NYMEX Natural Gas Future November 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 |
5.040 |
5.080 |
0.040 |
0.8% |
5.210 |
| High |
5.166 |
5.208 |
0.042 |
0.8% |
5.245 |
| Low |
4.960 |
5.029 |
0.069 |
1.4% |
4.864 |
| Close |
5.040 |
5.040 |
0.000 |
0.0% |
5.040 |
| Range |
0.206 |
0.179 |
-0.027 |
-13.1% |
0.381 |
| ATR |
0.168 |
0.168 |
0.001 |
0.5% |
0.000 |
| Volume |
16,940 |
14,249 |
-2,691 |
-15.9% |
52,976 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.629 |
5.514 |
5.138 |
|
| R3 |
5.450 |
5.335 |
5.089 |
|
| R2 |
5.271 |
5.271 |
5.073 |
|
| R1 |
5.156 |
5.156 |
5.056 |
5.124 |
| PP |
5.092 |
5.092 |
5.092 |
5.077 |
| S1 |
4.977 |
4.977 |
5.024 |
4.945 |
| S2 |
4.913 |
4.913 |
5.007 |
|
| S3 |
4.734 |
4.798 |
4.991 |
|
| S4 |
4.555 |
4.619 |
4.942 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.193 |
5.997 |
5.250 |
|
| R3 |
5.812 |
5.616 |
5.145 |
|
| R2 |
5.431 |
5.431 |
5.110 |
|
| R1 |
5.235 |
5.235 |
5.075 |
5.143 |
| PP |
5.050 |
5.050 |
5.050 |
5.003 |
| S1 |
4.854 |
4.854 |
5.005 |
4.762 |
| S2 |
4.669 |
4.669 |
4.970 |
|
| S3 |
4.288 |
4.473 |
4.935 |
|
| S4 |
3.907 |
4.092 |
4.830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.208 |
4.864 |
0.344 |
6.8% |
0.193 |
3.8% |
51% |
True |
False |
12,531 |
| 10 |
5.283 |
4.864 |
0.419 |
8.3% |
0.157 |
3.1% |
42% |
False |
False |
9,640 |
| 20 |
5.534 |
4.864 |
0.670 |
13.3% |
0.155 |
3.1% |
26% |
False |
False |
9,603 |
| 40 |
5.534 |
4.647 |
0.887 |
17.6% |
0.150 |
3.0% |
44% |
False |
False |
7,961 |
| 60 |
5.534 |
4.647 |
0.887 |
17.6% |
0.144 |
2.9% |
44% |
False |
False |
6,230 |
| 80 |
5.534 |
4.647 |
0.887 |
17.6% |
0.138 |
2.7% |
44% |
False |
False |
5,297 |
| 100 |
6.170 |
4.647 |
1.523 |
30.2% |
0.133 |
2.6% |
26% |
False |
False |
4,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.969 |
|
2.618 |
5.677 |
|
1.618 |
5.498 |
|
1.000 |
5.387 |
|
0.618 |
5.319 |
|
HIGH |
5.208 |
|
0.618 |
5.140 |
|
0.500 |
5.119 |
|
0.382 |
5.097 |
|
LOW |
5.029 |
|
0.618 |
4.918 |
|
1.000 |
4.850 |
|
1.618 |
4.739 |
|
2.618 |
4.560 |
|
4.250 |
4.268 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.119 |
5.054 |
| PP |
5.092 |
5.049 |
| S1 |
5.066 |
5.045 |
|