NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
4.811 |
4.769 |
-0.042 |
-0.9% |
5.044 |
| High |
4.855 |
4.893 |
0.038 |
0.8% |
5.182 |
| Low |
4.698 |
4.740 |
0.042 |
0.9% |
4.691 |
| Close |
4.748 |
4.861 |
0.113 |
2.4% |
4.861 |
| Range |
0.157 |
0.153 |
-0.004 |
-2.5% |
0.491 |
| ATR |
0.204 |
0.200 |
-0.004 |
-1.8% |
0.000 |
| Volume |
101,329 |
72,922 |
-28,407 |
-28.0% |
501,094 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.290 |
5.229 |
4.945 |
|
| R3 |
5.137 |
5.076 |
4.903 |
|
| R2 |
4.984 |
4.984 |
4.889 |
|
| R1 |
4.923 |
4.923 |
4.875 |
4.954 |
| PP |
4.831 |
4.831 |
4.831 |
4.847 |
| S1 |
4.770 |
4.770 |
4.847 |
4.801 |
| S2 |
4.678 |
4.678 |
4.833 |
|
| S3 |
4.525 |
4.617 |
4.819 |
|
| S4 |
4.372 |
4.464 |
4.777 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.384 |
6.114 |
5.131 |
|
| R3 |
5.893 |
5.623 |
4.996 |
|
| R2 |
5.402 |
5.402 |
4.951 |
|
| R1 |
5.132 |
5.132 |
4.906 |
5.022 |
| PP |
4.911 |
4.911 |
4.911 |
4.856 |
| S1 |
4.641 |
4.641 |
4.816 |
4.531 |
| S2 |
4.420 |
4.420 |
4.771 |
|
| S3 |
3.929 |
4.150 |
4.726 |
|
| S4 |
3.438 |
3.659 |
4.591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.182 |
4.691 |
0.491 |
10.1% |
0.199 |
4.1% |
35% |
False |
False |
100,218 |
| 10 |
5.196 |
4.691 |
0.505 |
10.4% |
0.198 |
4.1% |
34% |
False |
False |
114,538 |
| 20 |
5.196 |
4.217 |
0.979 |
20.1% |
0.213 |
4.4% |
66% |
False |
False |
122,500 |
| 40 |
5.196 |
3.971 |
1.225 |
25.2% |
0.187 |
3.8% |
73% |
False |
False |
88,707 |
| 60 |
5.196 |
3.971 |
1.225 |
25.2% |
0.190 |
3.9% |
73% |
False |
False |
70,027 |
| 80 |
5.196 |
3.971 |
1.225 |
25.2% |
0.173 |
3.6% |
73% |
False |
False |
55,501 |
| 100 |
5.810 |
3.971 |
1.839 |
37.8% |
0.167 |
3.4% |
48% |
False |
False |
45,675 |
| 120 |
6.050 |
3.971 |
2.079 |
42.8% |
0.169 |
3.5% |
43% |
False |
False |
38,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.543 |
|
2.618 |
5.294 |
|
1.618 |
5.141 |
|
1.000 |
5.046 |
|
0.618 |
4.988 |
|
HIGH |
4.893 |
|
0.618 |
4.835 |
|
0.500 |
4.817 |
|
0.382 |
4.798 |
|
LOW |
4.740 |
|
0.618 |
4.645 |
|
1.000 |
4.587 |
|
1.618 |
4.492 |
|
2.618 |
4.339 |
|
4.250 |
4.090 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.846 |
4.839 |
| PP |
4.831 |
4.817 |
| S1 |
4.817 |
4.796 |
|