NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 07-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.325 |
5.300 |
-0.025 |
-0.5% |
5.495 |
High |
5.447 |
5.373 |
-0.074 |
-1.4% |
5.535 |
Low |
5.272 |
5.248 |
-0.024 |
-0.5% |
5.153 |
Close |
5.302 |
5.259 |
-0.043 |
-0.8% |
5.291 |
Range |
0.175 |
0.125 |
-0.050 |
-28.6% |
0.382 |
ATR |
0.155 |
0.153 |
-0.002 |
-1.4% |
0.000 |
Volume |
7,674 |
8,764 |
1,090 |
14.2% |
37,647 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.668 |
5.589 |
5.328 |
|
R3 |
5.543 |
5.464 |
5.293 |
|
R2 |
5.418 |
5.418 |
5.282 |
|
R1 |
5.339 |
5.339 |
5.270 |
5.316 |
PP |
5.293 |
5.293 |
5.293 |
5.282 |
S1 |
5.214 |
5.214 |
5.248 |
5.191 |
S2 |
5.168 |
5.168 |
5.236 |
|
S3 |
5.043 |
5.089 |
5.225 |
|
S4 |
4.918 |
4.964 |
5.190 |
|
|
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 |
5.6% |
0.172 |
3.3% |
36% |
False |
False |
9,276 |
10 |
5.570 |
5.153 |
0.417 |
7.9% |
0.148 |
2.8% |
25% |
False |
False |
7,430 |
20 |
5.762 |
5.153 |
0.609 |
11.6% |
0.145 |
2.7% |
17% |
False |
False |
7,158 |
40 |
5.762 |
5.026 |
0.736 |
14.0% |
0.142 |
2.7% |
32% |
False |
False |
6,986 |
60 |
5.762 |
5.026 |
0.736 |
14.0% |
0.138 |
2.6% |
32% |
False |
False |
5,838 |
80 |
5.762 |
5.026 |
0.736 |
14.0% |
0.137 |
2.6% |
32% |
False |
False |
5,206 |
100 |
6.476 |
5.026 |
1.450 |
27.6% |
0.132 |
2.5% |
16% |
False |
False |
4,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.904 |
2.618 |
5.700 |
1.618 |
5.575 |
1.000 |
5.498 |
0.618 |
5.450 |
HIGH |
5.373 |
0.618 |
5.325 |
0.500 |
5.311 |
0.382 |
5.296 |
LOW |
5.248 |
0.618 |
5.171 |
1.000 |
5.123 |
1.618 |
5.046 |
2.618 |
4.921 |
4.250 |
4.717 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.311 |
5.334 |
PP |
5.293 |
5.309 |
S1 |
5.276 |
5.284 |
|