NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.905 |
4.840 |
-0.065 |
-1.3% |
4.849 |
High |
4.921 |
4.905 |
-0.016 |
-0.3% |
4.921 |
Low |
4.810 |
4.806 |
-0.004 |
-0.1% |
4.746 |
Close |
4.905 |
4.840 |
-0.065 |
-1.3% |
4.840 |
Range |
0.111 |
0.099 |
-0.012 |
-10.8% |
0.175 |
ATR |
0.148 |
0.145 |
-0.004 |
-2.4% |
0.000 |
Volume |
18,808 |
14,924 |
-3,884 |
-20.7% |
71,495 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.147 |
5.093 |
4.894 |
|
R3 |
5.048 |
4.994 |
4.867 |
|
R2 |
4.949 |
4.949 |
4.858 |
|
R1 |
4.895 |
4.895 |
4.849 |
4.890 |
PP |
4.850 |
4.850 |
4.850 |
4.848 |
S1 |
4.796 |
4.796 |
4.831 |
4.791 |
S2 |
4.751 |
4.751 |
4.822 |
|
S3 |
4.652 |
4.697 |
4.813 |
|
S4 |
4.553 |
4.598 |
4.786 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.361 |
5.275 |
4.936 |
|
R3 |
5.186 |
5.100 |
4.888 |
|
R2 |
5.011 |
5.011 |
4.872 |
|
R1 |
4.925 |
4.925 |
4.856 |
4.881 |
PP |
4.836 |
4.836 |
4.836 |
4.813 |
S1 |
4.750 |
4.750 |
4.824 |
4.706 |
S2 |
4.661 |
4.661 |
4.808 |
|
S3 |
4.486 |
4.575 |
4.792 |
|
S4 |
4.311 |
4.400 |
4.744 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.921 |
4.746 |
0.175 |
3.6% |
0.108 |
2.2% |
54% |
False |
False |
14,299 |
10 |
4.940 |
4.641 |
0.299 |
6.2% |
0.126 |
2.6% |
67% |
False |
False |
16,138 |
20 |
5.283 |
4.641 |
0.642 |
13.3% |
0.147 |
3.0% |
31% |
False |
False |
14,740 |
40 |
5.534 |
4.641 |
0.893 |
18.5% |
0.153 |
3.2% |
22% |
False |
False |
11,577 |
60 |
5.534 |
4.641 |
0.893 |
18.5% |
0.144 |
3.0% |
22% |
False |
False |
9,416 |
80 |
5.534 |
4.641 |
0.893 |
18.5% |
0.145 |
3.0% |
22% |
False |
False |
7,713 |
100 |
5.534 |
4.641 |
0.893 |
18.5% |
0.135 |
2.8% |
22% |
False |
False |
6,600 |
120 |
6.280 |
4.641 |
1.639 |
33.9% |
0.133 |
2.7% |
12% |
False |
False |
5,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.326 |
2.618 |
5.164 |
1.618 |
5.065 |
1.000 |
5.004 |
0.618 |
4.966 |
HIGH |
4.905 |
0.618 |
4.867 |
0.500 |
4.856 |
0.382 |
4.844 |
LOW |
4.806 |
0.618 |
4.745 |
1.000 |
4.707 |
1.618 |
4.646 |
2.618 |
4.547 |
4.250 |
4.385 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.856 |
4.851 |
PP |
4.850 |
4.847 |
S1 |
4.845 |
4.844 |
|