NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.421 |
4.419 |
-0.002 |
0.0% |
4.660 |
| High |
4.454 |
4.487 |
0.033 |
0.7% |
4.900 |
| Low |
4.352 |
4.334 |
-0.018 |
-0.4% |
4.339 |
| Close |
4.388 |
4.354 |
-0.034 |
-0.8% |
4.402 |
| Range |
0.102 |
0.153 |
0.051 |
50.0% |
0.561 |
| ATR |
0.204 |
0.200 |
-0.004 |
-1.8% |
0.000 |
| Volume |
72,604 |
67,874 |
-4,730 |
-6.5% |
429,868 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.851 |
4.755 |
4.438 |
|
| R3 |
4.698 |
4.602 |
4.396 |
|
| R2 |
4.545 |
4.545 |
4.382 |
|
| R1 |
4.449 |
4.449 |
4.368 |
4.421 |
| PP |
4.392 |
4.392 |
4.392 |
4.377 |
| S1 |
4.296 |
4.296 |
4.340 |
4.268 |
| S2 |
4.239 |
4.239 |
4.326 |
|
| S3 |
4.086 |
4.143 |
4.312 |
|
| S4 |
3.933 |
3.990 |
4.270 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.230 |
5.877 |
4.711 |
|
| R3 |
5.669 |
5.316 |
4.556 |
|
| R2 |
5.108 |
5.108 |
4.505 |
|
| R1 |
4.755 |
4.755 |
4.453 |
4.651 |
| PP |
4.547 |
4.547 |
4.547 |
4.495 |
| S1 |
4.194 |
4.194 |
4.351 |
4.090 |
| S2 |
3.986 |
3.986 |
4.299 |
|
| S3 |
3.425 |
3.633 |
4.248 |
|
| S4 |
2.864 |
3.072 |
4.093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.780 |
4.334 |
0.446 |
10.2% |
0.172 |
4.0% |
4% |
False |
True |
95,039 |
| 10 |
4.923 |
4.334 |
0.589 |
13.5% |
0.214 |
4.9% |
3% |
False |
True |
97,816 |
| 20 |
5.249 |
4.334 |
0.915 |
21.0% |
0.205 |
4.7% |
2% |
False |
True |
76,636 |
| 40 |
5.249 |
4.108 |
1.141 |
26.2% |
0.196 |
4.5% |
22% |
False |
False |
53,761 |
| 60 |
5.249 |
4.070 |
1.179 |
27.1% |
0.183 |
4.2% |
24% |
False |
False |
40,822 |
| 80 |
5.249 |
4.070 |
1.179 |
27.1% |
0.178 |
4.1% |
24% |
False |
False |
33,394 |
| 100 |
5.360 |
4.070 |
1.290 |
29.6% |
0.163 |
3.8% |
22% |
False |
False |
27,661 |
| 120 |
5.951 |
4.070 |
1.881 |
43.2% |
0.160 |
3.7% |
15% |
False |
False |
23,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.137 |
|
2.618 |
4.888 |
|
1.618 |
4.735 |
|
1.000 |
4.640 |
|
0.618 |
4.582 |
|
HIGH |
4.487 |
|
0.618 |
4.429 |
|
0.500 |
4.411 |
|
0.382 |
4.392 |
|
LOW |
4.334 |
|
0.618 |
4.239 |
|
1.000 |
4.181 |
|
1.618 |
4.086 |
|
2.618 |
3.933 |
|
4.250 |
3.684 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.411 |
4.411 |
| PP |
4.392 |
4.392 |
| S1 |
4.373 |
4.373 |
|