NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.803 |
4.687 |
-0.116 |
-2.4% |
4.950 |
High |
4.863 |
4.715 |
-0.148 |
-3.0% |
5.004 |
Low |
4.665 |
4.471 |
-0.194 |
-4.2% |
4.606 |
Close |
4.667 |
4.509 |
-0.158 |
-3.4% |
4.795 |
Range |
0.198 |
0.244 |
0.046 |
23.2% |
0.398 |
ATR |
0.198 |
0.201 |
0.003 |
1.7% |
0.000 |
Volume |
32,638 |
41,993 |
9,355 |
28.7% |
131,529 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.297 |
5.147 |
4.643 |
|
R3 |
5.053 |
4.903 |
4.576 |
|
R2 |
4.809 |
4.809 |
4.554 |
|
R1 |
4.659 |
4.659 |
4.531 |
4.612 |
PP |
4.565 |
4.565 |
4.565 |
4.542 |
S1 |
4.415 |
4.415 |
4.487 |
4.368 |
S2 |
4.321 |
4.321 |
4.464 |
|
S3 |
4.077 |
4.171 |
4.442 |
|
S4 |
3.833 |
3.927 |
4.375 |
|
|
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 |
4.471 |
0.533 |
11.8% |
0.249 |
5.5% |
7% |
False |
True |
35,018 |
10 |
5.028 |
4.471 |
0.557 |
12.4% |
0.199 |
4.4% |
7% |
False |
True |
27,215 |
20 |
5.345 |
4.471 |
0.874 |
19.4% |
0.191 |
4.2% |
4% |
False |
True |
26,895 |
40 |
5.345 |
4.115 |
1.230 |
27.3% |
0.187 |
4.2% |
32% |
False |
False |
25,883 |
60 |
5.345 |
4.115 |
1.230 |
27.3% |
0.175 |
3.9% |
32% |
False |
False |
21,874 |
80 |
5.345 |
4.115 |
1.230 |
27.3% |
0.170 |
3.8% |
32% |
False |
False |
19,749 |
100 |
5.885 |
4.115 |
1.770 |
39.3% |
0.160 |
3.5% |
22% |
False |
False |
17,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.752 |
2.618 |
5.354 |
1.618 |
5.110 |
1.000 |
4.959 |
0.618 |
4.866 |
HIGH |
4.715 |
0.618 |
4.622 |
0.500 |
4.593 |
0.382 |
4.564 |
LOW |
4.471 |
0.618 |
4.320 |
1.000 |
4.227 |
1.618 |
4.076 |
2.618 |
3.832 |
4.250 |
3.434 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.593 |
4.723 |
PP |
4.565 |
4.652 |
S1 |
4.537 |
4.580 |
|