NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.849 |
4.799 |
-0.050 |
-1.0% |
4.825 |
High |
4.849 |
4.867 |
0.018 |
0.4% |
4.940 |
Low |
4.760 |
4.746 |
-0.014 |
-0.3% |
4.641 |
Close |
4.803 |
4.852 |
0.049 |
1.0% |
4.830 |
Range |
0.089 |
0.121 |
0.032 |
36.0% |
0.299 |
ATR |
0.155 |
0.153 |
-0.002 |
-1.6% |
0.000 |
Volume |
11,954 |
14,036 |
2,082 |
17.4% |
89,891 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.185 |
5.139 |
4.919 |
|
R3 |
5.064 |
5.018 |
4.885 |
|
R2 |
4.943 |
4.943 |
4.874 |
|
R1 |
4.897 |
4.897 |
4.863 |
4.920 |
PP |
4.822 |
4.822 |
4.822 |
4.833 |
S1 |
4.776 |
4.776 |
4.841 |
4.799 |
S2 |
4.701 |
4.701 |
4.830 |
|
S3 |
4.580 |
4.655 |
4.819 |
|
S4 |
4.459 |
4.534 |
4.785 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.701 |
5.564 |
4.994 |
|
R3 |
5.402 |
5.265 |
4.912 |
|
R2 |
5.103 |
5.103 |
4.885 |
|
R1 |
4.966 |
4.966 |
4.857 |
5.035 |
PP |
4.804 |
4.804 |
4.804 |
4.838 |
S1 |
4.667 |
4.667 |
4.803 |
4.736 |
S2 |
4.505 |
4.505 |
4.775 |
|
S3 |
4.206 |
4.368 |
4.748 |
|
S4 |
3.907 |
4.069 |
4.666 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.940 |
4.641 |
0.299 |
6.2% |
0.143 |
2.9% |
71% |
False |
False |
16,932 |
10 |
5.121 |
4.641 |
0.480 |
9.9% |
0.140 |
2.9% |
44% |
False |
False |
17,600 |
20 |
5.283 |
4.641 |
0.642 |
13.2% |
0.149 |
3.1% |
33% |
False |
False |
13,620 |
40 |
5.534 |
4.641 |
0.893 |
18.4% |
0.153 |
3.2% |
24% |
False |
False |
10,722 |
60 |
5.534 |
4.641 |
0.893 |
18.4% |
0.143 |
2.9% |
24% |
False |
False |
8,780 |
80 |
5.534 |
4.641 |
0.893 |
18.4% |
0.145 |
3.0% |
24% |
False |
False |
7,245 |
100 |
5.619 |
4.641 |
0.978 |
20.2% |
0.135 |
2.8% |
22% |
False |
False |
6,190 |
120 |
6.280 |
4.641 |
1.639 |
33.8% |
0.133 |
2.7% |
13% |
False |
False |
5,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.381 |
2.618 |
5.184 |
1.618 |
5.063 |
1.000 |
4.988 |
0.618 |
4.942 |
HIGH |
4.867 |
0.618 |
4.821 |
0.500 |
4.807 |
0.382 |
4.792 |
LOW |
4.746 |
0.618 |
4.671 |
1.000 |
4.625 |
1.618 |
4.550 |
2.618 |
4.429 |
4.250 |
4.232 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.837 |
4.849 |
PP |
4.822 |
4.846 |
S1 |
4.807 |
4.843 |
|