NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 26-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.172 |
5.098 |
-0.074 |
-1.4% |
5.068 |
High |
5.180 |
5.135 |
-0.045 |
-0.9% |
5.219 |
Low |
5.090 |
5.057 |
-0.033 |
-0.6% |
5.009 |
Close |
5.127 |
5.114 |
-0.013 |
-0.3% |
5.127 |
Range |
0.090 |
0.078 |
-0.012 |
-13.3% |
0.210 |
ATR |
0.131 |
0.127 |
-0.004 |
-2.9% |
0.000 |
Volume |
10,624 |
6,419 |
-4,205 |
-39.6% |
46,038 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.336 |
5.303 |
5.157 |
|
R3 |
5.258 |
5.225 |
5.135 |
|
R2 |
5.180 |
5.180 |
5.128 |
|
R1 |
5.147 |
5.147 |
5.121 |
5.164 |
PP |
5.102 |
5.102 |
5.102 |
5.110 |
S1 |
5.069 |
5.069 |
5.107 |
5.086 |
S2 |
5.024 |
5.024 |
5.100 |
|
S3 |
4.946 |
4.991 |
5.093 |
|
S4 |
4.868 |
4.913 |
5.071 |
|
|
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% |
0.103 |
2.0% |
50% |
False |
False |
8,896 |
10 |
5.219 |
4.946 |
0.273 |
5.3% |
0.113 |
2.2% |
62% |
False |
False |
9,615 |
20 |
5.535 |
4.946 |
0.589 |
11.5% |
0.133 |
2.6% |
29% |
False |
False |
9,144 |
40 |
5.762 |
4.946 |
0.816 |
16.0% |
0.139 |
2.7% |
21% |
False |
False |
8,314 |
60 |
5.762 |
4.946 |
0.816 |
16.0% |
0.132 |
2.6% |
21% |
False |
False |
7,320 |
80 |
5.762 |
4.946 |
0.816 |
16.0% |
0.139 |
2.7% |
21% |
False |
False |
6,392 |
100 |
5.831 |
4.946 |
0.885 |
17.3% |
0.132 |
2.6% |
19% |
False |
False |
5,645 |
120 |
6.573 |
4.946 |
1.627 |
31.8% |
0.130 |
2.5% |
10% |
False |
False |
5,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.467 |
2.618 |
5.339 |
1.618 |
5.261 |
1.000 |
5.213 |
0.618 |
5.183 |
HIGH |
5.135 |
0.618 |
5.105 |
0.500 |
5.096 |
0.382 |
5.087 |
LOW |
5.057 |
0.618 |
5.009 |
1.000 |
4.979 |
1.618 |
4.931 |
2.618 |
4.853 |
4.250 |
4.726 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.108 |
5.138 |
PP |
5.102 |
5.130 |
S1 |
5.096 |
5.122 |
|