NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.093 |
5.172 |
0.079 |
1.6% |
5.068 |
High |
5.219 |
5.180 |
-0.039 |
-0.7% |
5.219 |
Low |
5.085 |
5.090 |
0.005 |
0.1% |
5.009 |
Close |
5.172 |
5.127 |
-0.045 |
-0.9% |
5.127 |
Range |
0.134 |
0.090 |
-0.044 |
-32.8% |
0.210 |
ATR |
0.134 |
0.131 |
-0.003 |
-2.3% |
0.000 |
Volume |
12,770 |
10,624 |
-2,146 |
-16.8% |
46,038 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.402 |
5.355 |
5.177 |
|
R3 |
5.312 |
5.265 |
5.152 |
|
R2 |
5.222 |
5.222 |
5.144 |
|
R1 |
5.175 |
5.175 |
5.135 |
5.154 |
PP |
5.132 |
5.132 |
5.132 |
5.122 |
S1 |
5.085 |
5.085 |
5.119 |
5.064 |
S2 |
5.042 |
5.042 |
5.111 |
|
S3 |
4.952 |
4.995 |
5.102 |
|
S4 |
4.862 |
4.905 |
5.078 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.748 |
5.648 |
5.243 |
|
R3 |
5.538 |
5.438 |
5.185 |
|
R2 |
5.328 |
5.328 |
5.166 |
|
R1 |
5.228 |
5.228 |
5.146 |
5.278 |
PP |
5.118 |
5.118 |
5.118 |
5.144 |
S1 |
5.018 |
5.018 |
5.108 |
5.068 |
S2 |
4.908 |
4.908 |
5.089 |
|
S3 |
4.698 |
4.808 |
5.069 |
|
S4 |
4.488 |
4.598 |
5.012 |
|
|
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% |
0.099 |
1.9% |
56% |
False |
False |
9,207 |
10 |
5.219 |
4.946 |
0.273 |
5.3% |
0.112 |
2.2% |
66% |
False |
False |
9,909 |
20 |
5.570 |
4.946 |
0.624 |
12.2% |
0.134 |
2.6% |
29% |
False |
False |
9,049 |
40 |
5.762 |
4.946 |
0.816 |
15.9% |
0.140 |
2.7% |
22% |
False |
False |
8,243 |
60 |
5.762 |
4.946 |
0.816 |
15.9% |
0.136 |
2.7% |
22% |
False |
False |
7,251 |
80 |
5.762 |
4.946 |
0.816 |
15.9% |
0.139 |
2.7% |
22% |
False |
False |
6,345 |
100 |
5.846 |
4.946 |
0.900 |
17.6% |
0.132 |
2.6% |
20% |
False |
False |
5,600 |
120 |
6.573 |
4.946 |
1.627 |
31.7% |
0.130 |
2.5% |
11% |
False |
False |
4,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.563 |
2.618 |
5.416 |
1.618 |
5.326 |
1.000 |
5.270 |
0.618 |
5.236 |
HIGH |
5.180 |
0.618 |
5.146 |
0.500 |
5.135 |
0.382 |
5.124 |
LOW |
5.090 |
0.618 |
5.034 |
1.000 |
5.000 |
1.618 |
4.944 |
2.618 |
4.854 |
4.250 |
4.708 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.135 |
5.137 |
PP |
5.132 |
5.134 |
S1 |
5.130 |
5.130 |
|