NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.400 |
4.575 |
0.175 |
4.0% |
4.530 |
High |
4.680 |
4.717 |
0.037 |
0.8% |
4.717 |
Low |
4.358 |
4.529 |
0.171 |
3.9% |
4.358 |
Close |
4.650 |
4.575 |
-0.075 |
-1.6% |
4.575 |
Range |
0.322 |
0.188 |
-0.134 |
-41.6% |
0.359 |
ATR |
0.187 |
0.187 |
0.000 |
0.0% |
0.000 |
Volume |
27,872 |
49,525 |
21,653 |
77.7% |
178,272 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.171 |
5.061 |
4.678 |
|
R3 |
4.983 |
4.873 |
4.627 |
|
R2 |
4.795 |
4.795 |
4.609 |
|
R1 |
4.685 |
4.685 |
4.592 |
4.669 |
PP |
4.607 |
4.607 |
4.607 |
4.599 |
S1 |
4.497 |
4.497 |
4.558 |
4.481 |
S2 |
4.419 |
4.419 |
4.541 |
|
S3 |
4.231 |
4.309 |
4.523 |
|
S4 |
4.043 |
4.121 |
4.472 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.627 |
5.460 |
4.772 |
|
R3 |
5.268 |
5.101 |
4.674 |
|
R2 |
4.909 |
4.909 |
4.641 |
|
R1 |
4.742 |
4.742 |
4.608 |
4.826 |
PP |
4.550 |
4.550 |
4.550 |
4.592 |
S1 |
4.383 |
4.383 |
4.542 |
4.467 |
S2 |
4.191 |
4.191 |
4.509 |
|
S3 |
3.832 |
4.024 |
4.476 |
|
S4 |
3.473 |
3.665 |
4.378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.717 |
4.358 |
0.359 |
7.8% |
0.166 |
3.6% |
60% |
True |
False |
35,654 |
10 |
4.975 |
4.358 |
0.617 |
13.5% |
0.182 |
4.0% |
35% |
False |
False |
35,902 |
20 |
5.310 |
4.358 |
0.952 |
20.8% |
0.189 |
4.1% |
23% |
False |
False |
29,540 |
40 |
5.345 |
4.115 |
1.230 |
26.9% |
0.189 |
4.1% |
37% |
False |
False |
27,626 |
60 |
5.345 |
4.115 |
1.230 |
26.9% |
0.177 |
3.9% |
37% |
False |
False |
24,259 |
80 |
5.345 |
4.115 |
1.230 |
26.9% |
0.173 |
3.8% |
37% |
False |
False |
21,687 |
100 |
5.345 |
4.115 |
1.230 |
26.9% |
0.161 |
3.5% |
37% |
False |
False |
19,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.516 |
2.618 |
5.209 |
1.618 |
5.021 |
1.000 |
4.905 |
0.618 |
4.833 |
HIGH |
4.717 |
0.618 |
4.645 |
0.500 |
4.623 |
0.382 |
4.601 |
LOW |
4.529 |
0.618 |
4.413 |
1.000 |
4.341 |
1.618 |
4.225 |
2.618 |
4.037 |
4.250 |
3.730 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.623 |
4.563 |
PP |
4.607 |
4.550 |
S1 |
4.591 |
4.538 |
|