NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.065 |
4.971 |
-0.094 |
-1.9% |
5.210 |
High |
5.121 |
5.011 |
-0.110 |
-2.1% |
5.245 |
Low |
4.965 |
4.800 |
-0.165 |
-3.3% |
4.864 |
Close |
4.975 |
4.844 |
-0.131 |
-2.6% |
5.040 |
Range |
0.156 |
0.211 |
0.055 |
35.3% |
0.381 |
ATR |
0.168 |
0.171 |
0.003 |
1.9% |
0.000 |
Volume |
18,524 |
20,971 |
2,447 |
13.2% |
52,976 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.518 |
5.392 |
4.960 |
|
R3 |
5.307 |
5.181 |
4.902 |
|
R2 |
5.096 |
5.096 |
4.883 |
|
R1 |
4.970 |
4.970 |
4.863 |
4.928 |
PP |
4.885 |
4.885 |
4.885 |
4.864 |
S1 |
4.759 |
4.759 |
4.825 |
4.717 |
S2 |
4.674 |
4.674 |
4.805 |
|
S3 |
4.463 |
4.548 |
4.786 |
|
S4 |
4.252 |
4.337 |
4.728 |
|
|
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 |
4.800 |
0.408 |
8.4% |
0.212 |
4.4% |
11% |
False |
True |
16,993 |
10 |
5.283 |
4.800 |
0.483 |
10.0% |
0.169 |
3.5% |
9% |
False |
True |
12,187 |
20 |
5.534 |
4.800 |
0.734 |
15.2% |
0.159 |
3.3% |
6% |
False |
True |
10,371 |
40 |
5.534 |
4.647 |
0.887 |
18.3% |
0.154 |
3.2% |
22% |
False |
False |
8,652 |
60 |
5.534 |
4.647 |
0.887 |
18.3% |
0.144 |
3.0% |
22% |
False |
False |
6,834 |
80 |
5.534 |
4.647 |
0.887 |
18.3% |
0.142 |
2.9% |
22% |
False |
False |
5,753 |
100 |
6.170 |
4.647 |
1.523 |
31.4% |
0.134 |
2.8% |
13% |
False |
False |
4,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.908 |
2.618 |
5.563 |
1.618 |
5.352 |
1.000 |
5.222 |
0.618 |
5.141 |
HIGH |
5.011 |
0.618 |
4.930 |
0.500 |
4.906 |
0.382 |
4.881 |
LOW |
4.800 |
0.618 |
4.670 |
1.000 |
4.589 |
1.618 |
4.459 |
2.618 |
4.248 |
4.250 |
3.903 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.906 |
5.004 |
PP |
4.885 |
4.951 |
S1 |
4.865 |
4.897 |
|