NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.636 |
4.830 |
0.194 |
4.2% |
4.851 |
High |
4.923 |
4.871 |
-0.052 |
-1.1% |
4.923 |
Low |
4.534 |
4.613 |
0.079 |
1.7% |
4.477 |
Close |
4.854 |
4.687 |
-0.167 |
-3.4% |
4.687 |
Range |
0.389 |
0.258 |
-0.131 |
-33.7% |
0.446 |
ATR |
0.209 |
0.212 |
0.004 |
1.7% |
0.000 |
Volume |
92,607 |
138,080 |
45,473 |
49.1% |
466,187 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.498 |
5.350 |
4.829 |
|
R3 |
5.240 |
5.092 |
4.758 |
|
R2 |
4.982 |
4.982 |
4.734 |
|
R1 |
4.834 |
4.834 |
4.711 |
4.779 |
PP |
4.724 |
4.724 |
4.724 |
4.696 |
S1 |
4.576 |
4.576 |
4.663 |
4.521 |
S2 |
4.466 |
4.466 |
4.640 |
|
S3 |
4.208 |
4.318 |
4.616 |
|
S4 |
3.950 |
4.060 |
4.545 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.034 |
5.806 |
4.932 |
|
R3 |
5.588 |
5.360 |
4.810 |
|
R2 |
5.142 |
5.142 |
4.769 |
|
R1 |
4.914 |
4.914 |
4.728 |
4.805 |
PP |
4.696 |
4.696 |
4.696 |
4.641 |
S1 |
4.468 |
4.468 |
4.646 |
4.359 |
S2 |
4.250 |
4.250 |
4.605 |
|
S3 |
3.804 |
4.022 |
4.564 |
|
S4 |
3.358 |
3.576 |
4.442 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.923 |
4.477 |
0.446 |
9.5% |
0.238 |
5.1% |
47% |
False |
False |
93,237 |
10 |
5.224 |
4.477 |
0.747 |
15.9% |
0.219 |
4.7% |
28% |
False |
False |
70,788 |
20 |
5.249 |
4.477 |
0.772 |
16.5% |
0.207 |
4.4% |
27% |
False |
False |
63,043 |
40 |
5.249 |
4.108 |
1.141 |
24.3% |
0.191 |
4.1% |
51% |
False |
False |
42,859 |
60 |
5.249 |
4.070 |
1.179 |
25.2% |
0.182 |
3.9% |
52% |
False |
False |
33,071 |
80 |
5.249 |
4.070 |
1.179 |
25.2% |
0.172 |
3.7% |
52% |
False |
False |
26,717 |
100 |
5.752 |
4.070 |
1.682 |
35.9% |
0.160 |
3.4% |
37% |
False |
False |
22,184 |
120 |
5.960 |
4.070 |
1.890 |
40.3% |
0.158 |
3.4% |
33% |
False |
False |
18,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.968 |
2.618 |
5.546 |
1.618 |
5.288 |
1.000 |
5.129 |
0.618 |
5.030 |
HIGH |
4.871 |
0.618 |
4.772 |
0.500 |
4.742 |
0.382 |
4.712 |
LOW |
4.613 |
0.618 |
4.454 |
1.000 |
4.355 |
1.618 |
4.196 |
2.618 |
3.938 |
4.250 |
3.517 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.742 |
4.700 |
PP |
4.724 |
4.696 |
S1 |
4.705 |
4.691 |
|