NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4.696 |
4.621 |
-0.075 |
-1.6% |
4.872 |
High |
4.796 |
4.641 |
-0.155 |
-3.2% |
4.945 |
Low |
4.582 |
4.383 |
-0.199 |
-4.3% |
4.516 |
Close |
4.588 |
4.420 |
-0.168 |
-3.7% |
4.717 |
Range |
0.214 |
0.258 |
0.044 |
20.6% |
0.429 |
ATR |
0.208 |
0.212 |
0.004 |
1.7% |
0.000 |
Volume |
34,896 |
33,049 |
-1,847 |
-5.3% |
123,433 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.255 |
5.096 |
4.562 |
|
R3 |
4.997 |
4.838 |
4.491 |
|
R2 |
4.739 |
4.739 |
4.467 |
|
R1 |
4.580 |
4.580 |
4.444 |
4.531 |
PP |
4.481 |
4.481 |
4.481 |
4.457 |
S1 |
4.322 |
4.322 |
4.396 |
4.273 |
S2 |
4.223 |
4.223 |
4.373 |
|
S3 |
3.965 |
4.064 |
4.349 |
|
S4 |
3.707 |
3.806 |
4.278 |
|
|
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 |
4.383 |
0.562 |
12.7% |
0.265 |
6.0% |
7% |
False |
True |
31,583 |
10 |
4.961 |
4.383 |
0.578 |
13.1% |
0.214 |
4.8% |
6% |
False |
True |
24,787 |
20 |
5.282 |
4.383 |
0.899 |
20.3% |
0.206 |
4.7% |
4% |
False |
True |
27,611 |
40 |
5.282 |
4.168 |
1.114 |
25.2% |
0.192 |
4.3% |
23% |
False |
False |
25,787 |
60 |
5.282 |
4.140 |
1.142 |
25.8% |
0.178 |
4.0% |
25% |
False |
False |
20,717 |
80 |
5.282 |
4.140 |
1.142 |
25.8% |
0.172 |
3.9% |
25% |
False |
False |
17,225 |
100 |
5.789 |
4.140 |
1.649 |
37.3% |
0.161 |
3.7% |
17% |
False |
False |
14,631 |
120 |
5.987 |
4.140 |
1.847 |
41.8% |
0.157 |
3.6% |
15% |
False |
False |
12,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.738 |
2.618 |
5.316 |
1.618 |
5.058 |
1.000 |
4.899 |
0.618 |
4.800 |
HIGH |
4.641 |
0.618 |
4.542 |
0.500 |
4.512 |
0.382 |
4.482 |
LOW |
4.383 |
0.618 |
4.224 |
1.000 |
4.125 |
1.618 |
3.966 |
2.618 |
3.708 |
4.250 |
3.287 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
4.512 |
4.650 |
PP |
4.481 |
4.573 |
S1 |
4.451 |
4.497 |
|