NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.163 |
5.204 |
0.041 |
0.8% |
5.325 |
High |
5.210 |
5.204 |
-0.006 |
-0.1% |
5.447 |
Low |
5.123 |
5.133 |
0.010 |
0.2% |
5.094 |
Close |
5.181 |
5.157 |
-0.024 |
-0.5% |
5.181 |
Range |
0.087 |
0.071 |
-0.016 |
-18.4% |
0.353 |
ATR |
0.151 |
0.145 |
-0.006 |
-3.8% |
0.000 |
Volume |
12,311 |
9,362 |
-2,949 |
-24.0% |
39,734 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.378 |
5.338 |
5.196 |
|
R3 |
5.307 |
5.267 |
5.177 |
|
R2 |
5.236 |
5.236 |
5.170 |
|
R1 |
5.196 |
5.196 |
5.164 |
5.181 |
PP |
5.165 |
5.165 |
5.165 |
5.157 |
S1 |
5.125 |
5.125 |
5.150 |
5.110 |
S2 |
5.094 |
5.094 |
5.144 |
|
S3 |
5.023 |
5.054 |
5.137 |
|
S4 |
4.952 |
4.983 |
5.118 |
|
|
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% |
0.130 |
2.5% |
18% |
False |
False |
9,819 |
10 |
5.535 |
5.094 |
0.441 |
8.6% |
0.153 |
3.0% |
14% |
False |
False |
8,674 |
20 |
5.762 |
5.094 |
0.668 |
13.0% |
0.145 |
2.8% |
9% |
False |
False |
7,697 |
40 |
5.762 |
5.026 |
0.736 |
14.3% |
0.143 |
2.8% |
18% |
False |
False |
7,367 |
60 |
5.762 |
5.026 |
0.736 |
14.3% |
0.136 |
2.6% |
18% |
False |
False |
6,210 |
80 |
5.762 |
5.026 |
0.736 |
14.3% |
0.139 |
2.7% |
18% |
False |
False |
5,554 |
100 |
6.311 |
5.026 |
1.285 |
24.9% |
0.131 |
2.5% |
10% |
False |
False |
4,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.506 |
2.618 |
5.390 |
1.618 |
5.319 |
1.000 |
5.275 |
0.618 |
5.248 |
HIGH |
5.204 |
0.618 |
5.177 |
0.500 |
5.169 |
0.382 |
5.160 |
LOW |
5.133 |
0.618 |
5.089 |
1.000 |
5.062 |
1.618 |
5.018 |
2.618 |
4.947 |
4.250 |
4.831 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.169 |
5.190 |
PP |
5.165 |
5.179 |
S1 |
5.161 |
5.168 |
|