NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.413 |
4.421 |
0.008 |
0.2% |
4.660 |
High |
4.455 |
4.454 |
-0.001 |
0.0% |
4.900 |
Low |
4.339 |
4.352 |
0.013 |
0.3% |
4.339 |
Close |
4.402 |
4.388 |
-0.014 |
-0.3% |
4.402 |
Range |
0.116 |
0.102 |
-0.014 |
-12.1% |
0.561 |
ATR |
0.211 |
0.204 |
-0.008 |
-3.7% |
0.000 |
Volume |
125,606 |
72,604 |
-53,002 |
-42.2% |
429,868 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.704 |
4.648 |
4.444 |
|
R3 |
4.602 |
4.546 |
4.416 |
|
R2 |
4.500 |
4.500 |
4.407 |
|
R1 |
4.444 |
4.444 |
4.397 |
4.421 |
PP |
4.398 |
4.398 |
4.398 |
4.387 |
S1 |
4.342 |
4.342 |
4.379 |
4.319 |
S2 |
4.296 |
4.296 |
4.369 |
|
S3 |
4.194 |
4.240 |
4.360 |
|
S4 |
4.092 |
4.138 |
4.332 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.230 |
5.877 |
4.711 |
|
R3 |
5.669 |
5.316 |
4.556 |
|
R2 |
5.108 |
5.108 |
4.505 |
|
R1 |
4.755 |
4.755 |
4.453 |
4.651 |
PP |
4.547 |
4.547 |
4.547 |
4.495 |
S1 |
4.194 |
4.194 |
4.351 |
4.090 |
S2 |
3.986 |
3.986 |
4.299 |
|
S3 |
3.425 |
3.633 |
4.248 |
|
S4 |
2.864 |
3.072 |
4.093 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.900 |
4.339 |
0.561 |
12.8% |
0.191 |
4.3% |
9% |
False |
False |
100,494 |
10 |
4.923 |
4.339 |
0.584 |
13.3% |
0.215 |
4.9% |
8% |
False |
False |
96,865 |
20 |
5.249 |
4.339 |
0.910 |
20.7% |
0.206 |
4.7% |
5% |
False |
False |
75,306 |
40 |
5.249 |
4.108 |
1.141 |
26.0% |
0.195 |
4.4% |
25% |
False |
False |
52,726 |
60 |
5.249 |
4.070 |
1.179 |
26.9% |
0.183 |
4.2% |
27% |
False |
False |
39,996 |
80 |
5.249 |
4.070 |
1.179 |
26.9% |
0.179 |
4.1% |
27% |
False |
False |
32,583 |
100 |
5.580 |
4.070 |
1.510 |
34.4% |
0.164 |
3.7% |
21% |
False |
False |
27,032 |
120 |
5.951 |
4.070 |
1.881 |
42.9% |
0.160 |
3.6% |
17% |
False |
False |
22,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.888 |
2.618 |
4.721 |
1.618 |
4.619 |
1.000 |
4.556 |
0.618 |
4.517 |
HIGH |
4.454 |
0.618 |
4.415 |
0.500 |
4.403 |
0.382 |
4.391 |
LOW |
4.352 |
0.618 |
4.289 |
1.000 |
4.250 |
1.618 |
4.187 |
2.618 |
4.085 |
4.250 |
3.919 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.403 |
4.479 |
PP |
4.398 |
4.449 |
S1 |
4.393 |
4.418 |
|