NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.376 |
5.325 |
-0.051 |
-0.9% |
5.495 |
High |
5.400 |
5.447 |
0.047 |
0.9% |
5.535 |
Low |
5.220 |
5.272 |
0.052 |
1.0% |
5.153 |
Close |
5.291 |
5.302 |
0.011 |
0.2% |
5.291 |
Range |
0.180 |
0.175 |
-0.005 |
-2.8% |
0.382 |
ATR |
0.154 |
0.155 |
0.002 |
1.0% |
0.000 |
Volume |
11,698 |
7,674 |
-4,024 |
-34.4% |
37,647 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.865 |
5.759 |
5.398 |
|
R3 |
5.690 |
5.584 |
5.350 |
|
R2 |
5.515 |
5.515 |
5.334 |
|
R1 |
5.409 |
5.409 |
5.318 |
5.375 |
PP |
5.340 |
5.340 |
5.340 |
5.323 |
S1 |
5.234 |
5.234 |
5.286 |
5.200 |
S2 |
5.165 |
5.165 |
5.270 |
|
S3 |
4.990 |
5.059 |
5.254 |
|
S4 |
4.815 |
4.884 |
5.206 |
|
|
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 |
5.447 |
5.153 |
0.294 |
5.5% |
0.187 |
3.5% |
51% |
True |
False |
8,469 |
10 |
5.570 |
5.153 |
0.417 |
7.9% |
0.151 |
2.9% |
36% |
False |
False |
7,226 |
20 |
5.762 |
5.153 |
0.609 |
11.5% |
0.147 |
2.8% |
24% |
False |
False |
7,100 |
40 |
5.762 |
5.026 |
0.736 |
13.9% |
0.142 |
2.7% |
38% |
False |
False |
6,907 |
60 |
5.762 |
5.026 |
0.736 |
13.9% |
0.139 |
2.6% |
38% |
False |
False |
5,731 |
80 |
5.762 |
5.026 |
0.736 |
13.9% |
0.136 |
2.6% |
38% |
False |
False |
5,131 |
100 |
6.476 |
5.026 |
1.450 |
27.3% |
0.132 |
2.5% |
19% |
False |
False |
4,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.191 |
2.618 |
5.905 |
1.618 |
5.730 |
1.000 |
5.622 |
0.618 |
5.555 |
HIGH |
5.447 |
0.618 |
5.380 |
0.500 |
5.360 |
0.382 |
5.339 |
LOW |
5.272 |
0.618 |
5.164 |
1.000 |
5.097 |
1.618 |
4.989 |
2.618 |
4.814 |
4.250 |
4.528 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.360 |
5.309 |
PP |
5.340 |
5.306 |
S1 |
5.321 |
5.304 |
|