NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.925 |
5.040 |
0.115 |
2.3% |
5.210 |
High |
5.206 |
5.166 |
-0.040 |
-0.8% |
5.245 |
Low |
4.900 |
4.960 |
0.060 |
1.2% |
4.864 |
Close |
5.158 |
5.040 |
-0.118 |
-2.3% |
5.040 |
Range |
0.306 |
0.206 |
-0.100 |
-32.7% |
0.381 |
ATR |
0.165 |
0.168 |
0.003 |
1.8% |
0.000 |
Volume |
14,281 |
16,940 |
2,659 |
18.6% |
52,976 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.673 |
5.563 |
5.153 |
|
R3 |
5.467 |
5.357 |
5.097 |
|
R2 |
5.261 |
5.261 |
5.078 |
|
R1 |
5.151 |
5.151 |
5.059 |
5.143 |
PP |
5.055 |
5.055 |
5.055 |
5.052 |
S1 |
4.945 |
4.945 |
5.021 |
4.937 |
S2 |
4.849 |
4.849 |
5.002 |
|
S3 |
4.643 |
4.739 |
4.983 |
|
S4 |
4.437 |
4.533 |
4.927 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.193 |
5.997 |
5.250 |
|
R3 |
5.812 |
5.616 |
5.145 |
|
R2 |
5.431 |
5.431 |
5.110 |
|
R1 |
5.235 |
5.235 |
5.075 |
5.143 |
PP |
5.050 |
5.050 |
5.050 |
5.003 |
S1 |
4.854 |
4.854 |
5.005 |
4.762 |
S2 |
4.669 |
4.669 |
4.970 |
|
S3 |
4.288 |
4.473 |
4.935 |
|
S4 |
3.907 |
4.092 |
4.830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.245 |
4.864 |
0.381 |
7.6% |
0.183 |
3.6% |
46% |
False |
False |
10,595 |
10 |
5.507 |
4.864 |
0.643 |
12.8% |
0.170 |
3.4% |
27% |
False |
False |
8,666 |
20 |
5.534 |
4.864 |
0.670 |
13.3% |
0.158 |
3.1% |
26% |
False |
False |
9,481 |
40 |
5.534 |
4.647 |
0.887 |
17.6% |
0.148 |
2.9% |
44% |
False |
False |
7,743 |
60 |
5.534 |
4.647 |
0.887 |
17.6% |
0.144 |
2.8% |
44% |
False |
False |
6,038 |
80 |
5.534 |
4.647 |
0.887 |
17.6% |
0.137 |
2.7% |
44% |
False |
False |
5,147 |
100 |
6.170 |
4.647 |
1.523 |
30.2% |
0.132 |
2.6% |
26% |
False |
False |
4,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.042 |
2.618 |
5.705 |
1.618 |
5.499 |
1.000 |
5.372 |
0.618 |
5.293 |
HIGH |
5.166 |
0.618 |
5.087 |
0.500 |
5.063 |
0.382 |
5.039 |
LOW |
4.960 |
0.618 |
4.833 |
1.000 |
4.754 |
1.618 |
4.627 |
2.618 |
4.421 |
4.250 |
4.085 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.063 |
5.038 |
PP |
5.055 |
5.037 |
S1 |
5.048 |
5.035 |
|