NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.825 |
4.806 |
-0.019 |
-0.4% |
5.080 |
High |
4.858 |
4.864 |
0.006 |
0.1% |
5.208 |
Low |
4.789 |
4.713 |
-0.076 |
-1.6% |
4.780 |
Close |
4.818 |
4.726 |
-0.092 |
-1.9% |
4.844 |
Range |
0.069 |
0.151 |
0.082 |
118.8% |
0.428 |
ATR |
0.159 |
0.158 |
-0.001 |
-0.3% |
0.000 |
Volume |
19,416 |
11,801 |
-7,615 |
-39.2% |
74,374 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.221 |
5.124 |
4.809 |
|
R3 |
5.070 |
4.973 |
4.768 |
|
R2 |
4.919 |
4.919 |
4.754 |
|
R1 |
4.822 |
4.822 |
4.740 |
4.795 |
PP |
4.768 |
4.768 |
4.768 |
4.754 |
S1 |
4.671 |
4.671 |
4.712 |
4.644 |
S2 |
4.617 |
4.617 |
4.698 |
|
S3 |
4.466 |
4.520 |
4.684 |
|
S4 |
4.315 |
4.369 |
4.643 |
|
|
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 |
5.121 |
4.713 |
0.408 |
8.6% |
0.137 |
2.9% |
3% |
False |
True |
18,268 |
10 |
5.208 |
4.713 |
0.495 |
10.5% |
0.165 |
3.5% |
3% |
False |
True |
15,400 |
20 |
5.534 |
4.713 |
0.821 |
17.4% |
0.157 |
3.3% |
2% |
False |
True |
11,602 |
40 |
5.534 |
4.647 |
0.887 |
18.8% |
0.153 |
3.2% |
9% |
False |
False |
9,354 |
60 |
5.534 |
4.647 |
0.887 |
18.8% |
0.143 |
3.0% |
9% |
False |
False |
7,566 |
80 |
5.534 |
4.647 |
0.887 |
18.8% |
0.142 |
3.0% |
9% |
False |
False |
6,367 |
100 |
5.810 |
4.647 |
1.163 |
24.6% |
0.133 |
2.8% |
7% |
False |
False |
5,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.506 |
2.618 |
5.259 |
1.618 |
5.108 |
1.000 |
5.015 |
0.618 |
4.957 |
HIGH |
4.864 |
0.618 |
4.806 |
0.500 |
4.789 |
0.382 |
4.771 |
LOW |
4.713 |
0.618 |
4.620 |
1.000 |
4.562 |
1.618 |
4.469 |
2.618 |
4.318 |
4.250 |
4.071 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.789 |
4.797 |
PP |
4.768 |
4.773 |
S1 |
4.747 |
4.750 |
|