NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.621 |
4.430 |
-0.191 |
-4.1% |
4.686 |
| High |
4.641 |
4.472 |
-0.169 |
-3.6% |
4.916 |
| Low |
4.383 |
4.359 |
-0.024 |
-0.5% |
4.359 |
| Close |
4.420 |
4.418 |
-0.002 |
0.0% |
4.418 |
| Range |
0.258 |
0.113 |
-0.145 |
-56.2% |
0.557 |
| ATR |
0.212 |
0.205 |
-0.007 |
-3.3% |
0.000 |
| Volume |
33,049 |
47,604 |
14,555 |
44.0% |
135,649 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.755 |
4.700 |
4.480 |
|
| R3 |
4.642 |
4.587 |
4.449 |
|
| R2 |
4.529 |
4.529 |
4.439 |
|
| R1 |
4.474 |
4.474 |
4.428 |
4.445 |
| PP |
4.416 |
4.416 |
4.416 |
4.402 |
| S1 |
4.361 |
4.361 |
4.408 |
4.332 |
| S2 |
4.303 |
4.303 |
4.397 |
|
| S3 |
4.190 |
4.248 |
4.387 |
|
| S4 |
4.077 |
4.135 |
4.356 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.235 |
5.884 |
4.724 |
|
| R3 |
5.678 |
5.327 |
4.571 |
|
| R2 |
5.121 |
5.121 |
4.520 |
|
| R1 |
4.770 |
4.770 |
4.469 |
4.667 |
| PP |
4.564 |
4.564 |
4.564 |
4.513 |
| S1 |
4.213 |
4.213 |
4.367 |
4.110 |
| S2 |
4.007 |
4.007 |
4.316 |
|
| S3 |
3.450 |
3.656 |
4.265 |
|
| S4 |
2.893 |
3.099 |
4.112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.916 |
4.359 |
0.557 |
12.6% |
0.212 |
4.8% |
11% |
False |
True |
34,883 |
| 10 |
4.961 |
4.359 |
0.602 |
13.6% |
0.210 |
4.7% |
10% |
False |
True |
27,233 |
| 20 |
5.282 |
4.359 |
0.923 |
20.9% |
0.203 |
4.6% |
6% |
False |
True |
27,520 |
| 40 |
5.282 |
4.168 |
1.114 |
25.2% |
0.192 |
4.3% |
22% |
False |
False |
26,512 |
| 60 |
5.282 |
4.140 |
1.142 |
25.8% |
0.178 |
4.0% |
24% |
False |
False |
21,382 |
| 80 |
5.282 |
4.140 |
1.142 |
25.8% |
0.172 |
3.9% |
24% |
False |
False |
17,784 |
| 100 |
5.656 |
4.140 |
1.516 |
34.3% |
0.161 |
3.6% |
18% |
False |
False |
15,068 |
| 120 |
5.987 |
4.140 |
1.847 |
41.8% |
0.158 |
3.6% |
15% |
False |
False |
12,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.952 |
|
2.618 |
4.768 |
|
1.618 |
4.655 |
|
1.000 |
4.585 |
|
0.618 |
4.542 |
|
HIGH |
4.472 |
|
0.618 |
4.429 |
|
0.500 |
4.416 |
|
0.382 |
4.402 |
|
LOW |
4.359 |
|
0.618 |
4.289 |
|
1.000 |
4.246 |
|
1.618 |
4.176 |
|
2.618 |
4.063 |
|
4.250 |
3.879 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.417 |
4.578 |
| PP |
4.416 |
4.524 |
| S1 |
4.416 |
4.471 |
|