NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.660 |
4.685 |
0.025 |
0.5% |
4.522 |
High |
4.863 |
4.870 |
0.007 |
0.1% |
4.699 |
Low |
4.642 |
4.678 |
0.036 |
0.8% |
4.452 |
Close |
4.718 |
4.827 |
0.109 |
2.3% |
4.563 |
Range |
0.221 |
0.192 |
-0.029 |
-13.1% |
0.247 |
ATR |
0.174 |
0.175 |
0.001 |
0.8% |
0.000 |
Volume |
75,603 |
159,054 |
83,451 |
110.4% |
302,580 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.368 |
5.289 |
4.933 |
|
R3 |
5.176 |
5.097 |
4.880 |
|
R2 |
4.984 |
4.984 |
4.862 |
|
R1 |
4.905 |
4.905 |
4.845 |
4.945 |
PP |
4.792 |
4.792 |
4.792 |
4.811 |
S1 |
4.713 |
4.713 |
4.809 |
4.753 |
S2 |
4.600 |
4.600 |
4.792 |
|
S3 |
4.408 |
4.521 |
4.774 |
|
S4 |
4.216 |
4.329 |
4.721 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.312 |
5.185 |
4.699 |
|
R3 |
5.065 |
4.938 |
4.631 |
|
R2 |
4.818 |
4.818 |
4.608 |
|
R1 |
4.691 |
4.691 |
4.586 |
4.755 |
PP |
4.571 |
4.571 |
4.571 |
4.603 |
S1 |
4.444 |
4.444 |
4.540 |
4.508 |
S2 |
4.324 |
4.324 |
4.518 |
|
S3 |
4.077 |
4.197 |
4.495 |
|
S4 |
3.830 |
3.950 |
4.427 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.870 |
4.491 |
0.379 |
7.9% |
0.148 |
3.1% |
89% |
True |
False |
80,562 |
10 |
4.870 |
4.452 |
0.418 |
8.7% |
0.153 |
3.2% |
90% |
True |
False |
73,045 |
20 |
4.945 |
4.290 |
0.655 |
13.6% |
0.182 |
3.8% |
82% |
False |
False |
55,820 |
40 |
5.282 |
4.290 |
0.992 |
20.6% |
0.193 |
4.0% |
54% |
False |
False |
43,258 |
60 |
5.282 |
4.140 |
1.142 |
23.7% |
0.179 |
3.7% |
60% |
False |
False |
34,514 |
80 |
5.282 |
4.140 |
1.142 |
23.7% |
0.174 |
3.6% |
60% |
False |
False |
28,062 |
100 |
5.282 |
4.140 |
1.142 |
23.7% |
0.167 |
3.4% |
60% |
False |
False |
23,716 |
120 |
5.884 |
4.140 |
1.744 |
36.1% |
0.160 |
3.3% |
39% |
False |
False |
20,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.686 |
2.618 |
5.373 |
1.618 |
5.181 |
1.000 |
5.062 |
0.618 |
4.989 |
HIGH |
4.870 |
0.618 |
4.797 |
0.500 |
4.774 |
0.382 |
4.751 |
LOW |
4.678 |
0.618 |
4.559 |
1.000 |
4.486 |
1.618 |
4.367 |
2.618 |
4.175 |
4.250 |
3.862 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.809 |
4.792 |
PP |
4.792 |
4.757 |
S1 |
4.774 |
4.723 |
|