NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.006 |
5.037 |
0.031 |
0.6% |
5.325 |
High |
5.074 |
5.165 |
0.091 |
1.8% |
5.447 |
Low |
4.999 |
4.946 |
-0.053 |
-1.1% |
5.094 |
Close |
5.006 |
5.141 |
0.135 |
2.7% |
5.181 |
Range |
0.075 |
0.219 |
0.144 |
192.0% |
0.353 |
ATR |
0.139 |
0.145 |
0.006 |
4.1% |
0.000 |
Volume |
13,785 |
7,962 |
-5,823 |
-42.2% |
39,734 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.741 |
5.660 |
5.261 |
|
R3 |
5.522 |
5.441 |
5.201 |
|
R2 |
5.303 |
5.303 |
5.181 |
|
R1 |
5.222 |
5.222 |
5.161 |
5.263 |
PP |
5.084 |
5.084 |
5.084 |
5.104 |
S1 |
5.003 |
5.003 |
5.121 |
5.044 |
S2 |
4.865 |
4.865 |
5.101 |
|
S3 |
4.646 |
4.784 |
5.081 |
|
S4 |
4.427 |
4.565 |
5.021 |
|
|
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 |
5.210 |
4.946 |
0.264 |
5.1% |
0.116 |
2.3% |
74% |
False |
True |
10,116 |
10 |
5.447 |
4.946 |
0.501 |
9.7% |
0.153 |
3.0% |
39% |
False |
True |
10,006 |
20 |
5.747 |
4.946 |
0.801 |
15.6% |
0.148 |
2.9% |
24% |
False |
True |
8,012 |
40 |
5.762 |
4.946 |
0.816 |
15.9% |
0.143 |
2.8% |
24% |
False |
True |
7,460 |
60 |
5.762 |
4.946 |
0.816 |
15.9% |
0.138 |
2.7% |
24% |
False |
True |
6,539 |
80 |
5.762 |
4.946 |
0.816 |
15.9% |
0.139 |
2.7% |
24% |
False |
True |
5,808 |
100 |
5.953 |
4.946 |
1.007 |
19.6% |
0.131 |
2.6% |
19% |
False |
True |
5,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.096 |
2.618 |
5.738 |
1.618 |
5.519 |
1.000 |
5.384 |
0.618 |
5.300 |
HIGH |
5.165 |
0.618 |
5.081 |
0.500 |
5.056 |
0.382 |
5.030 |
LOW |
4.946 |
0.618 |
4.811 |
1.000 |
4.727 |
1.618 |
4.592 |
2.618 |
4.373 |
4.250 |
4.015 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.113 |
5.115 |
PP |
5.084 |
5.089 |
S1 |
5.056 |
5.063 |
|