NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.894 |
4.860 |
-0.034 |
-0.7% |
4.950 |
High |
4.954 |
4.975 |
0.021 |
0.4% |
5.004 |
Low |
4.729 |
4.750 |
0.021 |
0.4% |
4.606 |
Close |
4.795 |
4.774 |
-0.021 |
-0.4% |
4.795 |
Range |
0.225 |
0.225 |
0.000 |
0.0% |
0.398 |
ATR |
0.196 |
0.198 |
0.002 |
1.1% |
0.000 |
Volume |
39,612 |
26,706 |
-12,906 |
-32.6% |
131,529 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.508 |
5.366 |
4.898 |
|
R3 |
5.283 |
5.141 |
4.836 |
|
R2 |
5.058 |
5.058 |
4.815 |
|
R1 |
4.916 |
4.916 |
4.795 |
4.875 |
PP |
4.833 |
4.833 |
4.833 |
4.812 |
S1 |
4.691 |
4.691 |
4.753 |
4.650 |
S2 |
4.608 |
4.608 |
4.733 |
|
S3 |
4.383 |
4.466 |
4.712 |
|
S4 |
4.158 |
4.241 |
4.650 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.996 |
5.793 |
5.014 |
|
R3 |
5.598 |
5.395 |
4.904 |
|
R2 |
5.200 |
5.200 |
4.868 |
|
R1 |
4.997 |
4.997 |
4.831 |
4.900 |
PP |
4.802 |
4.802 |
4.802 |
4.753 |
S1 |
4.599 |
4.599 |
4.759 |
4.502 |
S2 |
4.404 |
4.404 |
4.722 |
|
S3 |
4.006 |
4.201 |
4.686 |
|
S4 |
3.608 |
3.803 |
4.576 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.004 |
4.606 |
0.398 |
8.3% |
0.229 |
4.8% |
42% |
False |
False |
29,037 |
10 |
5.075 |
4.606 |
0.469 |
9.8% |
0.188 |
3.9% |
36% |
False |
False |
24,425 |
20 |
5.345 |
4.606 |
0.739 |
15.5% |
0.188 |
3.9% |
23% |
False |
False |
26,450 |
40 |
5.345 |
4.115 |
1.230 |
25.8% |
0.183 |
3.8% |
54% |
False |
False |
24,920 |
60 |
5.345 |
4.115 |
1.230 |
25.8% |
0.175 |
3.7% |
54% |
False |
False |
21,071 |
80 |
5.345 |
4.115 |
1.230 |
25.8% |
0.166 |
3.5% |
54% |
False |
False |
19,070 |
100 |
5.885 |
4.115 |
1.770 |
37.1% |
0.158 |
3.3% |
37% |
False |
False |
17,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.931 |
2.618 |
5.564 |
1.618 |
5.339 |
1.000 |
5.200 |
0.618 |
5.114 |
HIGH |
4.975 |
0.618 |
4.889 |
0.500 |
4.863 |
0.382 |
4.836 |
LOW |
4.750 |
0.618 |
4.611 |
1.000 |
4.525 |
1.618 |
4.386 |
2.618 |
4.161 |
4.250 |
3.794 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.863 |
4.829 |
PP |
4.833 |
4.810 |
S1 |
4.804 |
4.792 |
|