NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.176 |
5.006 |
-0.170 |
-3.3% |
5.325 |
High |
5.179 |
5.074 |
-0.105 |
-2.0% |
5.447 |
Low |
5.050 |
4.999 |
-0.051 |
-1.0% |
5.094 |
Close |
5.059 |
5.006 |
-0.053 |
-1.0% |
5.181 |
Range |
0.129 |
0.075 |
-0.054 |
-41.9% |
0.353 |
ATR |
0.144 |
0.139 |
-0.005 |
-3.4% |
0.000 |
Volume |
7,164 |
13,785 |
6,621 |
92.4% |
39,734 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.251 |
5.204 |
5.047 |
|
R3 |
5.176 |
5.129 |
5.027 |
|
R2 |
5.101 |
5.101 |
5.020 |
|
R1 |
5.054 |
5.054 |
5.013 |
5.044 |
PP |
5.026 |
5.026 |
5.026 |
5.021 |
S1 |
4.979 |
4.979 |
4.999 |
4.969 |
S2 |
4.951 |
4.951 |
4.992 |
|
S3 |
4.876 |
4.904 |
4.985 |
|
S4 |
4.801 |
4.829 |
4.965 |
|
|
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 |
5.285 |
4.999 |
0.286 |
5.7% |
0.111 |
2.2% |
2% |
False |
True |
10,721 |
10 |
5.447 |
4.999 |
0.448 |
8.9% |
0.142 |
2.8% |
2% |
False |
True |
9,998 |
20 |
5.762 |
4.999 |
0.763 |
15.2% |
0.145 |
2.9% |
1% |
False |
True |
8,071 |
40 |
5.762 |
4.999 |
0.763 |
15.2% |
0.142 |
2.8% |
1% |
False |
True |
7,435 |
60 |
5.762 |
4.999 |
0.763 |
15.2% |
0.136 |
2.7% |
1% |
False |
True |
6,454 |
80 |
5.762 |
4.999 |
0.763 |
15.2% |
0.137 |
2.7% |
1% |
False |
True |
5,751 |
100 |
5.966 |
4.999 |
0.967 |
19.3% |
0.130 |
2.6% |
1% |
False |
True |
5,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.393 |
2.618 |
5.270 |
1.618 |
5.195 |
1.000 |
5.149 |
0.618 |
5.120 |
HIGH |
5.074 |
0.618 |
5.045 |
0.500 |
5.037 |
0.382 |
5.028 |
LOW |
4.999 |
0.618 |
4.953 |
1.000 |
4.924 |
1.618 |
4.878 |
2.618 |
4.803 |
4.250 |
4.680 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.037 |
5.102 |
PP |
5.026 |
5.070 |
S1 |
5.016 |
5.038 |
|