NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.662 |
4.598 |
-0.064 |
-1.4% |
4.851 |
High |
4.780 |
4.619 |
-0.161 |
-3.4% |
4.923 |
Low |
4.555 |
4.355 |
-0.200 |
-4.4% |
4.477 |
Close |
4.565 |
4.399 |
-0.166 |
-3.6% |
4.687 |
Range |
0.225 |
0.264 |
0.039 |
17.3% |
0.446 |
ATR |
0.215 |
0.219 |
0.003 |
1.6% |
0.000 |
Volume |
111,455 |
97,657 |
-13,798 |
-12.4% |
466,187 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.250 |
5.088 |
4.544 |
|
R3 |
4.986 |
4.824 |
4.472 |
|
R2 |
4.722 |
4.722 |
4.447 |
|
R1 |
4.560 |
4.560 |
4.423 |
4.509 |
PP |
4.458 |
4.458 |
4.458 |
4.432 |
S1 |
4.296 |
4.296 |
4.375 |
4.245 |
S2 |
4.194 |
4.194 |
4.351 |
|
S3 |
3.930 |
4.032 |
4.326 |
|
S4 |
3.666 |
3.768 |
4.254 |
|
|
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 |
4.355 |
0.568 |
12.9% |
0.276 |
6.3% |
8% |
False |
True |
106,989 |
10 |
4.934 |
4.355 |
0.579 |
13.2% |
0.223 |
5.1% |
8% |
False |
True |
87,302 |
20 |
5.249 |
4.355 |
0.894 |
20.3% |
0.210 |
4.8% |
5% |
False |
True |
70,267 |
40 |
5.249 |
4.108 |
1.141 |
25.9% |
0.199 |
4.5% |
26% |
False |
False |
48,809 |
60 |
5.249 |
4.070 |
1.179 |
26.8% |
0.185 |
4.2% |
28% |
False |
False |
37,360 |
80 |
5.249 |
4.070 |
1.179 |
26.8% |
0.178 |
4.0% |
28% |
False |
False |
30,191 |
100 |
5.752 |
4.070 |
1.682 |
38.2% |
0.164 |
3.7% |
20% |
False |
False |
25,122 |
120 |
5.951 |
4.070 |
1.881 |
42.8% |
0.160 |
3.6% |
17% |
False |
False |
21,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.741 |
2.618 |
5.310 |
1.618 |
5.046 |
1.000 |
4.883 |
0.618 |
4.782 |
HIGH |
4.619 |
0.618 |
4.518 |
0.500 |
4.487 |
0.382 |
4.456 |
LOW |
4.355 |
0.618 |
4.192 |
1.000 |
4.091 |
1.618 |
3.928 |
2.618 |
3.664 |
4.250 |
3.233 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.487 |
4.628 |
PP |
4.458 |
4.551 |
S1 |
4.428 |
4.475 |
|