NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.685 |
4.719 |
0.034 |
0.7% |
5.195 |
High |
4.736 |
5.004 |
0.268 |
5.7% |
5.310 |
Low |
4.606 |
4.653 |
0.047 |
1.0% |
4.847 |
Close |
4.730 |
4.939 |
0.209 |
4.4% |
5.013 |
Range |
0.130 |
0.351 |
0.221 |
170.0% |
0.463 |
ATR |
0.182 |
0.194 |
0.012 |
6.7% |
0.000 |
Volume |
29,578 |
34,141 |
4,563 |
15.4% |
111,753 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.918 |
5.780 |
5.132 |
|
R3 |
5.567 |
5.429 |
5.036 |
|
R2 |
5.216 |
5.216 |
5.003 |
|
R1 |
5.078 |
5.078 |
4.971 |
5.147 |
PP |
4.865 |
4.865 |
4.865 |
4.900 |
S1 |
4.727 |
4.727 |
4.907 |
4.796 |
S2 |
4.514 |
4.514 |
4.875 |
|
S3 |
4.163 |
4.376 |
4.842 |
|
S4 |
3.812 |
4.025 |
4.746 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.446 |
6.192 |
5.268 |
|
R3 |
5.983 |
5.729 |
5.140 |
|
R2 |
5.520 |
5.520 |
5.098 |
|
R1 |
5.266 |
5.266 |
5.055 |
5.162 |
PP |
5.057 |
5.057 |
5.057 |
5.004 |
S1 |
4.803 |
4.803 |
4.971 |
4.699 |
S2 |
4.594 |
4.594 |
4.928 |
|
S3 |
4.131 |
4.340 |
4.886 |
|
S4 |
3.668 |
3.877 |
4.758 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.028 |
4.606 |
0.422 |
8.5% |
0.191 |
3.9% |
79% |
False |
False |
21,439 |
10 |
5.310 |
4.606 |
0.704 |
14.3% |
0.195 |
4.0% |
47% |
False |
False |
23,179 |
20 |
5.345 |
4.606 |
0.739 |
15.0% |
0.195 |
4.0% |
45% |
False |
False |
28,068 |
40 |
5.345 |
4.115 |
1.230 |
24.9% |
0.181 |
3.7% |
67% |
False |
False |
24,090 |
60 |
5.345 |
4.115 |
1.230 |
24.9% |
0.172 |
3.5% |
67% |
False |
False |
20,389 |
80 |
5.345 |
4.115 |
1.230 |
24.9% |
0.164 |
3.3% |
67% |
False |
False |
18,571 |
100 |
5.885 |
4.115 |
1.770 |
35.8% |
0.156 |
3.2% |
47% |
False |
False |
16,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.496 |
2.618 |
5.923 |
1.618 |
5.572 |
1.000 |
5.355 |
0.618 |
5.221 |
HIGH |
5.004 |
0.618 |
4.870 |
0.500 |
4.829 |
0.382 |
4.787 |
LOW |
4.653 |
0.618 |
4.436 |
1.000 |
4.302 |
1.618 |
4.085 |
2.618 |
3.734 |
4.250 |
3.161 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.902 |
4.894 |
PP |
4.865 |
4.850 |
S1 |
4.829 |
4.805 |
|