NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.037 |
5.144 |
0.107 |
2.1% |
5.204 |
High |
5.165 |
5.178 |
0.013 |
0.3% |
5.204 |
Low |
4.946 |
5.045 |
0.099 |
2.0% |
4.946 |
Close |
5.141 |
5.090 |
-0.051 |
-1.0% |
5.090 |
Range |
0.219 |
0.133 |
-0.086 |
-39.3% |
0.258 |
ATR |
0.145 |
0.144 |
-0.001 |
-0.6% |
0.000 |
Volume |
7,962 |
14,787 |
6,825 |
85.7% |
53,060 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.503 |
5.430 |
5.163 |
|
R3 |
5.370 |
5.297 |
5.127 |
|
R2 |
5.237 |
5.237 |
5.114 |
|
R1 |
5.164 |
5.164 |
5.102 |
5.134 |
PP |
5.104 |
5.104 |
5.104 |
5.090 |
S1 |
5.031 |
5.031 |
5.078 |
5.001 |
S2 |
4.971 |
4.971 |
5.066 |
|
S3 |
4.838 |
4.898 |
5.053 |
|
S4 |
4.705 |
4.765 |
5.017 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.854 |
5.730 |
5.232 |
|
R3 |
5.596 |
5.472 |
5.161 |
|
R2 |
5.338 |
5.338 |
5.137 |
|
R1 |
5.214 |
5.214 |
5.114 |
5.147 |
PP |
5.080 |
5.080 |
5.080 |
5.047 |
S1 |
4.956 |
4.956 |
5.066 |
4.889 |
S2 |
4.822 |
4.822 |
5.043 |
|
S3 |
4.564 |
4.698 |
5.019 |
|
S4 |
4.306 |
4.440 |
4.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.204 |
4.946 |
0.258 |
5.1% |
0.125 |
2.5% |
56% |
False |
False |
10,612 |
10 |
5.447 |
4.946 |
0.501 |
9.8% |
0.139 |
2.7% |
29% |
False |
False |
10,449 |
20 |
5.747 |
4.946 |
0.801 |
15.7% |
0.149 |
2.9% |
18% |
False |
False |
8,451 |
40 |
5.762 |
4.946 |
0.816 |
16.0% |
0.142 |
2.8% |
18% |
False |
False |
7,604 |
60 |
5.762 |
4.946 |
0.816 |
16.0% |
0.139 |
2.7% |
18% |
False |
False |
6,749 |
80 |
5.762 |
4.946 |
0.816 |
16.0% |
0.139 |
2.7% |
18% |
False |
False |
5,957 |
100 |
5.953 |
4.946 |
1.007 |
19.8% |
0.132 |
2.6% |
14% |
False |
False |
5,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.743 |
2.618 |
5.526 |
1.618 |
5.393 |
1.000 |
5.311 |
0.618 |
5.260 |
HIGH |
5.178 |
0.618 |
5.127 |
0.500 |
5.112 |
0.382 |
5.096 |
LOW |
5.045 |
0.618 |
4.963 |
1.000 |
4.912 |
1.618 |
4.830 |
2.618 |
4.697 |
4.250 |
4.480 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.112 |
5.081 |
PP |
5.104 |
5.071 |
S1 |
5.097 |
5.062 |
|