NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.111 |
5.093 |
-0.018 |
-0.4% |
5.204 |
High |
5.156 |
5.219 |
0.063 |
1.2% |
5.204 |
Low |
5.055 |
5.085 |
0.030 |
0.6% |
4.946 |
Close |
5.093 |
5.172 |
0.079 |
1.6% |
5.090 |
Range |
0.101 |
0.134 |
0.033 |
32.7% |
0.258 |
ATR |
0.134 |
0.134 |
0.000 |
0.0% |
0.000 |
Volume |
6,660 |
12,770 |
6,110 |
91.7% |
53,060 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.561 |
5.500 |
5.246 |
|
R3 |
5.427 |
5.366 |
5.209 |
|
R2 |
5.293 |
5.293 |
5.197 |
|
R1 |
5.232 |
5.232 |
5.184 |
5.263 |
PP |
5.159 |
5.159 |
5.159 |
5.174 |
S1 |
5.098 |
5.098 |
5.160 |
5.129 |
S2 |
5.025 |
5.025 |
5.147 |
|
S3 |
4.891 |
4.964 |
5.135 |
|
S4 |
4.757 |
4.830 |
5.098 |
|
|
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 |
5.219 |
5.009 |
0.210 |
4.1% |
0.108 |
2.1% |
78% |
True |
False |
10,040 |
10 |
5.219 |
4.946 |
0.273 |
5.3% |
0.112 |
2.2% |
83% |
True |
False |
10,078 |
20 |
5.570 |
4.946 |
0.624 |
12.1% |
0.134 |
2.6% |
36% |
False |
False |
8,897 |
40 |
5.762 |
4.946 |
0.816 |
15.8% |
0.141 |
2.7% |
28% |
False |
False |
8,069 |
60 |
5.762 |
4.946 |
0.816 |
15.8% |
0.136 |
2.6% |
28% |
False |
False |
7,127 |
80 |
5.762 |
4.946 |
0.816 |
15.8% |
0.140 |
2.7% |
28% |
False |
False |
6,262 |
100 |
5.846 |
4.946 |
0.900 |
17.4% |
0.132 |
2.5% |
25% |
False |
False |
5,528 |
120 |
6.573 |
4.946 |
1.627 |
31.5% |
0.131 |
2.5% |
14% |
False |
False |
4,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.789 |
2.618 |
5.570 |
1.618 |
5.436 |
1.000 |
5.353 |
0.618 |
5.302 |
HIGH |
5.219 |
0.618 |
5.168 |
0.500 |
5.152 |
0.382 |
5.136 |
LOW |
5.085 |
0.618 |
5.002 |
1.000 |
4.951 |
1.618 |
4.868 |
2.618 |
4.734 |
4.250 |
4.516 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.165 |
5.153 |
PP |
5.159 |
5.133 |
S1 |
5.152 |
5.114 |
|