NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.262 |
5.163 |
-0.099 |
-1.9% |
5.325 |
High |
5.285 |
5.210 |
-0.075 |
-1.4% |
5.447 |
Low |
5.094 |
5.123 |
0.029 |
0.6% |
5.094 |
Close |
5.163 |
5.181 |
0.018 |
0.3% |
5.181 |
Range |
0.191 |
0.087 |
-0.104 |
-54.5% |
0.353 |
ATR |
0.156 |
0.151 |
-0.005 |
-3.2% |
0.000 |
Volume |
10,985 |
12,311 |
1,326 |
12.1% |
39,734 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.432 |
5.394 |
5.229 |
|
R3 |
5.345 |
5.307 |
5.205 |
|
R2 |
5.258 |
5.258 |
5.197 |
|
R1 |
5.220 |
5.220 |
5.189 |
5.239 |
PP |
5.171 |
5.171 |
5.171 |
5.181 |
S1 |
5.133 |
5.133 |
5.173 |
5.152 |
S2 |
5.084 |
5.084 |
5.165 |
|
S3 |
4.997 |
5.046 |
5.157 |
|
S4 |
4.910 |
4.959 |
5.133 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.300 |
6.093 |
5.375 |
|
R3 |
5.947 |
5.740 |
5.278 |
|
R2 |
5.594 |
5.594 |
5.246 |
|
R1 |
5.387 |
5.387 |
5.213 |
5.314 |
PP |
5.241 |
5.241 |
5.241 |
5.204 |
S1 |
5.034 |
5.034 |
5.149 |
4.961 |
S2 |
4.888 |
4.888 |
5.116 |
|
S3 |
4.535 |
4.681 |
5.084 |
|
S4 |
4.182 |
4.328 |
4.987 |
|
|
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% |
0.152 |
2.9% |
25% |
False |
False |
10,286 |
10 |
5.570 |
5.094 |
0.476 |
9.2% |
0.155 |
3.0% |
18% |
False |
False |
8,188 |
20 |
5.762 |
5.094 |
0.668 |
12.9% |
0.145 |
2.8% |
13% |
False |
False |
7,582 |
40 |
5.762 |
5.026 |
0.736 |
14.2% |
0.145 |
2.8% |
21% |
False |
False |
7,269 |
60 |
5.762 |
5.026 |
0.736 |
14.2% |
0.139 |
2.7% |
21% |
False |
False |
6,120 |
80 |
5.762 |
5.026 |
0.736 |
14.2% |
0.139 |
2.7% |
21% |
False |
False |
5,457 |
100 |
6.339 |
5.026 |
1.313 |
25.3% |
0.131 |
2.5% |
12% |
False |
False |
4,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.580 |
2.618 |
5.438 |
1.618 |
5.351 |
1.000 |
5.297 |
0.618 |
5.264 |
HIGH |
5.210 |
0.618 |
5.177 |
0.500 |
5.167 |
0.382 |
5.156 |
LOW |
5.123 |
0.618 |
5.069 |
1.000 |
5.036 |
1.618 |
4.982 |
2.618 |
4.895 |
4.250 |
4.753 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.176 |
5.234 |
PP |
5.171 |
5.216 |
S1 |
5.167 |
5.199 |
|