NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.300 |
5.262 |
-0.038 |
-0.7% |
5.495 |
High |
5.373 |
5.285 |
-0.088 |
-1.6% |
5.535 |
Low |
5.248 |
5.094 |
-0.154 |
-2.9% |
5.153 |
Close |
5.259 |
5.163 |
-0.096 |
-1.8% |
5.291 |
Range |
0.125 |
0.191 |
0.066 |
52.8% |
0.382 |
ATR |
0.153 |
0.156 |
0.003 |
1.8% |
0.000 |
Volume |
8,764 |
10,985 |
2,221 |
25.3% |
37,647 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.754 |
5.649 |
5.268 |
|
R3 |
5.563 |
5.458 |
5.216 |
|
R2 |
5.372 |
5.372 |
5.198 |
|
R1 |
5.267 |
5.267 |
5.181 |
5.224 |
PP |
5.181 |
5.181 |
5.181 |
5.159 |
S1 |
5.076 |
5.076 |
5.145 |
5.033 |
S2 |
4.990 |
4.990 |
5.128 |
|
S3 |
4.799 |
4.885 |
5.110 |
|
S4 |
4.608 |
4.694 |
5.058 |
|
|
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 |
5.094 |
0.353 |
6.8% |
0.190 |
3.7% |
20% |
False |
True |
9,895 |
10 |
5.570 |
5.094 |
0.476 |
9.2% |
0.156 |
3.0% |
14% |
False |
True |
7,716 |
20 |
5.762 |
5.094 |
0.668 |
12.9% |
0.149 |
2.9% |
10% |
False |
True |
7,305 |
40 |
5.762 |
5.026 |
0.736 |
14.3% |
0.145 |
2.8% |
19% |
False |
False |
7,088 |
60 |
5.762 |
5.026 |
0.736 |
14.3% |
0.139 |
2.7% |
19% |
False |
False |
5,983 |
80 |
5.762 |
5.026 |
0.736 |
14.3% |
0.139 |
2.7% |
19% |
False |
False |
5,323 |
100 |
6.476 |
5.026 |
1.450 |
28.1% |
0.132 |
2.6% |
9% |
False |
False |
4,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.097 |
2.618 |
5.785 |
1.618 |
5.594 |
1.000 |
5.476 |
0.618 |
5.403 |
HIGH |
5.285 |
0.618 |
5.212 |
0.500 |
5.190 |
0.382 |
5.167 |
LOW |
5.094 |
0.618 |
4.976 |
1.000 |
4.903 |
1.618 |
4.785 |
2.618 |
4.594 |
4.250 |
4.282 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.190 |
5.271 |
PP |
5.181 |
5.235 |
S1 |
5.172 |
5.199 |
|