NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.687 |
4.512 |
-0.175 |
-3.7% |
4.860 |
High |
4.715 |
4.551 |
-0.164 |
-3.5% |
4.975 |
Low |
4.471 |
4.450 |
-0.021 |
-0.5% |
4.450 |
Close |
4.509 |
4.498 |
-0.011 |
-0.2% |
4.498 |
Range |
0.244 |
0.101 |
-0.143 |
-58.6% |
0.525 |
ATR |
0.201 |
0.194 |
-0.007 |
-3.6% |
0.000 |
Volume |
41,993 |
39,799 |
-2,194 |
-5.2% |
141,136 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.803 |
4.751 |
4.554 |
|
R3 |
4.702 |
4.650 |
4.526 |
|
R2 |
4.601 |
4.601 |
4.517 |
|
R1 |
4.549 |
4.549 |
4.507 |
4.525 |
PP |
4.500 |
4.500 |
4.500 |
4.487 |
S1 |
4.448 |
4.448 |
4.489 |
4.424 |
S2 |
4.399 |
4.399 |
4.479 |
|
S3 |
4.298 |
4.347 |
4.470 |
|
S4 |
4.197 |
4.246 |
4.442 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.216 |
5.882 |
4.787 |
|
R3 |
5.691 |
5.357 |
4.642 |
|
R2 |
5.166 |
5.166 |
4.594 |
|
R1 |
4.832 |
4.832 |
4.546 |
4.737 |
PP |
4.641 |
4.641 |
4.641 |
4.593 |
S1 |
4.307 |
4.307 |
4.450 |
4.212 |
S2 |
4.116 |
4.116 |
4.402 |
|
S3 |
3.591 |
3.782 |
4.354 |
|
S4 |
3.066 |
3.257 |
4.209 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.975 |
4.450 |
0.525 |
11.7% |
0.199 |
4.4% |
9% |
False |
True |
36,149 |
10 |
5.028 |
4.450 |
0.578 |
12.9% |
0.195 |
4.3% |
8% |
False |
True |
28,794 |
20 |
5.345 |
4.450 |
0.895 |
19.9% |
0.188 |
4.2% |
5% |
False |
True |
27,337 |
40 |
5.345 |
4.115 |
1.230 |
27.3% |
0.187 |
4.2% |
31% |
False |
False |
26,434 |
60 |
5.345 |
4.115 |
1.230 |
27.3% |
0.175 |
3.9% |
31% |
False |
False |
22,281 |
80 |
5.345 |
4.115 |
1.230 |
27.3% |
0.170 |
3.8% |
31% |
False |
False |
20,170 |
100 |
5.750 |
4.115 |
1.635 |
36.3% |
0.159 |
3.5% |
23% |
False |
False |
18,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.980 |
2.618 |
4.815 |
1.618 |
4.714 |
1.000 |
4.652 |
0.618 |
4.613 |
HIGH |
4.551 |
0.618 |
4.512 |
0.500 |
4.501 |
0.382 |
4.489 |
LOW |
4.450 |
0.618 |
4.388 |
1.000 |
4.349 |
1.618 |
4.287 |
2.618 |
4.186 |
4.250 |
4.021 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.501 |
4.657 |
PP |
4.500 |
4.604 |
S1 |
4.499 |
4.551 |
|