NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.670 |
4.859 |
0.189 |
4.0% |
4.872 |
| High |
4.945 |
4.893 |
-0.052 |
-1.1% |
4.945 |
| Low |
4.570 |
4.648 |
0.078 |
1.7% |
4.516 |
| Close |
4.880 |
4.717 |
-0.163 |
-3.3% |
4.717 |
| Range |
0.375 |
0.245 |
-0.130 |
-34.7% |
0.429 |
| ATR |
0.203 |
0.206 |
0.003 |
1.5% |
0.000 |
| Volume |
31,107 |
38,767 |
7,660 |
24.6% |
123,433 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.488 |
5.347 |
4.852 |
|
| R3 |
5.243 |
5.102 |
4.784 |
|
| R2 |
4.998 |
4.998 |
4.762 |
|
| R1 |
4.857 |
4.857 |
4.739 |
4.805 |
| PP |
4.753 |
4.753 |
4.753 |
4.727 |
| S1 |
4.612 |
4.612 |
4.695 |
4.560 |
| S2 |
4.508 |
4.508 |
4.672 |
|
| S3 |
4.263 |
4.367 |
4.650 |
|
| S4 |
4.018 |
4.122 |
4.582 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.013 |
5.794 |
4.953 |
|
| R3 |
5.584 |
5.365 |
4.835 |
|
| R2 |
5.155 |
5.155 |
4.796 |
|
| R1 |
4.936 |
4.936 |
4.756 |
4.831 |
| PP |
4.726 |
4.726 |
4.726 |
4.674 |
| S1 |
4.507 |
4.507 |
4.678 |
4.402 |
| S2 |
4.297 |
4.297 |
4.638 |
|
| S3 |
3.868 |
4.078 |
4.599 |
|
| S4 |
3.439 |
3.649 |
4.481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.945 |
4.516 |
0.429 |
9.1% |
0.229 |
4.9% |
47% |
False |
False |
24,686 |
| 10 |
5.252 |
4.516 |
0.736 |
15.6% |
0.215 |
4.6% |
27% |
False |
False |
22,491 |
| 20 |
5.282 |
4.516 |
0.766 |
16.2% |
0.205 |
4.3% |
26% |
False |
False |
30,704 |
| 40 |
5.282 |
4.168 |
1.114 |
23.6% |
0.185 |
3.9% |
49% |
False |
False |
24,937 |
| 60 |
5.282 |
4.140 |
1.142 |
24.2% |
0.176 |
3.7% |
51% |
False |
False |
19,737 |
| 80 |
5.282 |
4.140 |
1.142 |
24.2% |
0.167 |
3.5% |
51% |
False |
False |
16,425 |
| 100 |
5.789 |
4.140 |
1.649 |
35.0% |
0.158 |
3.4% |
35% |
False |
False |
13,844 |
| 120 |
5.990 |
4.140 |
1.850 |
39.2% |
0.157 |
3.3% |
31% |
False |
False |
11,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.934 |
|
2.618 |
5.534 |
|
1.618 |
5.289 |
|
1.000 |
5.138 |
|
0.618 |
5.044 |
|
HIGH |
4.893 |
|
0.618 |
4.799 |
|
0.500 |
4.771 |
|
0.382 |
4.742 |
|
LOW |
4.648 |
|
0.618 |
4.497 |
|
1.000 |
4.403 |
|
1.618 |
4.252 |
|
2.618 |
4.007 |
|
4.250 |
3.607 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.771 |
4.731 |
| PP |
4.753 |
4.726 |
| S1 |
4.735 |
4.722 |
|