NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.144 |
5.068 |
-0.076 |
-1.5% |
5.204 |
High |
5.178 |
5.093 |
-0.085 |
-1.6% |
5.204 |
Low |
5.045 |
5.032 |
-0.013 |
-0.3% |
4.946 |
Close |
5.090 |
5.068 |
-0.022 |
-0.4% |
5.090 |
Range |
0.133 |
0.061 |
-0.072 |
-54.1% |
0.258 |
ATR |
0.144 |
0.138 |
-0.006 |
-4.1% |
0.000 |
Volume |
14,787 |
7,976 |
-6,811 |
-46.1% |
53,060 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.247 |
5.219 |
5.102 |
|
R3 |
5.186 |
5.158 |
5.085 |
|
R2 |
5.125 |
5.125 |
5.079 |
|
R1 |
5.097 |
5.097 |
5.074 |
5.099 |
PP |
5.064 |
5.064 |
5.064 |
5.065 |
S1 |
5.036 |
5.036 |
5.062 |
5.038 |
S2 |
5.003 |
5.003 |
5.057 |
|
S3 |
4.942 |
4.975 |
5.051 |
|
S4 |
4.881 |
4.914 |
5.034 |
|
|
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 |
5.179 |
4.946 |
0.233 |
4.6% |
0.123 |
2.4% |
52% |
False |
False |
10,334 |
10 |
5.447 |
4.946 |
0.501 |
9.9% |
0.127 |
2.5% |
24% |
False |
False |
10,077 |
20 |
5.732 |
4.946 |
0.786 |
15.5% |
0.144 |
2.8% |
16% |
False |
False |
8,557 |
40 |
5.762 |
4.946 |
0.816 |
16.1% |
0.141 |
2.8% |
15% |
False |
False |
7,640 |
60 |
5.762 |
4.946 |
0.816 |
16.1% |
0.137 |
2.7% |
15% |
False |
False |
6,837 |
80 |
5.762 |
4.946 |
0.816 |
16.1% |
0.139 |
2.8% |
15% |
False |
False |
6,017 |
100 |
5.953 |
4.946 |
1.007 |
19.9% |
0.131 |
2.6% |
12% |
False |
False |
5,290 |
120 |
6.573 |
4.946 |
1.627 |
32.1% |
0.132 |
2.6% |
7% |
False |
False |
4,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.352 |
2.618 |
5.253 |
1.618 |
5.192 |
1.000 |
5.154 |
0.618 |
5.131 |
HIGH |
5.093 |
0.618 |
5.070 |
0.500 |
5.063 |
0.382 |
5.055 |
LOW |
5.032 |
0.618 |
4.994 |
1.000 |
4.971 |
1.618 |
4.933 |
2.618 |
4.872 |
4.250 |
4.773 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.066 |
5.066 |
PP |
5.064 |
5.064 |
S1 |
5.063 |
5.062 |
|