NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.388 |
4.339 |
-0.049 |
-1.1% |
4.686 |
| High |
4.392 |
4.623 |
0.231 |
5.3% |
4.916 |
| Low |
4.315 |
4.290 |
-0.025 |
-0.6% |
4.359 |
| Close |
4.319 |
4.592 |
0.273 |
6.3% |
4.418 |
| Range |
0.077 |
0.333 |
0.256 |
332.5% |
0.557 |
| ATR |
0.186 |
0.197 |
0.010 |
5.6% |
0.000 |
| Volume |
54,053 |
59,881 |
5,828 |
10.8% |
135,649 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.501 |
5.379 |
4.775 |
|
| R3 |
5.168 |
5.046 |
4.684 |
|
| R2 |
4.835 |
4.835 |
4.653 |
|
| R1 |
4.713 |
4.713 |
4.623 |
4.774 |
| PP |
4.502 |
4.502 |
4.502 |
4.532 |
| S1 |
4.380 |
4.380 |
4.561 |
4.441 |
| S2 |
4.169 |
4.169 |
4.531 |
|
| S3 |
3.836 |
4.047 |
4.500 |
|
| S4 |
3.503 |
3.714 |
4.409 |
|
|
| 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 |
4.623 |
4.290 |
0.333 |
7.3% |
0.157 |
3.4% |
91% |
True |
True |
45,608 |
| 10 |
4.945 |
4.290 |
0.655 |
14.3% |
0.211 |
4.6% |
46% |
False |
True |
38,596 |
| 20 |
5.269 |
4.290 |
0.979 |
21.3% |
0.201 |
4.4% |
31% |
False |
True |
29,250 |
| 40 |
5.282 |
4.168 |
1.114 |
24.3% |
0.193 |
4.2% |
38% |
False |
False |
28,959 |
| 60 |
5.282 |
4.140 |
1.142 |
24.9% |
0.180 |
3.9% |
40% |
False |
False |
23,813 |
| 80 |
5.282 |
4.140 |
1.142 |
24.9% |
0.175 |
3.8% |
40% |
False |
False |
19,811 |
| 100 |
5.282 |
4.140 |
1.142 |
24.9% |
0.162 |
3.5% |
40% |
False |
False |
16,755 |
| 120 |
5.971 |
4.140 |
1.831 |
39.9% |
0.159 |
3.5% |
25% |
False |
False |
14,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.038 |
|
2.618 |
5.495 |
|
1.618 |
5.162 |
|
1.000 |
4.956 |
|
0.618 |
4.829 |
|
HIGH |
4.623 |
|
0.618 |
4.496 |
|
0.500 |
4.457 |
|
0.382 |
4.417 |
|
LOW |
4.290 |
|
0.618 |
4.084 |
|
1.000 |
3.957 |
|
1.618 |
3.751 |
|
2.618 |
3.418 |
|
4.250 |
2.875 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.547 |
4.547 |
| PP |
4.502 |
4.502 |
| S1 |
4.457 |
4.457 |
|