NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 28-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.146 |
5.132 |
-0.014 |
-0.3% |
5.068 |
High |
5.169 |
5.251 |
0.082 |
1.6% |
5.219 |
Low |
5.098 |
5.100 |
0.002 |
0.0% |
5.009 |
Close |
5.136 |
5.134 |
-0.002 |
0.0% |
5.127 |
Range |
0.071 |
0.151 |
0.080 |
112.7% |
0.210 |
ATR |
0.123 |
0.125 |
0.002 |
1.6% |
0.000 |
Volume |
8,576 |
9,241 |
665 |
7.8% |
46,038 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.615 |
5.525 |
5.217 |
|
R3 |
5.464 |
5.374 |
5.176 |
|
R2 |
5.313 |
5.313 |
5.162 |
|
R1 |
5.223 |
5.223 |
5.148 |
5.268 |
PP |
5.162 |
5.162 |
5.162 |
5.184 |
S1 |
5.072 |
5.072 |
5.120 |
5.117 |
S2 |
5.011 |
5.011 |
5.106 |
|
S3 |
4.860 |
4.921 |
5.092 |
|
S4 |
4.709 |
4.770 |
5.051 |
|
|
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 |
5.251 |
5.057 |
0.194 |
3.8% |
0.105 |
2.0% |
40% |
True |
False |
9,526 |
10 |
5.251 |
4.946 |
0.305 |
5.9% |
0.115 |
2.2% |
62% |
True |
False |
9,302 |
20 |
5.447 |
4.946 |
0.501 |
9.8% |
0.128 |
2.5% |
38% |
False |
False |
9,650 |
40 |
5.762 |
4.946 |
0.816 |
15.9% |
0.137 |
2.7% |
23% |
False |
False |
8,495 |
60 |
5.762 |
4.946 |
0.816 |
15.9% |
0.132 |
2.6% |
23% |
False |
False |
7,430 |
80 |
5.762 |
4.946 |
0.816 |
15.9% |
0.136 |
2.6% |
23% |
False |
False |
6,419 |
100 |
5.762 |
4.946 |
0.816 |
15.9% |
0.132 |
2.6% |
23% |
False |
False |
5,772 |
120 |
6.573 |
4.946 |
1.627 |
31.7% |
0.130 |
2.5% |
12% |
False |
False |
5,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.893 |
2.618 |
5.646 |
1.618 |
5.495 |
1.000 |
5.402 |
0.618 |
5.344 |
HIGH |
5.251 |
0.618 |
5.193 |
0.500 |
5.176 |
0.382 |
5.158 |
LOW |
5.100 |
0.618 |
5.007 |
1.000 |
4.949 |
1.618 |
4.856 |
2.618 |
4.705 |
4.250 |
4.458 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.176 |
5.154 |
PP |
5.162 |
5.147 |
S1 |
5.148 |
5.141 |
|