NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.401 |
4.388 |
-0.013 |
-0.3% |
4.686 |
High |
4.497 |
4.392 |
-0.105 |
-2.3% |
4.916 |
Low |
4.342 |
4.315 |
-0.027 |
-0.6% |
4.359 |
Close |
4.364 |
4.319 |
-0.045 |
-1.0% |
4.418 |
Range |
0.155 |
0.077 |
-0.078 |
-50.3% |
0.557 |
ATR |
0.195 |
0.186 |
-0.008 |
-4.3% |
0.000 |
Volume |
30,235 |
54,053 |
23,818 |
78.8% |
135,649 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.573 |
4.523 |
4.361 |
|
R3 |
4.496 |
4.446 |
4.340 |
|
R2 |
4.419 |
4.419 |
4.333 |
|
R1 |
4.369 |
4.369 |
4.326 |
4.356 |
PP |
4.342 |
4.342 |
4.342 |
4.335 |
S1 |
4.292 |
4.292 |
4.312 |
4.279 |
S2 |
4.265 |
4.265 |
4.305 |
|
S3 |
4.188 |
4.215 |
4.298 |
|
S4 |
4.111 |
4.138 |
4.277 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.235 |
5.884 |
4.724 |
|
R3 |
5.678 |
5.327 |
4.571 |
|
R2 |
5.121 |
5.121 |
4.520 |
|
R1 |
4.770 |
4.770 |
4.469 |
4.667 |
PP |
4.564 |
4.564 |
4.564 |
4.513 |
S1 |
4.213 |
4.213 |
4.367 |
4.110 |
S2 |
4.007 |
4.007 |
4.316 |
|
S3 |
3.450 |
3.656 |
4.265 |
|
S4 |
2.893 |
3.099 |
4.112 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.641 |
4.315 |
0.326 |
7.5% |
0.142 |
3.3% |
1% |
False |
True |
40,242 |
10 |
4.945 |
4.315 |
0.630 |
14.6% |
0.192 |
4.5% |
1% |
False |
True |
35,096 |
20 |
5.282 |
4.315 |
0.967 |
22.4% |
0.196 |
4.5% |
0% |
False |
True |
27,673 |
40 |
5.282 |
4.168 |
1.114 |
25.8% |
0.189 |
4.4% |
14% |
False |
False |
27,936 |
60 |
5.282 |
4.140 |
1.142 |
26.4% |
0.176 |
4.1% |
16% |
False |
False |
22,951 |
80 |
5.282 |
4.140 |
1.142 |
26.4% |
0.172 |
4.0% |
16% |
False |
False |
19,120 |
100 |
5.300 |
4.140 |
1.160 |
26.9% |
0.160 |
3.7% |
15% |
False |
False |
16,190 |
120 |
5.987 |
4.140 |
1.847 |
42.8% |
0.157 |
3.6% |
10% |
False |
False |
13,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.719 |
2.618 |
4.594 |
1.618 |
4.517 |
1.000 |
4.469 |
0.618 |
4.440 |
HIGH |
4.392 |
0.618 |
4.363 |
0.500 |
4.354 |
0.382 |
4.344 |
LOW |
4.315 |
0.618 |
4.267 |
1.000 |
4.238 |
1.618 |
4.190 |
2.618 |
4.113 |
4.250 |
3.988 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.354 |
4.406 |
PP |
4.342 |
4.377 |
S1 |
4.331 |
4.348 |
|