NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.614 |
4.531 |
-0.083 |
-1.8% |
4.421 |
High |
4.659 |
4.555 |
-0.104 |
-2.2% |
4.659 |
Low |
4.472 |
4.454 |
-0.018 |
-0.4% |
4.288 |
Close |
4.519 |
4.510 |
-0.009 |
-0.2% |
4.519 |
Range |
0.187 |
0.101 |
-0.086 |
-46.0% |
0.371 |
ATR |
0.201 |
0.194 |
-0.007 |
-3.6% |
0.000 |
Volume |
187,328 |
113,667 |
-73,661 |
-39.3% |
529,425 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.809 |
4.761 |
4.566 |
|
R3 |
4.708 |
4.660 |
4.538 |
|
R2 |
4.607 |
4.607 |
4.529 |
|
R1 |
4.559 |
4.559 |
4.519 |
4.533 |
PP |
4.506 |
4.506 |
4.506 |
4.493 |
S1 |
4.458 |
4.458 |
4.501 |
4.432 |
S2 |
4.405 |
4.405 |
4.491 |
|
S3 |
4.304 |
4.357 |
4.482 |
|
S4 |
4.203 |
4.256 |
4.454 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.602 |
5.431 |
4.723 |
|
R3 |
5.231 |
5.060 |
4.621 |
|
R2 |
4.860 |
4.860 |
4.587 |
|
R1 |
4.689 |
4.689 |
4.553 |
4.775 |
PP |
4.489 |
4.489 |
4.489 |
4.531 |
S1 |
4.318 |
4.318 |
4.485 |
4.404 |
S2 |
4.118 |
4.118 |
4.451 |
|
S3 |
3.747 |
3.947 |
4.417 |
|
S4 |
3.376 |
3.576 |
4.315 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.659 |
4.288 |
0.371 |
8.2% |
0.172 |
3.8% |
60% |
False |
False |
114,097 |
10 |
4.900 |
4.288 |
0.612 |
13.6% |
0.182 |
4.0% |
36% |
False |
False |
107,296 |
20 |
5.224 |
4.288 |
0.936 |
20.8% |
0.200 |
4.4% |
24% |
False |
False |
89,042 |
40 |
5.249 |
4.108 |
1.141 |
25.3% |
0.197 |
4.4% |
35% |
False |
False |
64,188 |
60 |
5.249 |
4.070 |
1.179 |
26.1% |
0.186 |
4.1% |
37% |
False |
False |
48,633 |
80 |
5.249 |
4.070 |
1.179 |
26.1% |
0.183 |
4.0% |
37% |
False |
False |
39,371 |
100 |
5.249 |
4.070 |
1.179 |
26.1% |
0.167 |
3.7% |
37% |
False |
False |
32,521 |
120 |
5.864 |
4.070 |
1.794 |
39.8% |
0.162 |
3.6% |
25% |
False |
False |
27,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.984 |
2.618 |
4.819 |
1.618 |
4.718 |
1.000 |
4.656 |
0.618 |
4.617 |
HIGH |
4.555 |
0.618 |
4.516 |
0.500 |
4.505 |
0.382 |
4.493 |
LOW |
4.454 |
0.618 |
4.392 |
1.000 |
4.353 |
1.618 |
4.291 |
2.618 |
4.190 |
4.250 |
4.025 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.508 |
4.498 |
PP |
4.506 |
4.486 |
S1 |
4.505 |
4.474 |
|