NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.844 |
4.825 |
-0.019 |
-0.4% |
5.080 |
| High |
4.880 |
4.858 |
-0.022 |
-0.5% |
5.208 |
| Low |
4.780 |
4.789 |
0.009 |
0.2% |
4.780 |
| Close |
4.844 |
4.818 |
-0.026 |
-0.5% |
4.844 |
| Range |
0.100 |
0.069 |
-0.031 |
-31.0% |
0.428 |
| ATR |
0.166 |
0.159 |
-0.007 |
-4.2% |
0.000 |
| Volume |
20,630 |
19,416 |
-1,214 |
-5.9% |
74,374 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.029 |
4.992 |
4.856 |
|
| R3 |
4.960 |
4.923 |
4.837 |
|
| R2 |
4.891 |
4.891 |
4.831 |
|
| R1 |
4.854 |
4.854 |
4.824 |
4.838 |
| PP |
4.822 |
4.822 |
4.822 |
4.814 |
| S1 |
4.785 |
4.785 |
4.812 |
4.769 |
| S2 |
4.753 |
4.753 |
4.805 |
|
| S3 |
4.684 |
4.716 |
4.799 |
|
| S4 |
4.615 |
4.647 |
4.780 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.228 |
5.964 |
5.079 |
|
| R3 |
5.800 |
5.536 |
4.962 |
|
| R2 |
5.372 |
5.372 |
4.922 |
|
| R1 |
5.108 |
5.108 |
4.883 |
5.026 |
| PP |
4.944 |
4.944 |
4.944 |
4.903 |
| S1 |
4.680 |
4.680 |
4.805 |
4.598 |
| S2 |
4.516 |
4.516 |
4.766 |
|
| S3 |
4.088 |
4.252 |
4.726 |
|
| S4 |
3.660 |
3.824 |
4.609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.208 |
4.780 |
0.428 |
8.9% |
0.143 |
3.0% |
9% |
False |
False |
18,758 |
| 10 |
5.245 |
4.780 |
0.465 |
9.7% |
0.163 |
3.4% |
8% |
False |
False |
14,676 |
| 20 |
5.534 |
4.780 |
0.754 |
15.6% |
0.156 |
3.2% |
5% |
False |
False |
11,354 |
| 40 |
5.534 |
4.647 |
0.887 |
18.4% |
0.152 |
3.2% |
19% |
False |
False |
9,273 |
| 60 |
5.534 |
4.647 |
0.887 |
18.4% |
0.142 |
2.9% |
19% |
False |
False |
7,404 |
| 80 |
5.534 |
4.647 |
0.887 |
18.4% |
0.142 |
2.9% |
19% |
False |
False |
6,226 |
| 100 |
5.989 |
4.647 |
1.342 |
27.9% |
0.133 |
2.8% |
13% |
False |
False |
5,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.151 |
|
2.618 |
5.039 |
|
1.618 |
4.970 |
|
1.000 |
4.927 |
|
0.618 |
4.901 |
|
HIGH |
4.858 |
|
0.618 |
4.832 |
|
0.500 |
4.824 |
|
0.382 |
4.815 |
|
LOW |
4.789 |
|
0.618 |
4.746 |
|
1.000 |
4.720 |
|
1.618 |
4.677 |
|
2.618 |
4.608 |
|
4.250 |
4.496 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.824 |
4.896 |
| PP |
4.822 |
4.870 |
| S1 |
4.820 |
4.844 |
|