NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.660 |
4.662 |
0.002 |
0.0% |
4.851 |
| High |
4.900 |
4.780 |
-0.120 |
-2.4% |
4.923 |
| Low |
4.654 |
4.555 |
-0.099 |
-2.1% |
4.477 |
| Close |
4.682 |
4.565 |
-0.117 |
-2.5% |
4.687 |
| Range |
0.246 |
0.225 |
-0.021 |
-8.5% |
0.446 |
| ATR |
0.214 |
0.215 |
0.001 |
0.4% |
0.000 |
| Volume |
95,150 |
111,455 |
16,305 |
17.1% |
466,187 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.308 |
5.162 |
4.689 |
|
| R3 |
5.083 |
4.937 |
4.627 |
|
| R2 |
4.858 |
4.858 |
4.606 |
|
| R1 |
4.712 |
4.712 |
4.586 |
4.673 |
| PP |
4.633 |
4.633 |
4.633 |
4.614 |
| S1 |
4.487 |
4.487 |
4.544 |
4.448 |
| S2 |
4.408 |
4.408 |
4.524 |
|
| S3 |
4.183 |
4.262 |
4.503 |
|
| S4 |
3.958 |
4.037 |
4.441 |
|
|
| 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 |
9.8% |
0.256 |
5.6% |
20% |
False |
False |
107,219 |
| 10 |
4.934 |
4.477 |
0.457 |
10.0% |
0.210 |
4.6% |
19% |
False |
False |
82,703 |
| 20 |
5.249 |
4.477 |
0.772 |
16.9% |
0.205 |
4.5% |
11% |
False |
False |
68,416 |
| 40 |
5.249 |
4.108 |
1.141 |
25.0% |
0.195 |
4.3% |
40% |
False |
False |
47,003 |
| 60 |
5.249 |
4.070 |
1.179 |
25.8% |
0.184 |
4.0% |
42% |
False |
False |
35,980 |
| 80 |
5.249 |
4.070 |
1.179 |
25.8% |
0.176 |
3.8% |
42% |
False |
False |
29,032 |
| 100 |
5.752 |
4.070 |
1.682 |
36.8% |
0.164 |
3.6% |
29% |
False |
False |
24,165 |
| 120 |
5.960 |
4.070 |
1.890 |
41.4% |
0.160 |
3.5% |
26% |
False |
False |
20,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.736 |
|
2.618 |
5.369 |
|
1.618 |
5.144 |
|
1.000 |
5.005 |
|
0.618 |
4.919 |
|
HIGH |
4.780 |
|
0.618 |
4.694 |
|
0.500 |
4.668 |
|
0.382 |
4.641 |
|
LOW |
4.555 |
|
0.618 |
4.416 |
|
1.000 |
4.330 |
|
1.618 |
4.191 |
|
2.618 |
3.966 |
|
4.250 |
3.599 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.668 |
4.728 |
| PP |
4.633 |
4.673 |
| S1 |
4.599 |
4.619 |
|