NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.684 |
4.689 |
0.005 |
0.1% |
5.080 |
High |
4.746 |
4.915 |
0.169 |
3.6% |
5.208 |
Low |
4.675 |
4.641 |
-0.034 |
-0.7% |
4.780 |
Close |
4.684 |
4.893 |
0.209 |
4.5% |
4.844 |
Range |
0.071 |
0.274 |
0.203 |
285.9% |
0.428 |
ATR |
0.152 |
0.161 |
0.009 |
5.7% |
0.000 |
Volume |
25,561 |
12,534 |
-13,027 |
-51.0% |
74,374 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.638 |
5.540 |
5.044 |
|
R3 |
5.364 |
5.266 |
4.968 |
|
R2 |
5.090 |
5.090 |
4.943 |
|
R1 |
4.992 |
4.992 |
4.918 |
5.041 |
PP |
4.816 |
4.816 |
4.816 |
4.841 |
S1 |
4.718 |
4.718 |
4.868 |
4.767 |
S2 |
4.542 |
4.542 |
4.843 |
|
S3 |
4.268 |
4.444 |
4.818 |
|
S4 |
3.994 |
4.170 |
4.742 |
|
|
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 |
4.915 |
4.641 |
0.274 |
5.6% |
0.133 |
2.7% |
92% |
True |
True |
17,988 |
10 |
5.208 |
4.641 |
0.567 |
11.6% |
0.172 |
3.5% |
44% |
False |
True |
17,490 |
20 |
5.510 |
4.641 |
0.869 |
17.8% |
0.161 |
3.3% |
29% |
False |
True |
12,203 |
40 |
5.534 |
4.641 |
0.893 |
18.3% |
0.155 |
3.2% |
28% |
False |
True |
10,021 |
60 |
5.534 |
4.641 |
0.893 |
18.3% |
0.145 |
3.0% |
28% |
False |
True |
8,128 |
80 |
5.534 |
4.641 |
0.893 |
18.3% |
0.144 |
2.9% |
28% |
False |
True |
6,758 |
100 |
5.631 |
4.641 |
0.990 |
20.2% |
0.134 |
2.7% |
25% |
False |
True |
5,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.080 |
2.618 |
5.632 |
1.618 |
5.358 |
1.000 |
5.189 |
0.618 |
5.084 |
HIGH |
4.915 |
0.618 |
4.810 |
0.500 |
4.778 |
0.382 |
4.746 |
LOW |
4.641 |
0.618 |
4.472 |
1.000 |
4.367 |
1.618 |
4.198 |
2.618 |
3.924 |
4.250 |
3.477 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.855 |
4.855 |
PP |
4.816 |
4.816 |
S1 |
4.778 |
4.778 |
|