NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 07-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.080 |
5.065 |
-0.015 |
-0.3% |
5.210 |
High |
5.208 |
5.121 |
-0.087 |
-1.7% |
5.245 |
Low |
5.029 |
4.965 |
-0.064 |
-1.3% |
4.864 |
Close |
5.040 |
4.975 |
-0.065 |
-1.3% |
5.040 |
Range |
0.179 |
0.156 |
-0.023 |
-12.8% |
0.381 |
ATR |
0.168 |
0.168 |
-0.001 |
-0.5% |
0.000 |
Volume |
14,249 |
18,524 |
4,275 |
30.0% |
52,976 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.488 |
5.388 |
5.061 |
|
R3 |
5.332 |
5.232 |
5.018 |
|
R2 |
5.176 |
5.176 |
5.004 |
|
R1 |
5.076 |
5.076 |
4.989 |
5.048 |
PP |
5.020 |
5.020 |
5.020 |
5.007 |
S1 |
4.920 |
4.920 |
4.961 |
4.892 |
S2 |
4.864 |
4.864 |
4.946 |
|
S3 |
4.708 |
4.764 |
4.932 |
|
S4 |
4.552 |
4.608 |
4.889 |
|
|
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 |
5.208 |
4.864 |
0.344 |
6.9% |
0.193 |
3.9% |
32% |
False |
False |
15,028 |
10 |
5.283 |
4.864 |
0.419 |
8.4% |
0.159 |
3.2% |
26% |
False |
False |
10,868 |
20 |
5.534 |
4.864 |
0.670 |
13.5% |
0.154 |
3.1% |
17% |
False |
False |
9,902 |
40 |
5.534 |
4.647 |
0.887 |
17.8% |
0.151 |
3.0% |
37% |
False |
False |
8,267 |
60 |
5.534 |
4.647 |
0.887 |
17.8% |
0.143 |
2.9% |
37% |
False |
False |
6,509 |
80 |
5.534 |
4.647 |
0.887 |
17.8% |
0.140 |
2.8% |
37% |
False |
False |
5,505 |
100 |
6.170 |
4.647 |
1.523 |
30.6% |
0.134 |
2.7% |
22% |
False |
False |
4,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.784 |
2.618 |
5.529 |
1.618 |
5.373 |
1.000 |
5.277 |
0.618 |
5.217 |
HIGH |
5.121 |
0.618 |
5.061 |
0.500 |
5.043 |
0.382 |
5.025 |
LOW |
4.965 |
0.618 |
4.869 |
1.000 |
4.809 |
1.618 |
4.713 |
2.618 |
4.557 |
4.250 |
4.302 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.043 |
5.084 |
PP |
5.020 |
5.048 |
S1 |
4.998 |
5.011 |
|