NYMEX Natural Gas Future January 2011
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 |
5.286 |
5.277 |
-0.009 |
-0.2% |
5.241 |
High |
5.393 |
5.378 |
-0.015 |
-0.3% |
5.390 |
Low |
5.247 |
5.258 |
0.011 |
0.2% |
5.180 |
Close |
5.282 |
5.335 |
0.053 |
1.0% |
5.292 |
Range |
0.146 |
0.120 |
-0.026 |
-17.8% |
0.210 |
ATR |
0.122 |
0.122 |
0.000 |
-0.1% |
0.000 |
Volume |
9,985 |
33,619 |
23,634 |
236.7% |
57,751 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.684 |
5.629 |
5.401 |
|
R3 |
5.564 |
5.509 |
5.368 |
|
R2 |
5.444 |
5.444 |
5.357 |
|
R1 |
5.389 |
5.389 |
5.346 |
5.417 |
PP |
5.324 |
5.324 |
5.324 |
5.337 |
S1 |
5.269 |
5.269 |
5.324 |
5.297 |
S2 |
5.204 |
5.204 |
5.313 |
|
S3 |
5.084 |
5.149 |
5.302 |
|
S4 |
4.964 |
5.029 |
5.269 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.917 |
5.815 |
5.408 |
|
R3 |
5.707 |
5.605 |
5.350 |
|
R2 |
5.497 |
5.497 |
5.331 |
|
R1 |
5.395 |
5.395 |
5.311 |
5.446 |
PP |
5.287 |
5.287 |
5.287 |
5.313 |
S1 |
5.185 |
5.185 |
5.273 |
5.236 |
S2 |
5.077 |
5.077 |
5.254 |
|
S3 |
4.867 |
4.975 |
5.234 |
|
S4 |
4.657 |
4.765 |
5.177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.393 |
5.218 |
0.175 |
3.3% |
0.103 |
1.9% |
67% |
False |
False |
15,012 |
10 |
5.393 |
5.180 |
0.213 |
4.0% |
0.105 |
2.0% |
73% |
False |
False |
14,277 |
20 |
5.611 |
5.136 |
0.475 |
8.9% |
0.125 |
2.4% |
42% |
False |
False |
14,667 |
40 |
5.949 |
5.136 |
0.813 |
15.2% |
0.132 |
2.5% |
24% |
False |
False |
13,645 |
60 |
5.949 |
5.136 |
0.813 |
15.2% |
0.128 |
2.4% |
24% |
False |
False |
12,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.888 |
2.618 |
5.692 |
1.618 |
5.572 |
1.000 |
5.498 |
0.618 |
5.452 |
HIGH |
5.378 |
0.618 |
5.332 |
0.500 |
5.318 |
0.382 |
5.304 |
LOW |
5.258 |
0.618 |
5.184 |
1.000 |
5.138 |
1.618 |
5.064 |
2.618 |
4.944 |
4.250 |
4.748 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.329 |
5.330 |
PP |
5.324 |
5.325 |
S1 |
5.318 |
5.320 |
|