NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.830 |
4.660 |
-0.170 |
-3.5% |
4.851 |
| High |
4.871 |
4.900 |
0.029 |
0.6% |
4.923 |
| Low |
4.613 |
4.654 |
0.041 |
0.9% |
4.477 |
| Close |
4.687 |
4.682 |
-0.005 |
-0.1% |
4.687 |
| Range |
0.258 |
0.246 |
-0.012 |
-4.7% |
0.446 |
| ATR |
0.212 |
0.214 |
0.002 |
1.1% |
0.000 |
| Volume |
138,080 |
95,150 |
-42,930 |
-31.1% |
466,187 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.483 |
5.329 |
4.817 |
|
| R3 |
5.237 |
5.083 |
4.750 |
|
| R2 |
4.991 |
4.991 |
4.727 |
|
| R1 |
4.837 |
4.837 |
4.705 |
4.914 |
| PP |
4.745 |
4.745 |
4.745 |
4.784 |
| S1 |
4.591 |
4.591 |
4.659 |
4.668 |
| S2 |
4.499 |
4.499 |
4.637 |
|
| S3 |
4.253 |
4.345 |
4.614 |
|
| S4 |
4.007 |
4.099 |
4.547 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.034 |
5.806 |
4.932 |
|
| R3 |
5.588 |
5.360 |
4.810 |
|
| R2 |
5.142 |
5.142 |
4.769 |
|
| R1 |
4.914 |
4.914 |
4.728 |
4.805 |
| PP |
4.696 |
4.696 |
4.696 |
4.641 |
| S1 |
4.468 |
4.468 |
4.646 |
4.359 |
| S2 |
4.250 |
4.250 |
4.605 |
|
| S3 |
3.804 |
4.022 |
4.564 |
|
| S4 |
3.358 |
3.576 |
4.442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.923 |
4.477 |
0.446 |
9.5% |
0.257 |
5.5% |
46% |
False |
False |
100,593 |
| 10 |
4.934 |
4.477 |
0.457 |
9.8% |
0.208 |
4.4% |
45% |
False |
False |
76,929 |
| 20 |
5.249 |
4.477 |
0.772 |
16.5% |
0.206 |
4.4% |
27% |
False |
False |
65,441 |
| 40 |
5.249 |
4.108 |
1.141 |
24.4% |
0.194 |
4.1% |
50% |
False |
False |
44,706 |
| 60 |
5.249 |
4.070 |
1.179 |
25.2% |
0.184 |
3.9% |
52% |
False |
False |
34,375 |
| 80 |
5.249 |
4.070 |
1.179 |
25.2% |
0.174 |
3.7% |
52% |
False |
False |
27,741 |
| 100 |
5.752 |
4.070 |
1.682 |
35.9% |
0.162 |
3.5% |
36% |
False |
False |
23,090 |
| 120 |
5.960 |
4.070 |
1.890 |
40.4% |
0.160 |
3.4% |
32% |
False |
False |
19,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.946 |
|
2.618 |
5.544 |
|
1.618 |
5.298 |
|
1.000 |
5.146 |
|
0.618 |
5.052 |
|
HIGH |
4.900 |
|
0.618 |
4.806 |
|
0.500 |
4.777 |
|
0.382 |
4.748 |
|
LOW |
4.654 |
|
0.618 |
4.502 |
|
1.000 |
4.408 |
|
1.618 |
4.256 |
|
2.618 |
4.010 |
|
4.250 |
3.609 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.777 |
4.729 |
| PP |
4.745 |
4.713 |
| S1 |
4.714 |
4.698 |
|