NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
4.769 |
4.829 |
0.060 |
1.3% |
5.044 |
| High |
4.893 |
4.841 |
-0.052 |
-1.1% |
5.182 |
| Low |
4.740 |
4.695 |
-0.045 |
-0.9% |
4.691 |
| Close |
4.861 |
4.717 |
-0.144 |
-3.0% |
4.861 |
| Range |
0.153 |
0.146 |
-0.007 |
-4.6% |
0.491 |
| ATR |
0.200 |
0.198 |
-0.002 |
-1.2% |
0.000 |
| Volume |
72,922 |
66,231 |
-6,691 |
-9.2% |
501,094 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.189 |
5.099 |
4.797 |
|
| R3 |
5.043 |
4.953 |
4.757 |
|
| R2 |
4.897 |
4.897 |
4.744 |
|
| R1 |
4.807 |
4.807 |
4.730 |
4.779 |
| PP |
4.751 |
4.751 |
4.751 |
4.737 |
| S1 |
4.661 |
4.661 |
4.704 |
4.633 |
| S2 |
4.605 |
4.605 |
4.690 |
|
| S3 |
4.459 |
4.515 |
4.677 |
|
| S4 |
4.313 |
4.369 |
4.637 |
|
|
| 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 |
4.893 |
4.691 |
0.202 |
4.3% |
0.157 |
3.3% |
13% |
False |
False |
95,346 |
| 10 |
5.196 |
4.691 |
0.505 |
10.7% |
0.194 |
4.1% |
5% |
False |
False |
111,121 |
| 20 |
5.196 |
4.217 |
0.979 |
20.8% |
0.213 |
4.5% |
51% |
False |
False |
121,163 |
| 40 |
5.196 |
3.971 |
1.225 |
26.0% |
0.186 |
3.9% |
61% |
False |
False |
89,245 |
| 60 |
5.196 |
3.971 |
1.225 |
26.0% |
0.188 |
4.0% |
61% |
False |
False |
70,781 |
| 80 |
5.196 |
3.971 |
1.225 |
26.0% |
0.173 |
3.7% |
61% |
False |
False |
56,210 |
| 100 |
5.810 |
3.971 |
1.839 |
39.0% |
0.167 |
3.5% |
41% |
False |
False |
46,292 |
| 120 |
6.050 |
3.971 |
2.079 |
44.1% |
0.169 |
3.6% |
36% |
False |
False |
39,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.462 |
|
2.618 |
5.223 |
|
1.618 |
5.077 |
|
1.000 |
4.987 |
|
0.618 |
4.931 |
|
HIGH |
4.841 |
|
0.618 |
4.785 |
|
0.500 |
4.768 |
|
0.382 |
4.751 |
|
LOW |
4.695 |
|
0.618 |
4.605 |
|
1.000 |
4.549 |
|
1.618 |
4.459 |
|
2.618 |
4.313 |
|
4.250 |
4.075 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.768 |
4.794 |
| PP |
4.751 |
4.768 |
| S1 |
4.734 |
4.743 |
|