NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.191 |
5.376 |
0.185 |
3.6% |
5.495 |
High |
5.447 |
5.400 |
-0.047 |
-0.9% |
5.535 |
Low |
5.170 |
5.220 |
0.050 |
1.0% |
5.153 |
Close |
5.401 |
5.291 |
-0.110 |
-2.0% |
5.291 |
Range |
0.277 |
0.180 |
-0.097 |
-35.0% |
0.382 |
ATR |
0.152 |
0.154 |
0.002 |
1.4% |
0.000 |
Volume |
10,356 |
11,698 |
1,342 |
13.0% |
37,647 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.844 |
5.747 |
5.390 |
|
R3 |
5.664 |
5.567 |
5.341 |
|
R2 |
5.484 |
5.484 |
5.324 |
|
R1 |
5.387 |
5.387 |
5.308 |
5.346 |
PP |
5.304 |
5.304 |
5.304 |
5.283 |
S1 |
5.207 |
5.207 |
5.275 |
5.166 |
S2 |
5.124 |
5.124 |
5.258 |
|
S3 |
4.944 |
5.027 |
5.242 |
|
S4 |
4.764 |
4.847 |
5.192 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.472 |
6.264 |
5.501 |
|
R3 |
6.090 |
5.882 |
5.396 |
|
R2 |
5.708 |
5.708 |
5.361 |
|
R1 |
5.500 |
5.500 |
5.326 |
5.413 |
PP |
5.326 |
5.326 |
5.326 |
5.283 |
S1 |
5.118 |
5.118 |
5.256 |
5.031 |
S2 |
4.944 |
4.944 |
5.221 |
|
S3 |
4.562 |
4.736 |
5.186 |
|
S4 |
4.180 |
4.354 |
5.081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.535 |
5.153 |
0.382 |
7.2% |
0.175 |
3.3% |
36% |
False |
False |
7,529 |
10 |
5.732 |
5.153 |
0.579 |
10.9% |
0.162 |
3.1% |
24% |
False |
False |
7,037 |
20 |
5.762 |
5.153 |
0.609 |
11.5% |
0.147 |
2.8% |
23% |
False |
False |
7,342 |
40 |
5.762 |
5.026 |
0.736 |
13.9% |
0.141 |
2.7% |
36% |
False |
False |
6,837 |
60 |
5.762 |
5.026 |
0.736 |
13.9% |
0.139 |
2.6% |
36% |
False |
False |
5,664 |
80 |
5.762 |
5.026 |
0.736 |
13.9% |
0.135 |
2.6% |
36% |
False |
False |
5,075 |
100 |
6.476 |
5.026 |
1.450 |
27.4% |
0.131 |
2.5% |
18% |
False |
False |
4,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.165 |
2.618 |
5.871 |
1.618 |
5.691 |
1.000 |
5.580 |
0.618 |
5.511 |
HIGH |
5.400 |
0.618 |
5.331 |
0.500 |
5.310 |
0.382 |
5.289 |
LOW |
5.220 |
0.618 |
5.109 |
1.000 |
5.040 |
1.618 |
4.929 |
2.618 |
4.749 |
4.250 |
4.455 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.310 |
5.300 |
PP |
5.304 |
5.297 |
S1 |
5.297 |
5.294 |
|