NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.496 |
4.456 |
-0.040 |
-0.9% |
4.860 |
High |
4.568 |
4.456 |
-0.112 |
-2.5% |
4.975 |
Low |
4.407 |
4.383 |
-0.024 |
-0.5% |
4.450 |
Close |
4.429 |
4.388 |
-0.041 |
-0.9% |
4.498 |
Range |
0.161 |
0.073 |
-0.088 |
-54.7% |
0.525 |
ATR |
0.185 |
0.177 |
-0.008 |
-4.3% |
0.000 |
Volume |
19,568 |
49,670 |
30,102 |
153.8% |
141,136 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.628 |
4.581 |
4.428 |
|
R3 |
4.555 |
4.508 |
4.408 |
|
R2 |
4.482 |
4.482 |
4.401 |
|
R1 |
4.435 |
4.435 |
4.395 |
4.422 |
PP |
4.409 |
4.409 |
4.409 |
4.403 |
S1 |
4.362 |
4.362 |
4.381 |
4.349 |
S2 |
4.336 |
4.336 |
4.375 |
|
S3 |
4.263 |
4.289 |
4.368 |
|
S4 |
4.190 |
4.216 |
4.348 |
|
|
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 |
4.715 |
4.383 |
0.332 |
7.6% |
0.133 |
3.0% |
2% |
False |
True |
36,533 |
10 |
5.004 |
4.383 |
0.621 |
14.2% |
0.180 |
4.1% |
1% |
False |
True |
34,534 |
20 |
5.345 |
4.383 |
0.962 |
21.9% |
0.183 |
4.2% |
1% |
False |
True |
28,525 |
40 |
5.345 |
4.115 |
1.230 |
28.0% |
0.185 |
4.2% |
22% |
False |
False |
27,010 |
60 |
5.345 |
4.115 |
1.230 |
28.0% |
0.172 |
3.9% |
22% |
False |
False |
23,266 |
80 |
5.345 |
4.115 |
1.230 |
28.0% |
0.169 |
3.8% |
22% |
False |
False |
21,010 |
100 |
5.370 |
4.115 |
1.255 |
28.6% |
0.158 |
3.6% |
22% |
False |
False |
18,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.766 |
2.618 |
4.647 |
1.618 |
4.574 |
1.000 |
4.529 |
0.618 |
4.501 |
HIGH |
4.456 |
0.618 |
4.428 |
0.500 |
4.420 |
0.382 |
4.411 |
LOW |
4.383 |
0.618 |
4.338 |
1.000 |
4.310 |
1.618 |
4.265 |
2.618 |
4.192 |
4.250 |
4.073 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.420 |
4.476 |
PP |
4.409 |
4.446 |
S1 |
4.399 |
4.417 |
|