NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.134 |
5.210 |
0.076 |
1.5% |
5.098 |
High |
5.211 |
5.270 |
0.059 |
1.1% |
5.270 |
Low |
5.110 |
5.161 |
0.051 |
1.0% |
5.057 |
Close |
5.205 |
5.259 |
0.054 |
1.0% |
5.259 |
Range |
0.101 |
0.109 |
0.008 |
7.9% |
0.213 |
ATR |
0.123 |
0.122 |
-0.001 |
-0.8% |
0.000 |
Volume |
22,357 |
20,326 |
-2,031 |
-9.1% |
66,919 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.557 |
5.517 |
5.319 |
|
R3 |
5.448 |
5.408 |
5.289 |
|
R2 |
5.339 |
5.339 |
5.279 |
|
R1 |
5.299 |
5.299 |
5.269 |
5.319 |
PP |
5.230 |
5.230 |
5.230 |
5.240 |
S1 |
5.190 |
5.190 |
5.249 |
5.210 |
S2 |
5.121 |
5.121 |
5.239 |
|
S3 |
5.012 |
5.081 |
5.229 |
|
S4 |
4.903 |
4.972 |
5.199 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.834 |
5.760 |
5.376 |
|
R3 |
5.621 |
5.547 |
5.318 |
|
R2 |
5.408 |
5.408 |
5.298 |
|
R1 |
5.334 |
5.334 |
5.279 |
5.371 |
PP |
5.195 |
5.195 |
5.195 |
5.214 |
S1 |
5.121 |
5.121 |
5.239 |
5.158 |
S2 |
4.982 |
4.982 |
5.220 |
|
S3 |
4.769 |
4.908 |
5.200 |
|
S4 |
4.556 |
4.695 |
5.142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.270 |
5.057 |
0.213 |
4.1% |
0.102 |
1.9% |
95% |
True |
False |
13,383 |
10 |
5.270 |
5.009 |
0.261 |
5.0% |
0.101 |
1.9% |
96% |
True |
False |
11,295 |
20 |
5.447 |
4.946 |
0.501 |
9.5% |
0.120 |
2.3% |
62% |
False |
False |
10,872 |
40 |
5.762 |
4.946 |
0.816 |
15.5% |
0.134 |
2.5% |
38% |
False |
False |
9,134 |
60 |
5.762 |
4.946 |
0.816 |
15.5% |
0.133 |
2.5% |
38% |
False |
False |
8,050 |
80 |
5.762 |
4.946 |
0.816 |
15.5% |
0.134 |
2.5% |
38% |
False |
False |
6,854 |
100 |
5.762 |
4.946 |
0.816 |
15.5% |
0.131 |
2.5% |
38% |
False |
False |
6,153 |
120 |
6.476 |
4.946 |
1.530 |
29.1% |
0.129 |
2.4% |
20% |
False |
False |
5,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.733 |
2.618 |
5.555 |
1.618 |
5.446 |
1.000 |
5.379 |
0.618 |
5.337 |
HIGH |
5.270 |
0.618 |
5.228 |
0.500 |
5.216 |
0.382 |
5.203 |
LOW |
5.161 |
0.618 |
5.094 |
1.000 |
5.052 |
1.618 |
4.985 |
2.618 |
4.876 |
4.250 |
4.698 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.245 |
5.234 |
PP |
5.230 |
5.210 |
S1 |
5.216 |
5.185 |
|