NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.204 |
5.176 |
-0.028 |
-0.5% |
5.325 |
High |
5.204 |
5.179 |
-0.025 |
-0.5% |
5.447 |
Low |
5.133 |
5.050 |
-0.083 |
-1.6% |
5.094 |
Close |
5.157 |
5.059 |
-0.098 |
-1.9% |
5.181 |
Range |
0.071 |
0.129 |
0.058 |
81.7% |
0.353 |
ATR |
0.145 |
0.144 |
-0.001 |
-0.8% |
0.000 |
Volume |
9,362 |
7,164 |
-2,198 |
-23.5% |
39,734 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.483 |
5.400 |
5.130 |
|
R3 |
5.354 |
5.271 |
5.094 |
|
R2 |
5.225 |
5.225 |
5.083 |
|
R1 |
5.142 |
5.142 |
5.071 |
5.119 |
PP |
5.096 |
5.096 |
5.096 |
5.085 |
S1 |
5.013 |
5.013 |
5.047 |
4.990 |
S2 |
4.967 |
4.967 |
5.035 |
|
S3 |
4.838 |
4.884 |
5.024 |
|
S4 |
4.709 |
4.755 |
4.988 |
|
|
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 |
5.373 |
5.050 |
0.323 |
6.4% |
0.121 |
2.4% |
3% |
False |
True |
9,717 |
10 |
5.447 |
5.050 |
0.397 |
7.8% |
0.154 |
3.0% |
2% |
False |
True |
9,093 |
20 |
5.762 |
5.050 |
0.712 |
14.1% |
0.147 |
2.9% |
1% |
False |
True |
7,792 |
40 |
5.762 |
5.026 |
0.736 |
14.5% |
0.143 |
2.8% |
4% |
False |
False |
7,304 |
60 |
5.762 |
5.026 |
0.736 |
14.5% |
0.137 |
2.7% |
4% |
False |
False |
6,270 |
80 |
5.762 |
5.026 |
0.736 |
14.5% |
0.138 |
2.7% |
4% |
False |
False |
5,632 |
100 |
6.110 |
5.026 |
1.084 |
21.4% |
0.131 |
2.6% |
3% |
False |
False |
4,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.727 |
2.618 |
5.517 |
1.618 |
5.388 |
1.000 |
5.308 |
0.618 |
5.259 |
HIGH |
5.179 |
0.618 |
5.130 |
0.500 |
5.115 |
0.382 |
5.099 |
LOW |
5.050 |
0.618 |
4.970 |
1.000 |
4.921 |
1.618 |
4.841 |
2.618 |
4.712 |
4.250 |
4.502 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.115 |
5.130 |
PP |
5.096 |
5.106 |
S1 |
5.078 |
5.083 |
|