231 |
0.214 |
-0.017 |
-7.4% |
0.429 |
ATR |
0.208 |
0.208 |
0.000 |
0.2% |
0.000 |
Volume |
20,100 |
34,896 |
14,796 |
73.6% |
123,433 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.297 |
5.157 |
4.706 |
|
R3 |
5.083 |
4.943 |
4.647 |
|
R2 |
4.869 |
4.869 |
4.627 |
|
R1 |
4.729 |
4.729 |
4.608 |
4.692 |
PP |
4.655 |
4.655 |
4.655 |
4.637 |
S1 |
4.515 |
4.515 |
4.568 |
4.478 |
S2 |
4.441 |
4.441 |
4.549 |
|
S3 |
4.227 |
4.301 |
4.529 |
|
S4 |
4.013 |
4.087 |
4.470 |
|
|
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 |
9.4% |
0.243 |
5.3% |
17% |
False |
False |
29,951 |
10 |
4.962 |
4.516 |
0.446 |
9.7% |
0.201 |
4.4% |
16% |
False |
False |
23,956 |
20 |
5.282 |
4.516 |
0.766 |
16.7% |
0.201 |
4.4% |
9% |
False |
False |
28,799 |
40 |
5.282 |
4.168 |
1.114 |
24.3% |
0.188 |
4.1% |
38% |
False |
False |
25,472 |
60 |
5.282 |
4.140 |
1.142 |
24.9% |
0.177 |
3.9% |
39% |
False |
False |
20,358 |
80 |
5.282 |
4.140 |
1.142 |
24.9% |
0.170 |
3.7% |
39% |
False |
False |
16,845 |
100 |
5.789 |
4.140 |
1.649 |
35.9% |
0.161 |
3.5% |
27% |
False |
False |
14,319 |
120 |
5.990 |
4.140 |
1.850 |
40.3% |
0.157 |
3.4% |
24% |
False |
False |
12,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.706 |
2.618 |
5.356 |
1.618 |
5.142 |
1.000 |
5.010 |
0.618 |
4.928 |
HIGH |
4.796 |
0.618 |
4.714 |
0.500 |
4.689 |
0.382 |
4.664 |
LOW |
4.582 |
0.618 |
4.450 |
1.000 |
4.368 |
1.618 |
4.236 |
2.618 |
4.022 |
4.250 |
3.673 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.689 |
4.749 |
PP |
4.655 |
4.695 |
S1 |
4.622 |
4.642 |
|