NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.575 |
4.586 |
0.011 |
0.2% |
4.530 |
High |
4.717 |
4.598 |
-0.119 |
-2.5% |
4.717 |
Low |
4.529 |
4.515 |
-0.014 |
-0.3% |
4.358 |
Close |
4.575 |
4.556 |
-0.019 |
-0.4% |
4.575 |
Range |
0.188 |
0.083 |
-0.105 |
-55.9% |
0.359 |
ATR |
0.187 |
0.180 |
-0.007 |
-4.0% |
0.000 |
Volume |
49,525 |
28,376 |
-21,149 |
-42.7% |
178,272 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.805 |
4.764 |
4.602 |
|
R3 |
4.722 |
4.681 |
4.579 |
|
R2 |
4.639 |
4.639 |
4.571 |
|
R1 |
4.598 |
4.598 |
4.564 |
4.577 |
PP |
4.556 |
4.556 |
4.556 |
4.546 |
S1 |
4.515 |
4.515 |
4.548 |
4.494 |
S2 |
4.473 |
4.473 |
4.541 |
|
S3 |
4.390 |
4.432 |
4.533 |
|
S4 |
4.307 |
4.349 |
4.510 |
|
|
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 |
7.9% |
0.165 |
3.6% |
55% |
False |
False |
35,002 |
10 |
4.975 |
4.358 |
0.617 |
13.5% |
0.168 |
3.7% |
32% |
False |
False |
34,778 |
20 |
5.310 |
4.358 |
0.952 |
20.9% |
0.184 |
4.0% |
21% |
False |
False |
29,553 |
40 |
5.345 |
4.270 |
1.075 |
23.6% |
0.181 |
4.0% |
27% |
False |
False |
27,846 |
60 |
5.345 |
4.115 |
1.230 |
27.0% |
0.175 |
3.9% |
36% |
False |
False |
24,616 |
80 |
5.345 |
4.115 |
1.230 |
27.0% |
0.173 |
3.8% |
36% |
False |
False |
21,899 |
100 |
5.345 |
4.115 |
1.230 |
27.0% |
0.160 |
3.5% |
36% |
False |
False |
19,584 |
120 |
6.000 |
4.115 |
1.885 |
41.4% |
0.157 |
3.5% |
23% |
False |
False |
17,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.951 |
2.618 |
4.815 |
1.618 |
4.732 |
1.000 |
4.681 |
0.618 |
4.649 |
HIGH |
4.598 |
0.618 |
4.566 |
0.500 |
4.557 |
0.382 |
4.547 |
LOW |
4.515 |
0.618 |
4.464 |
1.000 |
4.432 |
1.618 |
4.381 |
2.618 |
4.298 |
4.250 |
4.162 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.557 |
4.550 |
PP |
4.556 |
4.544 |
S1 |
4.556 |
4.538 |
|