NYMEX Natural Gas Future August 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 |
4.419 |
4.373 |
-0.046 |
-1.0% |
4.660 |
High |
4.487 |
4.389 |
-0.098 |
-2.2% |
4.900 |
Low |
4.334 |
4.303 |
-0.031 |
-0.7% |
4.339 |
Close |
4.354 |
4.306 |
-0.048 |
-1.1% |
4.402 |
Range |
0.153 |
0.086 |
-0.067 |
-43.8% |
0.561 |
ATR |
0.200 |
0.192 |
-0.008 |
-4.1% |
0.000 |
Volume |
67,874 |
110,325 |
42,451 |
62.5% |
429,868 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.591 |
4.534 |
4.353 |
|
R3 |
4.505 |
4.448 |
4.330 |
|
R2 |
4.419 |
4.419 |
4.322 |
|
R1 |
4.362 |
4.362 |
4.314 |
4.348 |
PP |
4.333 |
4.333 |
4.333 |
4.325 |
S1 |
4.276 |
4.276 |
4.298 |
4.262 |
S2 |
4.247 |
4.247 |
4.290 |
|
S3 |
4.161 |
4.190 |
4.282 |
|
S4 |
4.075 |
4.104 |
4.259 |
|
|
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 |
4.619 |
4.303 |
0.316 |
7.3% |
0.144 |
3.3% |
1% |
False |
True |
94,813 |
10 |
4.923 |
4.303 |
0.620 |
14.4% |
0.200 |
4.6% |
0% |
False |
True |
101,016 |
20 |
5.249 |
4.303 |
0.946 |
22.0% |
0.200 |
4.7% |
0% |
False |
True |
79,266 |
40 |
5.249 |
4.108 |
1.141 |
26.5% |
0.195 |
4.5% |
17% |
False |
False |
56,044 |
60 |
5.249 |
4.070 |
1.179 |
27.4% |
0.182 |
4.2% |
20% |
False |
False |
42,543 |
80 |
5.249 |
4.070 |
1.179 |
27.4% |
0.178 |
4.1% |
20% |
False |
False |
34,621 |
100 |
5.249 |
4.070 |
1.179 |
27.4% |
0.164 |
3.8% |
20% |
False |
False |
28,697 |
120 |
5.951 |
4.070 |
1.881 |
43.7% |
0.160 |
3.7% |
13% |
False |
False |
24,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.755 |
2.618 |
4.614 |
1.618 |
4.528 |
1.000 |
4.475 |
0.618 |
4.442 |
HIGH |
4.389 |
0.618 |
4.356 |
0.500 |
4.346 |
0.382 |
4.336 |
LOW |
4.303 |
0.618 |
4.250 |
1.000 |
4.217 |
1.618 |
4.164 |
2.618 |
4.078 |
4.250 |
3.938 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.346 |
4.395 |
PP |
4.333 |
4.365 |
S1 |
4.319 |
4.336 |
|