NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.512 |
4.530 |
0.018 |
0.4% |
4.860 |
High |
4.551 |
4.534 |
-0.017 |
-0.4% |
4.975 |
Low |
4.450 |
4.447 |
-0.003 |
-0.1% |
4.450 |
Close |
4.498 |
4.479 |
-0.019 |
-0.4% |
4.498 |
Range |
0.101 |
0.087 |
-0.014 |
-13.9% |
0.525 |
ATR |
0.194 |
0.186 |
-0.008 |
-3.9% |
0.000 |
Volume |
39,799 |
31,637 |
-8,162 |
-20.5% |
141,136 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.748 |
4.700 |
4.527 |
|
R3 |
4.661 |
4.613 |
4.503 |
|
R2 |
4.574 |
4.574 |
4.495 |
|
R1 |
4.526 |
4.526 |
4.487 |
4.507 |
PP |
4.487 |
4.487 |
4.487 |
4.477 |
S1 |
4.439 |
4.439 |
4.471 |
4.420 |
S2 |
4.400 |
4.400 |
4.463 |
|
S3 |
4.313 |
4.352 |
4.455 |
|
S4 |
4.226 |
4.265 |
4.431 |
|
|
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 |
4.447 |
0.528 |
11.8% |
0.171 |
3.8% |
6% |
False |
True |
34,554 |
10 |
5.004 |
4.447 |
0.557 |
12.4% |
0.192 |
4.3% |
6% |
False |
True |
30,430 |
20 |
5.345 |
4.447 |
0.898 |
20.0% |
0.187 |
4.2% |
4% |
False |
True |
27,517 |
40 |
5.345 |
4.115 |
1.230 |
27.5% |
0.185 |
4.1% |
30% |
False |
False |
26,655 |
60 |
5.345 |
4.115 |
1.230 |
27.5% |
0.173 |
3.9% |
30% |
False |
False |
22,552 |
80 |
5.345 |
4.115 |
1.230 |
27.5% |
0.170 |
3.8% |
30% |
False |
False |
20,491 |
100 |
5.701 |
4.115 |
1.586 |
35.4% |
0.159 |
3.5% |
23% |
False |
False |
18,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.904 |
2.618 |
4.762 |
1.618 |
4.675 |
1.000 |
4.621 |
0.618 |
4.588 |
HIGH |
4.534 |
0.618 |
4.501 |
0.500 |
4.491 |
0.382 |
4.480 |
LOW |
4.447 |
0.618 |
4.393 |
1.000 |
4.360 |
1.618 |
4.306 |
2.618 |
4.219 |
4.250 |
4.077 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.491 |
4.581 |
PP |
4.487 |
4.547 |
S1 |
4.483 |
4.513 |
|