NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.971 |
4.844 |
-0.127 |
-2.6% |
5.080 |
High |
5.011 |
4.880 |
-0.131 |
-2.6% |
5.208 |
Low |
4.800 |
4.780 |
-0.020 |
-0.4% |
4.780 |
Close |
4.844 |
4.844 |
0.000 |
0.0% |
4.844 |
Range |
0.211 |
0.100 |
-0.111 |
-52.6% |
0.428 |
ATR |
0.171 |
0.166 |
-0.005 |
-3.0% |
0.000 |
Volume |
20,971 |
20,630 |
-341 |
-1.6% |
74,374 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.135 |
5.089 |
4.899 |
|
R3 |
5.035 |
4.989 |
4.872 |
|
R2 |
4.935 |
4.935 |
4.862 |
|
R1 |
4.889 |
4.889 |
4.853 |
4.894 |
PP |
4.835 |
4.835 |
4.835 |
4.837 |
S1 |
4.789 |
4.789 |
4.835 |
4.794 |
S2 |
4.735 |
4.735 |
4.826 |
|
S3 |
4.635 |
4.689 |
4.817 |
|
S4 |
4.535 |
4.589 |
4.789 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.228 |
5.964 |
5.079 |
|
R3 |
5.800 |
5.536 |
4.962 |
|
R2 |
5.372 |
5.372 |
4.922 |
|
R1 |
5.108 |
5.108 |
4.883 |
5.026 |
PP |
4.944 |
4.944 |
4.944 |
4.903 |
S1 |
4.680 |
4.680 |
4.805 |
4.598 |
S2 |
4.516 |
4.516 |
4.766 |
|
S3 |
4.088 |
4.252 |
4.726 |
|
S4 |
3.660 |
3.824 |
4.609 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.208 |
4.780 |
0.428 |
8.8% |
0.170 |
3.5% |
15% |
False |
True |
18,262 |
10 |
5.283 |
4.780 |
0.503 |
10.4% |
0.168 |
3.5% |
13% |
False |
True |
13,341 |
20 |
5.534 |
4.780 |
0.754 |
15.6% |
0.156 |
3.2% |
8% |
False |
True |
10,888 |
40 |
5.534 |
4.647 |
0.887 |
18.3% |
0.154 |
3.2% |
22% |
False |
False |
8,988 |
60 |
5.534 |
4.647 |
0.887 |
18.3% |
0.144 |
3.0% |
22% |
False |
False |
7,140 |
80 |
5.534 |
4.647 |
0.887 |
18.3% |
0.142 |
2.9% |
22% |
False |
False |
5,994 |
100 |
6.038 |
4.647 |
1.391 |
28.7% |
0.133 |
2.7% |
14% |
False |
False |
5,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.305 |
2.618 |
5.142 |
1.618 |
5.042 |
1.000 |
4.980 |
0.618 |
4.942 |
HIGH |
4.880 |
0.618 |
4.842 |
0.500 |
4.830 |
0.382 |
4.818 |
LOW |
4.780 |
0.618 |
4.718 |
1.000 |
4.680 |
1.618 |
4.618 |
2.618 |
4.518 |
4.250 |
4.355 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.839 |
4.951 |
PP |
4.835 |
4.915 |
S1 |
4.830 |
4.880 |
|