NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.132 |
5.134 |
0.002 |
0.0% |
5.068 |
High |
5.251 |
5.211 |
-0.040 |
-0.8% |
5.219 |
Low |
5.100 |
5.110 |
0.010 |
0.2% |
5.009 |
Close |
5.134 |
5.205 |
0.071 |
1.4% |
5.127 |
Range |
0.151 |
0.101 |
-0.050 |
-33.1% |
0.210 |
ATR |
0.125 |
0.123 |
-0.002 |
-1.4% |
0.000 |
Volume |
9,241 |
22,357 |
13,116 |
141.9% |
46,038 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.478 |
5.443 |
5.261 |
|
R3 |
5.377 |
5.342 |
5.233 |
|
R2 |
5.276 |
5.276 |
5.224 |
|
R1 |
5.241 |
5.241 |
5.214 |
5.259 |
PP |
5.175 |
5.175 |
5.175 |
5.184 |
S1 |
5.140 |
5.140 |
5.196 |
5.158 |
S2 |
5.074 |
5.074 |
5.186 |
|
S3 |
4.973 |
5.039 |
5.177 |
|
S4 |
4.872 |
4.938 |
5.149 |
|
|
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 |
3.7% |
0.098 |
1.9% |
76% |
False |
False |
11,443 |
10 |
5.251 |
5.009 |
0.242 |
4.6% |
0.103 |
2.0% |
81% |
False |
False |
10,741 |
20 |
5.447 |
4.946 |
0.501 |
9.6% |
0.128 |
2.5% |
52% |
False |
False |
10,373 |
40 |
5.762 |
4.946 |
0.816 |
15.7% |
0.136 |
2.6% |
32% |
False |
False |
8,823 |
60 |
5.762 |
4.946 |
0.816 |
15.7% |
0.133 |
2.5% |
32% |
False |
False |
7,763 |
80 |
5.762 |
4.946 |
0.816 |
15.7% |
0.134 |
2.6% |
32% |
False |
False |
6,651 |
100 |
5.762 |
4.946 |
0.816 |
15.7% |
0.132 |
2.5% |
32% |
False |
False |
5,968 |
120 |
6.573 |
4.946 |
1.627 |
31.3% |
0.129 |
2.5% |
16% |
False |
False |
5,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.640 |
2.618 |
5.475 |
1.618 |
5.374 |
1.000 |
5.312 |
0.618 |
5.273 |
HIGH |
5.211 |
0.618 |
5.172 |
0.500 |
5.161 |
0.382 |
5.149 |
LOW |
5.110 |
0.618 |
5.048 |
1.000 |
5.009 |
1.618 |
4.947 |
2.618 |
4.846 |
4.250 |
4.681 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.190 |
5.195 |
PP |
5.175 |
5.185 |
S1 |
5.161 |
5.175 |
|