NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.530 |
4.496 |
-0.034 |
-0.8% |
4.860 |
High |
4.534 |
4.568 |
0.034 |
0.7% |
4.975 |
Low |
4.447 |
4.407 |
-0.040 |
-0.9% |
4.450 |
Close |
4.479 |
4.429 |
-0.050 |
-1.1% |
4.498 |
Range |
0.087 |
0.161 |
0.074 |
85.1% |
0.525 |
ATR |
0.186 |
0.185 |
-0.002 |
-1.0% |
0.000 |
Volume |
31,637 |
19,568 |
-12,069 |
-38.1% |
141,136 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.951 |
4.851 |
4.518 |
|
R3 |
4.790 |
4.690 |
4.473 |
|
R2 |
4.629 |
4.629 |
4.459 |
|
R1 |
4.529 |
4.529 |
4.444 |
4.499 |
PP |
4.468 |
4.468 |
4.468 |
4.453 |
S1 |
4.368 |
4.368 |
4.414 |
4.338 |
S2 |
4.307 |
4.307 |
4.399 |
|
S3 |
4.146 |
4.207 |
4.385 |
|
S4 |
3.985 |
4.046 |
4.340 |
|
|
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 |
4.863 |
4.407 |
0.456 |
10.3% |
0.158 |
3.6% |
5% |
False |
True |
33,127 |
10 |
5.004 |
4.407 |
0.597 |
13.5% |
0.194 |
4.4% |
4% |
False |
True |
31,082 |
20 |
5.345 |
4.407 |
0.938 |
21.2% |
0.187 |
4.2% |
2% |
False |
True |
27,476 |
40 |
5.345 |
4.115 |
1.230 |
27.8% |
0.186 |
4.2% |
26% |
False |
False |
26,403 |
60 |
5.345 |
4.115 |
1.230 |
27.8% |
0.173 |
3.9% |
26% |
False |
False |
22,614 |
80 |
5.345 |
4.115 |
1.230 |
27.8% |
0.169 |
3.8% |
26% |
False |
False |
20,688 |
100 |
5.520 |
4.115 |
1.405 |
31.7% |
0.159 |
3.6% |
22% |
False |
False |
18,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.252 |
2.618 |
4.989 |
1.618 |
4.828 |
1.000 |
4.729 |
0.618 |
4.667 |
HIGH |
4.568 |
0.618 |
4.506 |
0.500 |
4.488 |
0.382 |
4.469 |
LOW |
4.407 |
0.618 |
4.308 |
1.000 |
4.246 |
1.618 |
4.147 |
2.618 |
3.986 |
4.250 |
3.723 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.488 |
4.488 |
PP |
4.468 |
4.468 |
S1 |
4.449 |
4.449 |
|